UKPH.DE vs. IUSQ.DE
UKPH.DE (iShares UK Property UCITS ETF (EUR Hedged) Acc) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - UKPH.DE is a REIT fund tracking the FTSE EPRA/NAREIT United Kingdom (EUR Hedged), while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 3 years, UKPH.DE returned -1.16%/yr vs 17.93%/yr for IUSQ.DE. At a 0.38 correlation, their price movements are largely independent. UKPH.DE charges 0.42%/yr vs 0.20%/yr for IUSQ.DE.
Performance
UKPH.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UKPH.DE achieves a -1.89% return, which is significantly lower than IUSQ.DE's 12.65% return.
UKPH.DE
- 1D
- 1.34%
- 1M
- -0.21%
- YTD
- -1.89%
- 6M
- -0.66%
- 1Y
- -1.75%
- 3Y*
- -1.16%
- 5Y*
- —
- 10Y*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
UKPH.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UKPH.DE iShares UK Property UCITS ETF (EUR Hedged) Acc | -1.89% | 7.71% | -14.33% | 8.55% | -23.13% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -2.26% |
Correlation
The correlation between UKPH.DE and IUSQ.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 23, 2022 | 0.38 |
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Return for Risk
UKPH.DE vs. IUSQ.DE — Risk / Return Rank
UKPH.DE
IUSQ.DE
UKPH.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares UK Property UCITS ETF (EUR Hedged) Acc (UKPH.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.
| UKPH.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 4.08 | -4.20 |
| Martin ratioReturn relative to average drawdown | -0.29 | 16.69 | -16.98 |
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
| UKPH.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 2.31 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.31 | 0.76 | -1.07 |
Drawdowns
UKPH.DE vs. IUSQ.DE - Drawdown Comparison
The maximum UKPH.DE drawdown since its inception was -36.06%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for UKPH.DE and IUSQ.DE.
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Drawdown Indicators
| UKPH.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.06% | -33.60% | -2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -17.69% | -6.48% | -11.21% |
Max Drawdown (3Y)Largest decline over 3 years | -23.56% | -21.25% | -2.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -26.71% | -0.55% | -26.16% |
Average DrawdownAverage peak-to-trough decline | -24.07% | -4.19% | -19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.45% | 1.59% | +5.86% |
Volatility
UKPH.DE vs. IUSQ.DE - Volatility Comparison
iShares UK Property UCITS ETF (EUR Hedged) Acc (UKPH.DE) has a higher volatility of 5.86% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that UKPH.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UKPH.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 3.03% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 15.30% | 8.26% | +7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 11.47% | +7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 13.94% | +7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.48% | 15.02% | +6.46% |
UKPH.DE vs. IUSQ.DE - Expense Ratio Comparison
UKPH.DE has a 0.42% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
UKPH.DE vs. IUSQ.DE - Dividend Comparison
Neither UKPH.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
UKPH.DE and IUSQ.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.42% for UKPH.DE.
UKPH.DE is categorized as REIT, while IUSQ.DE is Global Equities. UKPH.DE tracks FTSE EPRA/NAREIT United Kingdom (EUR Hedged), while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.42% for UKPH.DE and 0.20% for IUSQ.DE.
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