IUSV vs. IPRP.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Core S&P U.S. Value ETF (IUSV) and iShares European Property Yield UCITS ETF (IPRP.L).

IUSV and IPRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSV is a passively managed fund by iShares that tracks the performance of the S&P 900 Value Index. It was launched on Jul 24, 2000. IPRP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Developed Europe TR EUR. It was launched on Nov 4, 2005. Both IUSV and IPRP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUSV vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Value ETF (IUSV) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

IUSV vs. IPRP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUSV iShares Core S&P U.S. Value ETF	0.10%	12.85%	12.18%	21.73%	-5.40%	25.22%	1.56%	31.47%	-9.21%	15.09%
IPRP.L iShares European Property Yield UCITS ETF	-3.26%	22.80%	-6.08%	22.16%	-40.46%	1.31%	-0.60%	23.71%	-10.35%	31.01%

Different Trading Currencies

IUSV is traded in USD, while IPRP.L is traded in GBp. To make them comparable, the IPRP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSV achieves a 0.10% return, which is significantly higher than IPRP.L's -3.26% return. Over the past 10 years, IUSV has outperformed IPRP.L with an annualized return of 11.59%, while IPRP.L has yielded a comparatively lower 1.19% annualized return.

IUSV

• 1D: 1.77%
• 1M: -4.59%
• YTD: 0.10%
• 6M: 3.24%
• 1Y: 12.87%
• 3Y*: 13.69%
• 5Y*: 10.25%
• 10Y*: 11.59%

IPRP.L

• 1D: 0.87%
• 1M: -15.24%
• YTD: -3.26%
• 6M: -3.02%
• 1Y: 15.05%
• 3Y*: 13.37%
• 5Y*: -2.66%
• 10Y*: 1.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSV vs. IPRP.L - Expense Ratio Comparison

IUSV has a 0.04% expense ratio, which is lower than IPRP.L's 0.40% expense ratio.

IPRP.L

iShares European Property Yield UCITS ETF

IUSV

iShares Core S&P U.S. Value ETF

Return for Risk

IUSV vs. IPRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSV

IUSV Risk / Return Rank: 51
IUSV Sharpe Ratio Rank: 48
IUSV Sortino Ratio Rank: 49
IUSV Omega Ratio Rank: 52
IUSV Calmar Ratio Rank: 49
IUSV Martin Ratio Rank: 59

IPRP.L

IPRP.L Risk / Return Rank: 37
IPRP.L Sharpe Ratio Rank: 43
IPRP.L Sortino Ratio Rank: 42
IPRP.L Omega Ratio Rank: 38
IPRP.L Calmar Ratio Rank: 30
IPRP.L Martin Ratio Rank: 32

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.

IUSV vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) and iShares European Property Yield UCITS ETF (IPRP.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.

	IUSV	IPRP.L	Difference
Sharpe ratio Return per unit of total volatility	0.82	0.82	+0.01
Sortino ratio Return per unit of downside risk	1.24	1.22	+0.03
Omega ratio Gain probability vs. loss probability	1.19	1.16	+0.03
Calmar ratio Return relative to maximum drawdown	1.15	0.81	+0.34
Martin ratio Return relative to average drawdown	5.37	2.65	+2.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSV vs. IPRP.L - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 0.82, which is comparable to the IPRP.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IUSV and IPRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUSV	IPRP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	0.82	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	-0.11	+0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.06	+0.62
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.05	+0.54

Correlation

The correlation between IUSV and IPRP.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IUSV vs. IPRP.L - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.81%, less than IPRP.L's 3.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSV iShares Core S&P U.S. Value ETF	1.81%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%
IPRP.L iShares European Property Yield UCITS ETF	3.38%	3.32%	3.30%	3.05%	4.90%	2.47%	2.96%	3.46%	3.70%	3.20%	3.07%	3.60%

Drawdowns

IUSV vs. IPRP.L - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, smaller than the maximum IPRP.L drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for IUSV and IPRP.L.

Drawdown Indicators

	IUSV	IPRP.L	Difference
Max Drawdown Largest peak-to-trough decline	-56.88%	-59.70%	+2.82%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-16.11%	+3.98%
Max Drawdown (5Y) Largest decline over 5 years	-17.95%	-48.44%	+30.49%
Max Drawdown (10Y) Largest decline over 10 years	-37.54%	-48.44%	+10.90%
Current Drawdown Current decline from peak	-4.64%	-23.77%	+19.13%
Average Drawdown Average peak-to-trough decline	-6.33%	-14.64%	+8.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	4.24%	-1.64%

Volatility

IUSV vs. IPRP.L - Volatility Comparison

The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.92%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 7.46%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSV	IPRP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	7.46%	-3.54%
Volatility (6M) Calculated over the trailing 6-month period	7.79%	11.93%	-4.14%
Volatility (1Y) Calculated over the trailing 1-year period	15.70%	18.37%	-2.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	24.00%	-9.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	21.31%	-4.22%