IUSP.DE vs. VFEA.DE
Compare and contrast key facts about iShares US Property Yield UCITS ETF (IUSP.DE) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE).
IUSP.DE and VFEA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSP.DE is a passively managed fund by iShares that tracks the performance of the JPM GBI-EM Global Diversified TR USD. It was launched on Jun 20, 2011. VFEA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging. It was launched on Sep 24, 2019. Both IUSP.DE and VFEA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSP.DE or VFEA.DE.
Key characteristics
| IUSP.DE | VFEA.DE | |
|---|---|---|
| YTD Return | -2.27% | 17.85% |
| 1Y Return | 0.39% | 20.90% |
| 3Y Return (Ann) | 0.48% | 2.27% |
| 5Y Return (Ann) | -0.87% | 4.51% |
| Sharpe Ratio | 0.07 | 1.59 |
| Sortino Ratio | 0.13 | 2.27 |
| Omega Ratio | 1.02 | 1.29 |
| Calmar Ratio | 0.04 | 1.20 |
| Martin Ratio | 0.18 | 8.73 |
| Ulcer Index | 2.42% | 2.40% |
| Daily Std Dev | 6.57% | 13.10% |
| Max Drawdown | -28.23% | -30.51% |
| Current Drawdown | -7.97% | -3.53% |
Correlation
The correlation between IUSP.DE and VFEA.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSP.DE vs. VFEA.DE - Performance Comparison
In the year-to-date period, IUSP.DE achieves a -2.27% return, which is significantly lower than VFEA.DE's 17.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSP.DE vs. VFEA.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than VFEA.DE's 0.22% expense ratio.
Risk-Adjusted Performance
IUSP.DE vs. VFEA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.DE) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.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.
Dividends
IUSP.DE vs. VFEA.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 2.11%, while VFEA.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | 2.11% | 4.32% | 7.55% | 5.13% | 6.22% | 6.11% | 6.67% | 6.43% | 6.34% | 4.38% | 0.98% | 0.85% |
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF 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% |
Drawdowns
IUSP.DE vs. VFEA.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -28.23%, smaller than the maximum VFEA.DE drawdown of -30.51%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and VFEA.DE. For additional features, visit the drawdowns tool.
Volatility
IUSP.DE vs. VFEA.DE - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.70%, while Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) has a volatility of 4.36%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than VFEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.