IUSP.DE vs. LYQS.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index. Both are passively managed. Over the past 10 years, IUSP.DE returned 1.33%/yr vs 1.37%/yr for LYQS.DE. A 0.54 correlation means they provide meaningful diversification when combined. IUSP.DE charges 0.40%/yr vs 0.25%/yr for LYQS.DE.
Performance
IUSP.DE vs. LYQS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSP.DE achieves a 3.96% return, which is significantly lower than LYQS.DE's 4.61% return. Both investments have delivered pretty close results over the past 10 years, with IUSP.DE having a 1.33% annualized return and LYQS.DE not far ahead at 1.37%.
IUSP.DE
- 1D
- -0.30%
- 1M
- -0.03%
- 6M
- 2.15%
- YTD
- 3.96%
- 1Y
- 8.57%
- 3Y*
- 4.83%
- 5Y*
- 2.28%
- 10Y*
- 1.33%
LYQS.DE
- 1D
- 0.10%
- 1M
- 0.68%
- 6M
- 3.34%
- YTD
- 4.61%
- 1Y
- 10.90%
- 3Y*
- 5.80%
- 5Y*
- 1.43%
- 10Y*
- 1.37%
IUSP.DE vs. LYQS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | 3.96% | 4.73% | 3.11% | 7.78% | -5.48% | -3.07% | -7.05% | 14.45% | -2.90% | -0.18% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 4.61% | 0.04% | 6.43% | 5.45% | -11.25% | 5.76% | -5.23% | 17.03% | -0.39% | -4.62% |
Correlation
The correlation between IUSP.DE and LYQS.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.54 |
The correlation between IUSP.DE and LYQS.DE has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.
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Return for Risk
IUSP.DE vs. LYQS.DE — Risk / Return Rank
IUSP.DE
LYQS.DE
IUSP.DE vs. LYQS.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 Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSP.DE | LYQS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.88 | -1.70 |
| Martin ratioReturn relative to average drawdown | 7.85 | 11.90 | -4.06 |
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Drawdowns
IUSP.DE vs. LYQS.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.69%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and LYQS.DE.
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Drawdown Indicators
| IUSP.DE | LYQS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.69% | -33.51% | +6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.91% | -2.80% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -7.25% | -12.78% | +5.53% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -16.18% | +5.99% |
Max Drawdown (10Y)Largest decline over 10 years | -19.75% | -25.61% | +5.86% |
Current DrawdownCurrent decline from peak | -0.67% | -1.60% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -12.89% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.91% | +0.18% |
Volatility
IUSP.DE vs. LYQS.DE - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.DE) has a higher volatility of 1.40% compared to Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) at 1.07%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than LYQS.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 | LYQS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 1.07% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 3.93% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 5.82% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.18% | 9.62% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 17.02% | -8.61% |
IUSP.DE vs. LYQS.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.
Dividends
IUSP.DE vs. LYQS.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.56%, more than LYQS.DE's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | 5.56% | 5.59% | 5.43% | 5.04% | 5.54% | 4.42% | 5.26% | 5.19% | 5.53% | 5.45% | 5.29% | 3.39% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 5.12% | 5.36% | 3.57% | 6.06% | 6.00% | 4.33% | 4.48% | 5.10% | 5.08% | 5.40% | 5.15% | 6.61% |
Frequently Asked Questions
IUSP.DE and LYQS.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQS.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for IUSP.DE.
IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for IUSP.DE and 0.25% for LYQS.DE.
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