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IUSP.DE vs. UEFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSP.DE vs. UEFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares US Property Yield UCITS ETF (IUSP.DE) and UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UEFE.DE's 2.04% 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%

UEFE.DE

1D
-0.42%
1M
1.32%
YTD
2.04%
6M
2.08%
1Y
8.10%
3Y*
7.16%
5Y*
4.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSP.DE vs. UEFE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUSP.DE
iShares US Property Yield UCITS ETF
-0.08%6.45%4.79%9.50%-3.59%-2.39%-6.15%15.54%8.24%
UEFE.DE
UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis
2.04%5.88%6.93%15.75%-6.22%2.54%-2.71%21.27%7.49%

Correlation

The correlation between IUSP.DE and UEFE.DE is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2018

0.76

The correlation between IUSP.DE and UEFE.DE has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

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Return for Risk

IUSP.DE vs. UEFE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSP.DE
IUSP.DE Risk / Return Rank: 2525
Overall Rank
IUSP.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IUSP.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUSP.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IUSP.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IUSP.DE Martin Ratio Rank: 2424
Martin Ratio Rank

UEFE.DE
UEFE.DE Risk / Return Rank: 4343
Overall Rank
UEFE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
UEFE.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
UEFE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
UEFE.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
UEFE.DE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUSP.DE vs. UEFE.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 UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.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.DEUEFE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.15

2.06

-0.90

Martin ratioReturn relative to average drawdown

3.19

7.08

-3.90

IUSP.DE vs. UEFE.DE - Sharpe Ratio Comparison

The current IUSP.DE Sharpe Ratio is 0.86, which is lower than the UEFE.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IUSP.DE and UEFE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IUSP.DEUEFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.48

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.58

-0.18

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

0.66

-0.53

Drawdowns

IUSP.DE vs. UEFE.DE - Drawdown Comparison

The maximum IUSP.DE drawdown since its inception was -26.42%, which is greater than UEFE.DE's maximum drawdown of -23.72%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and UEFE.DE.


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Drawdown Indicators


IUSP.DEUEFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.42%

-23.72%

-2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-3.93%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-7.04%

-8.02%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-9.18%

-12.46%

+3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

Current Drawdown

Current decline from peak

-1.56%

-1.03%

-0.53%

Average Drawdown

Average peak-to-trough decline

-9.45%

-4.41%

-5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.14%

+0.51%

Volatility

IUSP.DE vs. UEFE.DE - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.71%, while UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.DE) has a volatility of 1.93%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than UEFE.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.DEUEFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.93%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.42%

4.64%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

5.46%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

8.44%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.56%

9.82%

-1.26%

IUSP.DE vs. UEFE.DE - Expense Ratio Comparison

Both IUSP.DE and UEFE.DE have an expense ratio of 0.40%.


Dividends

IUSP.DE vs. UEFE.DE - Dividend Comparison

IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, more than UEFE.DE's 4.67% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UEFE.DE
UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis
4.67%5.37%7.09%8.64%6.79%8.96%9.53%9.22%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUSP.DE and UEFE.DE have a correlation of 0.70, 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 UEFE.DE have the same expense ratio: 0.40% per year.

IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while UEFE.DE tracks JP Morgan Emerging Markets Multi-Factor Enhanced Local Currency Bond. They also come from different issuers: iShares and UBS.

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