VFEA.DE vs. IUSP.DE
VFEA.DE (Vanguard FTSE Emerging Markets UCITS ETF Acc) and IUSP.DE (iShares US Property Yield UCITS ETF) are both exchange-traded funds - VFEA.DE is a Emerging Markets Equities fund tracking the FTSE Emerging, while IUSP.DE is a Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD. Both are passively managed. Over the past 5 years, VFEA.DE returned 5.93%/yr vs 2.97%/yr for IUSP.DE. At a 0.48 correlation, their price movements are largely independent. VFEA.DE charges 0.22%/yr vs 0.40%/yr for IUSP.DE.
Performance
VFEA.DE vs. IUSP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VFEA.DE achieves a 12.59% return, which is significantly higher than IUSP.DE's -0.08% return.
VFEA.DE
- 1D
- -0.47%
- 1M
- 0.37%
- YTD
- 12.59%
- 6M
- 12.22%
- 1Y
- 25.81%
- 3Y*
- 15.02%
- 5Y*
- 5.93%
- 10Y*
- —
IUSP.DE
- 1D
- -0.57%
- 1M
- 1.60%
- YTD
- -0.08%
- 6M
- -0.09%
- 1Y
- 5.25%
- 3Y*
- 4.80%
- 5Y*
- 2.97%
- 10Y*
- 2.78%
VFEA.DE vs. IUSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 12.59% | 11.25% | 19.29% | 3.31% | -10.70% | 6.34% | 3.46% | 9.82% |
IUSP.DE iShares US Property Yield UCITS ETF | -0.08% | 6.45% | 4.79% | 9.50% | -3.59% | -2.39% | -6.15% | 2.59% |
Correlation
The correlation between VFEA.DE and IUSP.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 | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.48 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VFEA.DE vs. IUSP.DE — Risk / Return Rank
VFEA.DE
IUSP.DE
VFEA.DE vs. IUSP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) 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.
| VFEA.DE | IUSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.17 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 1.15 | +2.01 |
| Martin ratioReturn relative to average drawdown | 10.71 | 3.19 | +7.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VFEA.DE | IUSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.86 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.13 | +0.30 |
Drawdowns
VFEA.DE vs. IUSP.DE - Drawdown Comparison
The maximum VFEA.DE drawdown since its inception was -30.51%, which is greater than IUSP.DE's maximum drawdown of -26.42%. Use the drawdown chart below to compare losses from any high point for VFEA.DE and IUSP.DE.
Loading charts...
Drawdown Indicators
| VFEA.DE | IUSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.51% | -26.42% | -4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -4.53% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -7.04% | -11.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.99% | -9.18% | -10.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.74% | — |
Current DrawdownCurrent decline from peak | -1.85% | -1.56% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -9.45% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.65% | +0.85% |
Volatility
VFEA.DE vs. IUSP.DE - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) has a higher volatility of 5.45% compared to iShares US Property Yield UCITS ETF (IUSP.DE) at 1.71%. This indicates that VFEA.DE'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.
Loading charts...
Volatility by Period
| VFEA.DE | IUSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 1.71% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 5.42% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 6.06% | +8.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 7.33% | +8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 8.56% | +9.64% |
VFEA.DE vs. IUSP.DE - Expense Ratio Comparison
VFEA.DE has a 0.22% expense ratio, which is lower than IUSP.DE's 0.40% expense ratio.
Dividends
VFEA.DE vs. IUSP.DE - Dividend Comparison
VFEA.DE has not paid dividends to shareholders, while IUSP.DE's dividend yield for the trailing twelve months is around 5.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | 5.43% | 7.21% | 7.03% | 6.58% | 7.55% | 5.13% | 6.21% | 6.11% | 6.67% | 6.42% | 6.34% | 4.38% |
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VFEA.DE and IUSP.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.
On fees, VFEA.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VFEA.DE is cheaper with a 0.22% expense ratio, compared with 0.40% for IUSP.DE.
VFEA.DE is categorized as Emerging Markets Equities, while IUSP.DE is Emerging Markets Bonds. VFEA.DE tracks FTSE Emerging, while IUSP.DE tracks JPM GBI-EM Global Diversified TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEA.DE and 0.40% for IUSP.DE.
Find the right allocation for VFEA.DE and IUSP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer