IUSP.DE vs. XDWH.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and XDWH.DE (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - IUSP.DE is a Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD, while XDWH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, IUSP.DE returned 1.33%/yr vs 7.92%/yr for XDWH.DE. At a 0.37 correlation, their price movements are largely independent. IUSP.DE charges 0.40%/yr vs 0.25%/yr for XDWH.DE.
Performance
IUSP.DE vs. XDWH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSP.DE achieves a 3.96% return, which is significantly lower than XDWH.DE's 5.55% return. Over the past 10 years, IUSP.DE has underperformed XDWH.DE with an annualized return of 1.33%, while XDWH.DE has yielded a comparatively higher 7.92% annualized return.
IUSP.DE
- 1D
- -0.30%
- 1M
- -0.03%
- 6M
- 2.15%
- YTD
- 3.96%
- 1Y
- 8.57%
- 3Y*
- 4.83%
- 5Y*
- 2.28%
- 10Y*
- 1.33%
XDWH.DE
- 1D
- 0.44%
- 1M
- 6.83%
- 6M
- 3.32%
- YTD
- 5.55%
- 1Y
- 20.71%
- 3Y*
- 6.56%
- 5Y*
- 5.45%
- 10Y*
- 7.92%
IUSP.DE vs. XDWH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | 3.96% | 4.73% | 3.11% | 7.78% | -5.48% | -3.07% | -7.05% | 14.45% | -2.90% | -0.18% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 5.55% | 2.20% | 7.45% | 0.04% | 0.11% | 30.30% | 2.70% | 27.21% | 5.98% | 5.52% |
Correlation
The correlation between IUSP.DE and XDWH.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.37 |
The correlation between IUSP.DE and XDWH.DE shifts across timeframes, from 0.25 (5 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSP.DE vs. XDWH.DE — Risk / Return Rank
IUSP.DE
XDWH.DE
IUSP.DE vs. XDWH.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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSP.DE | XDWH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.10 | +0.08 |
| Martin ratioReturn relative to average drawdown | 7.85 | 5.39 | +2.45 |
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Drawdowns
IUSP.DE vs. XDWH.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.69%, smaller than the maximum XDWH.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and XDWH.DE.
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Drawdown Indicators
| IUSP.DE | XDWH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.69% | -40.65% | +13.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.91% | -9.82% | +5.91% |
Max Drawdown (3Y)Largest decline over 3 years | -7.25% | -21.11% | +13.86% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -21.11% | +10.92% |
Max Drawdown (10Y)Largest decline over 10 years | -19.75% | -26.06% | +6.31% |
Current DrawdownCurrent decline from peak | -0.67% | -1.89% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -7.33% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.83% | -2.74% |
Volatility
IUSP.DE vs. XDWH.DE - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.40%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) has a volatility of 4.99%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than XDWH.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 | XDWH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 4.99% | -3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 10.40% | -5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 14.26% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.18% | 13.58% | -6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 15.65% | -7.24% |
IUSP.DE vs. XDWH.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than XDWH.DE's 0.25% expense ratio.
Dividends
IUSP.DE vs. XDWH.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.56%, while XDWH.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 | 5.56% | 5.59% | 5.43% | 5.04% | 5.54% | 4.42% | 5.26% | 5.19% | 5.53% | 5.45% | 5.29% | 3.39% |
XDWH.DE Xtrackers MSCI World Health Care UCITS ETF 1C | 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 XDWH.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWH.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWH.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for IUSP.DE.
IUSP.DE is categorized as Emerging Markets Bonds, while XDWH.DE is Health & Biotech Equities. IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while XDWH.DE tracks MSCI World/Health Care NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IUSP.DE and 0.25% for XDWH.DE.
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