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IUSP.L vs. ZPRI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSP.L vs. ZPRI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Property Yield UCITS ETF (IUSP.L) and SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSP.L is traded in GBp, while ZPRI.DE is traded in EUR. To make them comparable, the ZPRI.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 ZPRI.DE's 4.28% return. Over the past 10 years, IUSP.L has outperformed ZPRI.DE with an annualized return of 6.52%, while ZPRI.DE has yielded a comparatively lower 5.93% 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%

ZPRI.DE

1D
-0.42%
1M
-0.49%
YTD
4.28%
6M
3.63%
1Y
11.81%
3Y*
6.30%
5Y*
3.70%
10Y*
5.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSP.L vs. ZPRI.DE - 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%-4.08%
ZPRI.DE
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF
4.28%7.23%4.12%1.48%-2.83%6.27%3.64%14.57%3.00%2.88%

Correlation

The correlation between IUSP.L and ZPRI.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.47

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

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2015

0.50

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Return for Risk

IUSP.L vs. ZPRI.DE — 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

ZPRI.DE
ZPRI.DE Risk / Return Rank: 4141
Overall Rank
ZPRI.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ZPRI.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
ZPRI.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ZPRI.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPRI.DE Martin Ratio Rank: 4545
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. ZPRI.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 SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.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.LZPRI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.23

1.29

-0.05

Calmar ratioReturn relative to maximum drawdown

2.59

2.90

-0.31

Martin ratioReturn relative to average drawdown

6.00

8.26

-2.26

IUSP.L vs. ZPRI.DE - Sharpe Ratio Comparison

The current IUSP.L Sharpe Ratio is 1.31, which is comparable to the ZPRI.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IUSP.L and ZPRI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IUSP.LZPRI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.62

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.36

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.52

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.49

-0.15

Drawdowns

IUSP.L vs. ZPRI.DE - Drawdown Comparison

The maximum IUSP.L drawdown since its inception was -62.68%, which is greater than ZPRI.DE's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for IUSP.L and ZPRI.DE.


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Drawdown Indicators


IUSP.LZPRI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.68%

-16.88%

-45.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-4.06%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-8.94%

-11.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-12.18%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-38.97%

-16.88%

-22.09%

Current Drawdown

Current decline from peak

-2.07%

-2.59%

+0.52%

Average Drawdown

Average peak-to-trough decline

-11.16%

-3.90%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.43%

+1.33%

Volatility

IUSP.L vs. ZPRI.DE - Volatility Comparison

iShares US Property Yield UCITS ETF (IUSP.L) has a higher volatility of 3.53% compared to SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) at 2.26%. This indicates that IUSP.L's price experiences larger fluctuations and is considered to be riskier than ZPRI.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.LZPRI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

2.26%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

5.87%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

7.26%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

10.14%

+6.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

11.27%

+8.17%

IUSP.L vs. ZPRI.DE - Expense Ratio Comparison

Both IUSP.L and ZPRI.DE have an expense ratio of 0.40%.


Dividends

IUSP.L vs. ZPRI.DE - Dividend Comparison

IUSP.L's dividend yield for the trailing twelve months is around 4.01%, more than ZPRI.DE's 2.91% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ZPRI.DE
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF
2.91%2.99%2.76%2.78%2.54%1.89%2.23%2.29%2.18%2.36%2.21%1.19%

Frequently Asked Questions


IUSP.L and ZPRI.DE have a correlation of 0.48, 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 ZPRI.DE have the same expense ratio: 0.40% per year.

IUSP.L is categorized as REIT, while ZPRI.DE is Diversified Portfolio. IUSP.L tracks FTSE EPRA Nareit United States TR USD, while ZPRI.DE tracks Morningstar Global Multi-Asset Infrastructure. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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