IUSP.DE vs. UEFS.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and UEFS.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist) are both Emerging Markets Bonds funds - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while UEFS.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. Both are passively managed. Over the past 10 years, IUSP.DE returned 2.78%/yr vs 3.55%/yr for UEFS.DE. A 0.56 correlation means they provide meaningful diversification when combined. IUSP.DE charges 0.40%/yr vs 0.25%/yr for UEFS.DE.
Performance
IUSP.DE vs. UEFS.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 UEFS.DE's 3.71% return. Over the past 10 years, IUSP.DE has underperformed UEFS.DE with an annualized return of 2.78%, while UEFS.DE has yielded a comparatively higher 3.55% 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%
UEFS.DE
- 1D
- -0.03%
- 1M
- 1.91%
- YTD
- 3.71%
- 6M
- 3.67%
- 1Y
- 11.43%
- 3Y*
- 8.56%
- 5Y*
- 3.30%
- 10Y*
- 3.55%
IUSP.DE vs. UEFS.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% |
UEFS.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist | 3.71% | 2.37% | 13.84% | 8.28% | -14.67% | 5.66% | -4.70% | 17.07% | 0.35% | -3.07% |
Correlation
The correlation between IUSP.DE and UEFS.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2016 | 0.56 |
The correlation between IUSP.DE and UEFS.DE has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
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Return for Risk
IUSP.DE vs. UEFS.DE — Risk / Return Rank
IUSP.DE
UEFS.DE
IUSP.DE vs. UEFS.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) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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 | UEFS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.96 | -2.81 |
| Martin ratioReturn relative to average drawdown | 3.19 | 12.59 | -9.40 |
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 | UEFS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.98 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.38 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.38 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.44 | -0.31 |
Drawdowns
IUSP.DE vs. UEFS.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, which is greater than UEFS.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and UEFS.DE.
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Drawdown Indicators
| IUSP.DE | UEFS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -24.26% | -2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -2.87% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -13.70% | +6.66% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -17.84% | +8.66% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -24.26% | +4.52% |
Current DrawdownCurrent decline from peak | -1.56% | -0.03% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -7.41% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 0.91% | +0.74% |
Volatility
IUSP.DE vs. UEFS.DE - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.DE) has a higher volatility of 1.71% compared to UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) at 1.27%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than UEFS.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 | UEFS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.27% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 3.77% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 5.76% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 8.69% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 9.37% | -0.81% |
IUSP.DE vs. UEFS.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than UEFS.DE's 0.25% expense ratio.
Dividends
IUSP.DE vs. UEFS.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, less than UEFS.DE's 6.50% yield.
| 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% |
UEFS.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist | 6.50% | 7.96% | 6.14% | 6.46% | 6.08% | 4.22% | 5.09% | 4.60% | 4.53% | 4.90% | 2.30% | 0.00% |
Frequently Asked Questions
IUSP.DE and UEFS.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEFS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEFS.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 UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for IUSP.DE and 0.25% for UEFS.DE.
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