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IYR vs. IUSP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYR vs. IUSP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and iShares US Property Yield UCITS ETF (IUSP.DE). The values are adjusted to include any dividend payments, if applicable.

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IYR vs. IUSP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF
1.34%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
IUSP.DE
iShares US Property Yield UCITS ETF
-3.28%20.17%-1.20%12.96%-8.90%-10.09%3.02%13.10%-6.38%15.02%
Different Trading Currencies

IYR is traded in USD, while IUSP.DE is traded in EUR. To make them comparable, the IUSP.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IYR achieves a 1.34% return, which is significantly higher than IUSP.DE's -3.28% return. Over the past 10 years, IYR has outperformed IUSP.DE with an annualized return of 5.06%, while IUSP.DE has yielded a comparatively lower 2.79% annualized return.


IYR

1D
0.34%
1M
-6.30%
YTD
1.34%
6M
-1.15%
1Y
1.38%
3Y*
6.47%
5Y*
2.87%
10Y*
5.06%

IUSP.DE

1D
1.09%
1M
-3.04%
YTD
-3.28%
6M
-0.19%
1Y
11.18%
3Y*
7.36%
5Y*
2.71%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYR vs. IUSP.DE - Expense Ratio Comparison

IYR has a 0.42% expense ratio, which is higher than IUSP.DE's 0.40% expense ratio.


Return for Risk

IYR vs. IUSP.DE — Risk / Return Rank

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

IYR
IYR Risk / Return Rank: 1414
Overall Rank
IYR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 1313
Sortino Ratio Rank
IYR Omega Ratio Rank: 1313
Omega Ratio Rank
IYR Calmar Ratio Rank: 1414
Calmar Ratio Rank
IYR Martin Ratio Rank: 1515
Martin Ratio Rank

IUSP.DE
IUSP.DE Risk / Return Rank: 2727
Overall Rank
IUSP.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IUSP.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
IUSP.DE Omega Ratio Rank: 2525
Omega Ratio Rank
IUSP.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IUSP.DE Martin Ratio Rank: 2929
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.

IYR vs. IUSP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) 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.


IYRIUSP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.09

1.20

-1.12

Sortino ratio

Return per unit of downside risk

0.23

1.65

-1.42

Omega ratio

Gain probability vs. loss probability

1.03

1.26

-0.23

Calmar ratio

Return relative to maximum drawdown

0.12

1.83

-1.71

Martin ratio

Return relative to average drawdown

0.45

7.12

-6.68

IYR vs. IUSP.DE - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.09, which is lower than the IUSP.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IYR and IUSP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IYRIUSP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

1.20

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.27

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.27

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.02

+0.33

Correlation

The correlation between IYR and IUSP.DE is 0.32, 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

IYR vs. IUSP.DE - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.37%, less than IUSP.DE's 4.34% yield.


TTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF
2.37%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
IUSP.DE
iShares US Property Yield UCITS ETF
4.34%7.21%7.03%6.58%7.55%5.13%6.21%6.11%6.67%6.42%6.34%4.38%

Drawdowns

IYR vs. IUSP.DE - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than IUSP.DE's maximum drawdown of -37.88%. Use the drawdown chart below to compare losses from any high point for IYR and IUSP.DE.


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Drawdown Indicators


IYRIUSP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-26.42%

-47.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-4.53%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-9.18%

-24.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-19.74%

-22.58%

Current Drawdown

Current decline from peak

-8.83%

-3.47%

-5.36%

Average Drawdown

Average peak-to-trough decline

-12.97%

-9.53%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

1.44%

+1.78%

Volatility

IYR vs. IUSP.DE - Volatility Comparison

iShares U.S. Real Estate ETF (IYR) has a higher volatility of 4.61% compared to iShares US Property Yield UCITS ETF (IUSP.DE) at 3.83%. This indicates that IYR'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


IYRIUSP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.83%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

5.93%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

9.25%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

9.76%

+8.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

10.43%

+9.87%