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IUSP.L vs. HPRO.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IUSP.LHPRO.L
YTD Return-3.59%-4.63%
1Y Return6.55%0.80%
3Y Return (Ann)4.39%-2.78%
5Y Return (Ann)3.36%-2.54%
10Y Return (Ann)8.39%2.19%
Sharpe Ratio0.380.07
Daily Std Dev16.86%14.69%
Max Drawdown-62.62%-36.31%
Current Drawdown-14.34%-22.08%

Correlation

-0.50.00.51.00.8

The correlation between IUSP.L and HPRO.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

IUSP.L vs. HPRO.L - Performance Comparison

In the year-to-date period, IUSP.L achieves a -3.59% return, which is significantly higher than HPRO.L's -4.63% return. Over the past 10 years, IUSP.L has outperformed HPRO.L with an annualized return of 8.39%, while HPRO.L has yielded a comparatively lower 2.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
143.63%
11.71%
IUSP.L
HPRO.L

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

HSBC FTSE EPRA/NAREIT Developed UCITS ETF

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

IUSP.L has a 0.40% expense ratio, which is higher than HPRO.L's 0.24% expense ratio.


IUSP.L
iShares US Property Yield UCITS ETF
Expense ratio chart for IUSP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for HPRO.L: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

IUSP.L vs. HPRO.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.L) and HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.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.L
Sharpe ratio
The chart of Sharpe ratio for IUSP.L, currently valued at 0.37, compared to the broader market0.002.004.000.37
Sortino ratio
The chart of Sortino ratio for IUSP.L, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.000.69
Omega ratio
The chart of Omega ratio for IUSP.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for IUSP.L, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.0014.000.21
Martin ratio
The chart of Martin ratio for IUSP.L, currently valued at 1.02, compared to the broader market0.0020.0040.0060.0080.001.02
HPRO.L
Sharpe ratio
The chart of Sharpe ratio for HPRO.L, currently valued at 0.09, compared to the broader market0.002.004.000.09
Sortino ratio
The chart of Sortino ratio for HPRO.L, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.0010.000.26
Omega ratio
The chart of Omega ratio for HPRO.L, currently valued at 1.03, compared to the broader market0.501.001.502.002.501.03
Calmar ratio
The chart of Calmar ratio for HPRO.L, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.000.04
Martin ratio
The chart of Martin ratio for HPRO.L, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.000.21

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

The current IUSP.L Sharpe Ratio is 0.38, which is higher than the HPRO.L Sharpe Ratio of 0.07. The chart below compares the 12-month rolling Sharpe Ratio of IUSP.L and HPRO.L.


Rolling 12-month Sharpe Ratio-0.500.000.50December2024FebruaryMarchAprilMay
0.37
0.09
IUSP.L
HPRO.L

Dividends

IUSP.L vs. HPRO.L - Dividend Comparison

IUSP.L's dividend yield for the trailing twelve months is around 0.04%, while HPRO.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IUSP.L
iShares US Property Yield UCITS ETF
0.04%0.04%0.05%0.03%0.04%0.04%0.06%0.04%0.04%0.04%0.04%0.05%
HPRO.L
HSBC FTSE EPRA/NAREIT Developed UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IUSP.L vs. HPRO.L - Drawdown Comparison

The maximum IUSP.L drawdown since its inception was -62.62%, which is greater than HPRO.L's maximum drawdown of -36.31%. Use the drawdown chart below to compare losses from any high point for IUSP.L and HPRO.L. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%December2024FebruaryMarchAprilMay
-18.66%
-27.28%
IUSP.L
HPRO.L

Volatility

IUSP.L vs. HPRO.L - Volatility Comparison

iShares US Property Yield UCITS ETF (IUSP.L) and HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) have volatilities of 4.95% and 4.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.95%
4.94%
IUSP.L
HPRO.L