IUSP.L vs. IUSP.DE
IUSP.L (iShares US Property Yield UCITS ETF) and IUSP.DE (iShares US Property Yield UCITS ETF) are both exchange-traded funds - IUSP.L is a REIT fund tracking the FTSE EPRA Nareit United States TR USD, while IUSP.DE is a Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD. Both are passively managed. Over the past 10 years, IUSP.L returned 6.52%/yr vs 3.78%/yr for IUSP.DE. At a 0.35 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
IUSP.L vs. IUSP.DE - Performance Comparison
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Different Trading Currencies
IUSP.L is traded in GBp, while IUSP.DE is traded in EUR. To make them comparable, the IUSP.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSP.L achieves a 13.45% return, which is significantly higher than IUSP.DE's -0.86% return. Over the past 10 years, IUSP.L has outperformed IUSP.DE with an annualized return of 6.52%, while IUSP.DE has yielded a comparatively lower 3.78% annualized 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%
IUSP.DE
- 1D
- -0.45%
- 1M
- 1.83%
- YTD
- -0.86%
- 6M
- -1.06%
- 1Y
- 8.10%
- 3Y*
- 4.96%
- 5Y*
- 3.12%
- 10Y*
- 3.78%
IUSP.L vs. IUSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -4.08% |
IUSP.DE iShares US Property Yield UCITS ETF | -0.86% | 11.99% | 0.22% | 7.32% | 1.69% | -9.28% | -0.85% | 9.53% | -0.38% | 5.07% |
Correlation
The correlation between IUSP.L and IUSP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2011 | 0.35 |
The correlation between IUSP.L and IUSP.DE shifts across timeframes, from 0.23 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSP.L vs. IUSP.DE — Risk / Return Rank
IUSP.L
IUSP.DE
IUSP.L vs. IUSP.DE - 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 (IUSP.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.L | IUSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 1.64 | +0.95 |
| Martin ratioReturn relative to average drawdown | 6.00 | 4.30 | +1.70 |
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.L | IUSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.27 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.38 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.37 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.11 | +0.23 |
Drawdowns
IUSP.L vs. IUSP.DE - Drawdown Comparison
The maximum IUSP.L drawdown since its inception was -62.68%, which is greater than IUSP.DE's maximum drawdown of -34.92%. Use the drawdown chart below to compare losses from any high point for IUSP.L and IUSP.DE.
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Drawdown Indicators
| IUSP.L | IUSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.68% | -34.92% | -27.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -4.91% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -4.91% | -15.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -11.46% | -15.40% |
Max Drawdown (10Y)Largest decline over 10 years | -38.97% | -19.83% | -19.14% |
Current DrawdownCurrent decline from peak | -2.07% | -2.16% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -10.57% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.88% | +0.88% |
Volatility
IUSP.L vs. IUSP.DE - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.L) has a higher volatility of 3.53% compared to iShares US Property Yield UCITS ETF (IUSP.DE) at 1.85%. This indicates that IUSP.L's price experiences larger fluctuations and is considered to be riskier than IUSP.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.L | IUSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 1.85% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 5.42% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 6.37% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 8.07% | +8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 10.05% | +9.39% |
IUSP.L vs. IUSP.DE - Expense Ratio Comparison
Both IUSP.L and IUSP.DE have an expense ratio of 0.40%.
Dividends
IUSP.L vs. IUSP.DE - Dividend Comparison
IUSP.L's dividend yield for the trailing twelve months is around 4.01%, less than IUSP.DE's 5.43% yield.
| 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% |
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 IUSP.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 IUSP.DE have the same expense ratio: 0.40% per year.
IUSP.L is categorized as REIT, while IUSP.DE is Emerging Markets Bonds. IUSP.L tracks FTSE EPRA Nareit United States TR USD, while IUSP.DE tracks JPM GBI-EM Global Diversified TR USD.
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