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IUSP.DE vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IUSP.DEVNQ
YTD Return-2.36%8.50%
1Y Return0.30%25.09%
3Y Return (Ann)0.72%-1.43%
5Y Return (Ann)-0.94%4.12%
10Y Return (Ann)1.43%5.84%
Sharpe Ratio0.061.86
Sortino Ratio0.122.71
Omega Ratio1.021.34
Calmar Ratio0.041.04
Martin Ratio0.177.27
Ulcer Index2.41%4.44%
Daily Std Dev6.62%17.37%
Max Drawdown-28.23%-73.07%
Current Drawdown-8.06%-10.50%

Correlation

-0.50.00.51.00.3

The correlation between IUSP.DE and VNQ is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

IUSP.DE vs. VNQ - Performance Comparison

In the year-to-date period, IUSP.DE achieves a -2.36% return, which is significantly lower than VNQ's 8.50% return. Over the past 10 years, IUSP.DE has underperformed VNQ with an annualized return of 1.43%, while VNQ has yielded a comparatively higher 5.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
-18.68%
158.56%
IUSP.DE
VNQ

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IUSP.DE vs. VNQ - Expense Ratio Comparison

IUSP.DE has a 0.40% expense ratio, which is higher than VNQ's 0.12% expense ratio.


IUSP.DE
iShares US Property Yield UCITS ETF
Expense ratio chart for IUSP.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

IUSP.DE vs. VNQ - 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 Real Estate ETF (VNQ). 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
Sharpe ratio
The chart of Sharpe ratio for IUSP.DE, currently valued at 0.24, compared to the broader market-2.000.002.004.006.000.24
Sortino ratio
The chart of Sortino ratio for IUSP.DE, currently valued at 0.39, compared to the broader market0.005.0010.000.39
Omega ratio
The chart of Omega ratio for IUSP.DE, currently valued at 1.05, compared to the broader market1.001.502.002.503.003.501.05
Calmar ratio
The chart of Calmar ratio for IUSP.DE, currently valued at 0.09, compared to the broader market0.005.0010.0015.0020.000.09
Martin ratio
The chart of Martin ratio for IUSP.DE, currently valued at 0.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.55
VNQ
Sharpe ratio
The chart of Sharpe ratio for VNQ, currently valued at 1.70, compared to the broader market-2.000.002.004.006.001.70
Sortino ratio
The chart of Sortino ratio for VNQ, currently valued at 2.48, compared to the broader market0.005.0010.002.48
Omega ratio
The chart of Omega ratio for VNQ, currently valued at 1.32, compared to the broader market1.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for VNQ, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.000.92
Martin ratio
The chart of Martin ratio for VNQ, currently valued at 6.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.33

IUSP.DE vs. VNQ - Sharpe Ratio Comparison

The current IUSP.DE Sharpe Ratio is 0.06, which is lower than the VNQ Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IUSP.DE and VNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.24
1.70
IUSP.DE
VNQ

Dividends

IUSP.DE vs. VNQ - Dividend Comparison

IUSP.DE's dividend yield for the trailing twelve months is around 2.12%, less than VNQ's 3.92% yield.


TTM20232022202120202019201820172016201520142013
IUSP.DE
iShares US Property Yield UCITS ETF
2.12%4.32%7.55%5.13%6.22%6.11%6.67%6.43%6.34%4.38%0.98%0.85%
VNQ
Vanguard Real Estate ETF
3.92%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

IUSP.DE vs. VNQ - Drawdown Comparison

The maximum IUSP.DE drawdown since its inception was -28.23%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and VNQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-20.48%
-10.50%
IUSP.DE
VNQ

Volatility

IUSP.DE vs. VNQ - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.58%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.27%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.58%
4.27%
IUSP.DE
VNQ