IUSP.L vs. IDUP.L
IUSP.L (iShares US Property Yield UCITS ETF) and IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) are both REIT funds from iShares - IUSP.L tracks the FTSE EPRA Nareit United States TR USD while IDUP.L tracks the iShares US Property Yield UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, IUSP.L returned 3.98%/yr vs 3.90%/yr for IDUP.L. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.
Performance
IUSP.L vs. IDUP.L - Performance Comparison
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Different Trading Currencies
IUSP.L is traded in GBp, while IDUP.L is traded in USD. To make them comparable, the IDUP.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IUSP.L having a 15.79% return and IDUP.L slightly lower at 15.56%. Both investments have delivered pretty close results over the past 10 years, with IUSP.L having a 3.98% annualized return and IDUP.L not far behind at 3.90%.
IUSP.L
- 1D
- -0.88%
- 1M
- -0.52%
- 6M
- 13.96%
- YTD
- 15.79%
- 1Y
- 17.29%
- 3Y*
- 8.56%
- 5Y*
- 3.69%
- 10Y*
- 3.98%
IDUP.L
- 1D
- 0.00%
- 1M
- -0.94%
- 6M
- 13.74%
- YTD
- 15.56%
- 1Y
- 17.06%
- 3Y*
- 8.23%
- 5Y*
- 3.59%
- 10Y*
- 3.90%
IUSP.L vs. IDUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSP.L iShares US Property Yield UCITS ETF | 15.79% | -4.89% | 6.58% | 6.79% | -15.21% | 43.53% | -14.10% | 17.62% | 0.86% | -4.97% |
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 15.56% | -5.06% | 6.56% | 7.39% | -15.29% | 43.12% | -13.53% | 16.77% | 0.82% | -4.68% |
Correlation
The correlation between IUSP.L and IDUP.L is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2007 | 0.81 |
The correlation between IUSP.L and IDUP.L shifts across timeframes, from 0.81 (all time) to 0.95 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSP.L vs. IDUP.L — Risk / Return Rank
IUSP.L
IDUP.L
IUSP.L vs. IDUP.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 iShares US Property Yield UCITS ETF USD (Dist) (IDUP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSP.L | IDUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.69 | -0.02 |
| Martin ratioReturn relative to average drawdown | 6.14 | 6.25 | -0.11 |
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Drawdowns
IUSP.L vs. IDUP.L - Drawdown Comparison
The maximum IUSP.L drawdown since its inception was -79.17%, which is greater than IDUP.L's maximum drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for IUSP.L and IDUP.L.
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Drawdown Indicators
| IUSP.L | IDUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.17% | -59.86% | -19.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.44% | -6.47% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.79% | -21.22% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -27.72% | -28.14% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -39.24% | -39.54% | +0.30% |
Current DrawdownCurrent decline from peak | -3.20% | -3.63% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -20.86% | -11.10% | -9.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.79% | +0.02% |
Volatility
IUSP.L vs. IDUP.L - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.L) is 4.08%, while iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a volatility of 4.56%. This indicates that IUSP.L experiences smaller price fluctuations and is considered to be less risky than IDUP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSP.L | IDUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.56% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.58% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 13.57% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 17.67% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 19.89% | -0.67% |
IUSP.L vs. IDUP.L - Expense Ratio Comparison
Both IUSP.L and IDUP.L have an expense ratio of 0.40%.
Dividends
IUSP.L vs. IDUP.L - Dividend Comparison
IUSP.L's dividend yield for the trailing twelve months is around 2.92%, which matches IDUP.L's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.90% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
IUSP.L iShares US Property Yield UCITS ETF | 2.92% | 3.28% | 3.04% | 3.22% | 3.72% | 2.09% | 3.43% | 3.22% | 4.46% | 3.32% | 3.21% | 2.89% |
Frequently Asked Questions
With a correlation of 0.93, IUSP.L and IDUP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSP.L and IDUP.L have the same expense ratio: 0.40% per year.
IUSP.L tracks FTSE EPRA Nareit United States TR USD, while IDUP.L tracks iShares US Property Yield UCITS ETF USD (Dist).
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