IUSP.L vs. O
Compare and contrast key facts about iShares US Property Yield UCITS ETF (IUSP.L) and Realty Income Corporation (O).
IUSP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit United States TR USD. It was launched on Nov 3, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSP.L or O.
Key characteristics
| IUSP.L | O | |
|---|---|---|
| YTD Return | -3.59% | -2.81% |
| 1Y Return | 6.55% | -6.28% |
| 3Y Return (Ann) | 4.39% | -0.48% |
| 5Y Return (Ann) | 3.36% | 0.81% |
| 10Y Return (Ann) | 8.39% | 7.36% |
| Sharpe Ratio | 0.38 | -0.37 |
| Daily Std Dev | 16.86% | 19.53% |
| Max Drawdown | -62.62% | -48.45% |
| Current Drawdown | -14.34% | -19.71% |
Correlation
The correlation between IUSP.L and O is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSP.L vs. O - Performance Comparison
In the year-to-date period, IUSP.L achieves a -3.59% return, which is significantly lower than O's -2.81% return. Over the past 10 years, IUSP.L has outperformed O with an annualized return of 8.39%, while O has yielded a comparatively lower 7.36% 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.L vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.L) and Realty Income Corporation (O). 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.
Dividends
IUSP.L vs. O - Dividend Comparison
IUSP.L's dividend yield for the trailing twelve months is around 0.04%, less than O's 5.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
O Realty Income Corporation | 5.59% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
IUSP.L vs. O - Drawdown Comparison
The maximum IUSP.L drawdown since its inception was -62.62%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for IUSP.L and O. For additional features, visit the drawdowns tool.
Volatility
IUSP.L vs. O - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.L) has a higher volatility of 4.77% compared to Realty Income Corporation (O) at 4.27%. This indicates that IUSP.L's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.