IUSP.DE vs. ^NDX
Compare and contrast key facts about iShares US Property Yield UCITS ETF (IUSP.DE) and NASDAQ 100 (^NDX).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSP.DE or ^NDX.
Key characteristics
| IUSP.DE | ^NDX | |
|---|---|---|
| YTD Return | -2.27% | 18.65% |
| 1Y Return | 0.39% | 32.21% |
| 3Y Return (Ann) | 0.48% | 6.90% |
| 5Y Return (Ann) | -0.87% | 19.56% |
| 10Y Return (Ann) | 1.47% | 17.03% |
| Sharpe Ratio | 0.07 | 1.94 |
| Sortino Ratio | 0.13 | 2.57 |
| Omega Ratio | 1.02 | 1.35 |
| Calmar Ratio | 0.04 | 2.49 |
| Martin Ratio | 0.18 | 9.00 |
| Ulcer Index | 2.42% | 3.75% |
| Daily Std Dev | 6.57% | 17.45% |
| Max Drawdown | -28.23% | -82.90% |
| Current Drawdown | -7.97% | -3.44% |
Correlation
The correlation between IUSP.DE and ^NDX 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. ^NDX - Performance Comparison
In the year-to-date period, IUSP.DE achieves a -2.27% return, which is significantly lower than ^NDX's 18.65% return. Over the past 10 years, IUSP.DE has underperformed ^NDX with an annualized return of 1.47%, while ^NDX has yielded a comparatively higher 17.03% annualized 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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Risk-Adjusted Performance
IUSP.DE vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.DE) and NASDAQ 100 (^NDX). 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.
Drawdowns
IUSP.DE vs. ^NDX - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -28.23%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
IUSP.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.70%, while NASDAQ 100 (^NDX) has a volatility of 4.51%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.