IUSP.DE vs. L0CK.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) are both exchange-traded funds - IUSP.DE is a Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD, while L0CK.DE is a Technology Equities fund tracking the STOXX® Global Digital Security. Both are passively managed. Over the past 5 years, IUSP.DE returned 2.97%/yr vs 10.97%/yr for L0CK.DE. At a 0.38 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
IUSP.DE vs. L0CK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSP.DE achieves a -0.08% return, which is significantly lower than L0CK.DE's 19.85% return.
IUSP.DE
- 1D
- -0.57%
- 1M
- 1.60%
- YTD
- -0.08%
- 6M
- -0.09%
- 1Y
- 5.25%
- 3Y*
- 4.80%
- 5Y*
- 2.97%
- 10Y*
- 2.78%
L0CK.DE
- 1D
- -2.66%
- 1M
- 10.58%
- YTD
- 19.85%
- 6M
- 21.05%
- 1Y
- 22.61%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
IUSP.DE vs. L0CK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | -0.08% | 6.45% | 4.79% | 9.50% | -3.59% | -2.39% | -6.15% | 15.54% | 7.26% |
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 33.01% | -11.70% |
Correlation
The correlation between IUSP.DE and L0CK.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2018 | 0.38 |
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Return for Risk
IUSP.DE vs. L0CK.DE — Risk / Return Rank
IUSP.DE
L0CK.DE
IUSP.DE vs. L0CK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.DE) and iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IUSP.DE | L0CK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.81 | -0.65 |
| Martin ratioReturn relative to average drawdown | 3.19 | 4.44 | -1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSP.DE | L0CK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.09 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.55 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.60 | -0.47 |
Drawdowns
IUSP.DE vs. L0CK.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, smaller than the maximum L0CK.DE drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and L0CK.DE.
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Drawdown Indicators
| IUSP.DE | L0CK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -32.50% | +6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -12.47% | +7.94% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -27.07% | +20.03% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -28.54% | +19.36% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -3.17% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -9.03% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 5.08% | -3.43% |
Volatility
IUSP.DE vs. L0CK.DE - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.71%, while iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a volatility of 8.18%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than L0CK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSP.DE | L0CK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 8.18% | -6.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 16.31% | -10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 20.67% | -14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 19.90% | -12.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 20.21% | -11.65% |
IUSP.DE vs. L0CK.DE - Expense Ratio Comparison
Both IUSP.DE and L0CK.DE have an expense ratio of 0.40%.
Dividends
IUSP.DE vs. L0CK.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, while L0CK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | 5.43% | 7.21% | 7.03% | 6.58% | 7.55% | 5.13% | 6.21% | 6.11% | 6.67% | 6.42% | 6.34% | 4.38% |
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSP.DE and L0CK.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSP.DE and L0CK.DE have the same expense ratio: 0.40% per year.
IUSP.DE is categorized as Emerging Markets Bonds, while L0CK.DE is Technology Equities. IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while L0CK.DE tracks STOXX® Global Digital Security.
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