PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IUSP.L vs. EPRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSP.L vs. EPRA.L

Last updated Jun 5, 2026

IUSP.L (iShares US Property Yield UCITS ETF) and EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) are both REIT funds - IUSP.L tracks the FTSE EPRA Nareit United States TR USD while EPRA.L tracks the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 5 years, IUSP.L returned 5.55%/yr vs 2.03%/yr for EPRA.L. Their correlation of 0.92 suggests significant overlap in exposure. IUSP.L charges 0.40%/yr vs 0.10%/yr for EPRA.L.

Performance

IUSP.L vs. EPRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Property Yield UCITS ETF (IUSP.L) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUSP.L achieves a 13.45% return, which is significantly higher than EPRA.L's 6.79% return.

IUSP.L

1D
0.01%
1M
2.07%
YTD
13.45%
6M
13.27%
1Y
16.59%
3Y*
8.66%
5Y*
5.55%
10Y*
6.52%

EPRA.L

1D
0.23%
1M
-0.61%
YTD
6.79%
6M
6.50%
1Y
12.77%
3Y*
6.12%
5Y*
2.03%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSP.L vs. EPRA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSP.L
iShares US Property Yield UCITS ETF		13.45%-3.93%7.50%7.68%-14.52%44.90%-13.29%18.62%2.32%-2.08%
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR		6.79%3.12%1.31%4.40%-16.02%27.84%-11.99%17.30%-0.56%0.64%

Correlation

The correlation between IUSP.L and EPRA.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.92

The correlation between IUSP.L and EPRA.L shifts across timeframes, from 0.82 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.

IUSP.L vs. EPRA.L - Sectors Allocation Comparison

Sectors
IUSP.L
EPRA.L

Real Estate

100.0%
99.6%

Basic Materials

-

0.0%

Communication Services

-

0.0%

Consumer Cyclical

-

0.0%

Consumer Defensive

-

0.0%

Energy

-

0.0%

Financial Services

-

0.1%

Healthcare

-

0.0%

Industrials

-

0.0%

Technology

-

0.4%

Utilities

-

0.0%

Real Estate

IUSP.L
100.0%
EPRA.L
99.6%

Basic Materials

IUSP.L

-

EPRA.L
0.0%

Communication Services

IUSP.L

-

EPRA.L
0.0%

Consumer Cyclical

IUSP.L

-

EPRA.L
0.0%

Consumer Defensive

IUSP.L

-

EPRA.L
0.0%

Energy

IUSP.L

-

EPRA.L
0.0%

Financial Services

IUSP.L

-

EPRA.L
0.1%

Healthcare

IUSP.L

-

EPRA.L
0.0%

Industrials

IUSP.L

-

EPRA.L
0.0%

Technology

IUSP.L

-

EPRA.L
0.4%

Utilities

IUSP.L

-

EPRA.L
0.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares US Property Yield UCITS ETF

Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR

Often compared with IUSP.L:
IUSP.L vs. IWDP.LIUSP.L vs. IPRP.LIUSP.L vs. VNQIUSP.L vs. IUKP.LIUSP.L vs. BBOX.LIUSP.L vs. HPRO.LIUSP.L vs. GBRE.L
Often compared with EPRA.L:
EPRA.L vs. TRET.DEEPRA.L vs. TRET.ASEPRA.L vs. TREG.LEPRA.L vs. SPY2.DEEPRA.L vs. IQSA.DEEPRA.L vs. LCWD.LEPRA.L vs. VNQ

Return for Risk

IUSP.L vs. EPRA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSP.L
IUSP.L Risk / Return Rank: 4141
Overall Rank
IUSP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IUSP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
IUSP.L Omega Ratio Rank: 3636
Omega Ratio Rank
IUSP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IUSP.L Martin Ratio Rank: 3939
Martin Ratio Rank
EPRA.L
EPRA.L Risk / Return Rank: 3333
Overall Rank
EPRA.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EPRA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
EPRA.L Omega Ratio Rank: 3333
Omega Ratio Rank
EPRA.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EPRA.L Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUSP.L vs. EPRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.L) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L). 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.LEPRA.LDifference
Sharpe ratioReturn per unit of total volatility
1.31
1.21

+0.10

Sortino ratioReturn per unit of downside risk
1.89
1.80

+0.09

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

2.59

1.42

+1.17

Martin ratioReturn relative to average drawdown

6.00

5.00

+1.01

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSP.L vs. EPRA.L - Sharpe Ratio Comparison

The current IUSP.L Sharpe Ratio is 1.31, which is comparable to the EPRA.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of IUSP.L and EPRA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

IUSP.LEPRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.21

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.15

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.19

+0.15

Drawdowns

IUSP.L vs. EPRA.L - Drawdown Comparison

The maximum IUSP.L drawdown since its inception was -62.68%, which is greater than EPRA.L's maximum drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for IUSP.L and EPRA.L.

Loading charts...

Drawdown Indicators

IUSP.LEPRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.68%

-35.65%

-27.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-8.95%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-17.01%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-26.59%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.97%

—

—

Current Drawdown

Current decline from peak

-2.07%

-3.51%

+1.44%

Average Drawdown

Average peak-to-trough decline

-11.16%

-9.83%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.55%

+0.21%

Volatility

IUSP.L vs. EPRA.L - Volatility Comparison

iShares US Property Yield UCITS ETF (IUSP.L) has a higher volatility of 3.53% compared to Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) at 3.19%. This indicates that IUSP.L's price experiences larger fluctuations and is considered to be riskier than EPRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IUSP.LEPRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.19%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

8.50%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

10.52%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

13.74%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

15.50%

+3.94%

IUSP.L vs. EPRA.L - Expense Ratio Comparison

IUSP.L has a 0.40% expense ratio, which is higher than EPRA.L's 0.10% expense ratio.

Dividends

IUSP.L vs. EPRA.L - Dividend Comparison

IUSP.L's dividend yield for the trailing twelve months is around 4.01%, while EPRA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSP.L
iShares US Property Yield UCITS ETF		4.01%4.31%3.87%4.00%4.62%2.87%4.40%4.08%5.87%4.28%4.37%4.42%

Frequently Asked Questions

IUSP.L and EPRA.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.40% for IUSP.L.

IUSP.L tracks FTSE EPRA Nareit United States TR USD, while EPRA.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for IUSP.L and 0.10% for EPRA.L.

Portfolio Optimizer

Find the right allocation for IUSP.L and EPRA.L

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