IUSP.DE vs. SXR8.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and SXR8.DE (iShares Core S&P 500 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 SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUSP.DE returned 2.78%/yr vs 14.95%/yr for SXR8.DE. At a 0.45 correlation, their price movements are largely independent. IUSP.DE charges 0.40%/yr vs 0.07%/yr for SXR8.DE.
Performance
IUSP.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSP.DE achieves a -0.08% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, IUSP.DE has underperformed SXR8.DE with an annualized return of 2.78%, while SXR8.DE has yielded a comparatively higher 14.95% annualized 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%
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
IUSP.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | -0.08% | 6.45% | 4.79% | 9.50% | -3.59% | -2.39% | -6.15% | 15.54% | -1.76% | 0.77% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between IUSP.DE and SXR8.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2011 | 0.45 |
The correlation between IUSP.DE and SXR8.DE shifts across timeframes, from 0.33 (5 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSP.DE vs. SXR8.DE — Risk / Return Rank
IUSP.DE
SXR8.DE
IUSP.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.58 | -2.42 |
| Martin ratioReturn relative to average drawdown | 3.19 | 12.71 | -9.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.21 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.96 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.92 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.79 | -0.66 |
Drawdowns
IUSP.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| IUSP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -33.78% | +7.36% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -7.13% | +2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -23.32% | +16.28% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -23.32% | +14.14% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -33.78% | +14.04% |
Current DrawdownCurrent decline from peak | -1.56% | -0.45% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -5.17% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.01% | -0.36% |
Volatility
IUSP.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.71%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 2.65% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 7.57% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 11.56% | -5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 15.16% | -7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 16.09% | -7.53% |
IUSP.DE vs. SXR8.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IUSP.DE vs. SXR8.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, while SXR8.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% |
SXR8.DE iShares Core S&P 500 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 SXR8.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for IUSP.DE.
IUSP.DE is categorized as Emerging Markets Bonds, while SXR8.DE is S&P 500. IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.40% for IUSP.DE and 0.07% for SXR8.DE.
Find the right allocation for IUSP.DE and SXR8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer