IUSP.DE vs. ZPR6.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and ZPR6.DE (SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while ZPR6.DE tracks the ICE BofAML 0-5 EM USD Government Bond (EUR Hedged). Both are passively managed. Over the past 5 years, IUSP.DE returned 2.97%/yr vs 0.23%/yr for ZPR6.DE. At a 0.30 correlation, their price movements are largely independent. IUSP.DE charges 0.40%/yr vs 0.47%/yr for ZPR6.DE.
Performance
IUSP.DE vs. ZPR6.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 ZPR6.DE's 0.15% 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%
ZPR6.DE
- 1D
- 0.04%
- 1M
- -0.09%
- YTD
- 0.15%
- 6M
- 0.47%
- 1Y
- 3.13%
- 3Y*
- 4.05%
- 5Y*
- 0.23%
- 10Y*
- —
IUSP.DE vs. ZPR6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | -0.08% | 6.45% | 4.79% | 9.50% | -3.59% | -2.39% | -6.15% | 6.02% |
ZPR6.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc | 0.15% | 5.62% | 3.09% | 3.99% | -9.09% | -1.17% | 0.69% | -0.12% |
Correlation
The correlation between IUSP.DE and ZPR6.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2019 | 0.30 |
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Return for Risk
IUSP.DE vs. ZPR6.DE — Risk / Return Rank
IUSP.DE
ZPR6.DE
IUSP.DE vs. ZPR6.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 (EUR Hedged) Acc (ZPR6.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 | ZPR6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.74 | -0.58 |
| Martin ratioReturn relative to average drawdown | 3.19 | 7.22 | -4.03 |
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 | ZPR6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.26 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.05 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.07 | +0.06 |
Drawdowns
IUSP.DE vs. ZPR6.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, which is greater than ZPR6.DE's maximum drawdown of -13.50%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and ZPR6.DE.
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Drawdown Indicators
| IUSP.DE | ZPR6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -13.50% | -12.92% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -1.80% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -1.80% | -5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -13.50% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -0.37% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -4.62% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 0.43% | +1.22% |
Volatility
IUSP.DE vs. ZPR6.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 (EUR Hedged) Acc (ZPR6.DE) at 0.61%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than ZPR6.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 | ZPR6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 0.61% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 2.11% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 2.48% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 4.41% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 5.13% | +3.43% |
IUSP.DE vs. ZPR6.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is lower than ZPR6.DE's 0.47% expense ratio.
Dividends
IUSP.DE vs. ZPR6.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, while ZPR6.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 | 5.43% | 7.21% | 7.03% | 6.58% | 7.55% | 5.13% | 6.21% | 6.11% | 6.67% | 6.42% | 6.34% | 4.38% |
ZPR6.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) 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% |
Frequently Asked Questions
IUSP.DE and ZPR6.DE have a correlation of 0.20, 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 0.47% for ZPR6.DE.
IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while ZPR6.DE tracks ICE BofAML 0-5 EM USD Government Bond (EUR Hedged). They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IUSP.DE and 0.47% for ZPR6.DE.
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