IUSP.DE vs. ZPR5.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and ZPR5.DE (SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF) are both Emerging Markets Bonds funds - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while ZPR5.DE tracks the ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a. Both are passively managed. Over the past 10 years, IUSP.DE returned 2.78%/yr vs 2.25%/yr for ZPR5.DE. At a 0.40 correlation, their price movements are largely independent. IUSP.DE charges 0.40%/yr vs 0.42%/yr for ZPR5.DE.
Performance
IUSP.DE vs. ZPR5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSP.DE achieves a -0.08% return, which is significantly lower than ZPR5.DE's 2.14% return. Over the past 10 years, IUSP.DE has outperformed ZPR5.DE with an annualized return of 2.78%, while ZPR5.DE has yielded a comparatively lower 2.25% 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%
ZPR5.DE
- 1D
- -0.10%
- 1M
- 0.89%
- YTD
- 2.14%
- 6M
- 1.74%
- 1Y
- 3.56%
- 3Y*
- 3.25%
- 5Y*
- 3.18%
- 10Y*
- 2.25%
IUSP.DE vs. ZPR5.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% |
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 2.14% | -4.12% | 11.04% | 2.52% | -1.06% | 7.98% | -6.72% | 8.14% | 4.71% | -8.80% |
Correlation
The correlation between IUSP.DE and ZPR5.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2014 | 0.40 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSP.DE vs. ZPR5.DE — Risk / Return Rank
IUSP.DE
ZPR5.DE
IUSP.DE vs. ZPR5.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 SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.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 | ZPR5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.11 | +0.05 |
| Martin ratioReturn relative to average drawdown | 3.19 | 2.73 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSP.DE | ZPR5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.65 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.45 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.31 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.39 | -0.26 |
Drawdowns
IUSP.DE vs. ZPR5.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, which is greater than ZPR5.DE's maximum drawdown of -14.48%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and ZPR5.DE.
Loading charts...
Drawdown Indicators
| IUSP.DE | ZPR5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -14.48% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -3.21% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -9.72% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -9.92% | +0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -14.48% | -5.26% |
Current DrawdownCurrent decline from peak | -1.56% | -4.28% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -4.88% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.30% | +0.35% |
Volatility
IUSP.DE vs. ZPR5.DE - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.DE) has a higher volatility of 1.71% compared to SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.DE) at 0.96%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than ZPR5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSP.DE | ZPR5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 0.96% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 3.56% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 5.43% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 7.04% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 7.20% | +1.36% |
IUSP.DE vs. ZPR5.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is lower than ZPR5.DE's 0.42% expense ratio.
Dividends
IUSP.DE vs. ZPR5.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, more than ZPR5.DE's 4.83% 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% |
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 4.83% | 5.10% | 4.16% | 3.16% | 2.54% | 2.63% | 3.53% | 3.34% | 2.73% | 3.18% | 2.72% | 1.83% |
Frequently Asked Questions
IUSP.DE and ZPR5.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSP.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSP.DE is cheaper with a 0.40% expense ratio, compared with 0.42% for ZPR5.DE.
IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while ZPR5.DE tracks ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IUSP.DE and 0.42% for ZPR5.DE.
Find the right allocation for IUSP.DE and ZPR5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer