XZMJ.DE vs. IUSP.DE
XZMJ.DE (Xtrackers MSCI Japan ESG UCITS ETF 1C) and IUSP.DE (iShares US Property Yield UCITS ETF) are both exchange-traded funds - XZMJ.DE is a Japan Equities fund tracking the MSCI Japan Low Carbon SRI Leaders, 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, XZMJ.DE returned 8.68%/yr vs 2.97%/yr for IUSP.DE. At a 0.41 correlation, their price movements are largely independent. XZMJ.DE charges 0.20%/yr vs 0.40%/yr for IUSP.DE.
Performance
XZMJ.DE vs. IUSP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMJ.DE achieves a 15.31% return, which is significantly higher than IUSP.DE's -0.08% return.
XZMJ.DE
- 1D
- -1.30%
- 1M
- 4.69%
- YTD
- 15.31%
- 6M
- 14.32%
- 1Y
- 29.60%
- 3Y*
- 14.44%
- 5Y*
- 8.68%
- 10Y*
- —
IUSP.DE
- 1D
- -0.57%
- 1M
- 1.22%
- YTD
- -0.08%
- 6M
- -0.21%
- 1Y
- 5.37%
- 3Y*
- 4.80%
- 5Y*
- 2.97%
- 10Y*
- 2.78%
XZMJ.DE vs. IUSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZMJ.DE Xtrackers MSCI Japan ESG UCITS ETF 1C | 15.31% | 10.86% | 16.16% | 14.60% | -16.13% | 7.04% | 9.18% | 26.74% | -13.08% |
IUSP.DE iShares US Property Yield UCITS ETF | -0.08% | 6.45% | 4.79% | 9.50% | -3.59% | -2.39% | -6.15% | 15.54% | -1.11% |
Correlation
The correlation between XZMJ.DE and IUSP.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.41 |
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Return for Risk
XZMJ.DE vs. IUSP.DE — Risk / Return Rank
XZMJ.DE
IUSP.DE
XZMJ.DE vs. IUSP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.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.
| XZMJ.DE | IUSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.15 | +1.10 |
| Martin ratioReturn relative to average drawdown | 7.44 | 3.19 | +4.26 |
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
| XZMJ.DE | IUSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.86 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.40 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.13 | +0.31 |
Drawdowns
XZMJ.DE vs. IUSP.DE - Drawdown Comparison
The maximum XZMJ.DE drawdown since its inception was -26.90%, roughly equal to the maximum IUSP.DE drawdown of -26.42%. Use the drawdown chart below to compare losses from any high point for XZMJ.DE and IUSP.DE.
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Drawdown Indicators
| XZMJ.DE | IUSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.90% | -26.42% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -4.53% | -8.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.78% | -7.04% | -11.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -9.18% | -12.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.74% | — |
Current DrawdownCurrent decline from peak | -1.30% | -1.56% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -9.45% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.65% | +2.18% |
Volatility
XZMJ.DE vs. IUSP.DE - Volatility Comparison
Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) has a higher volatility of 3.85% compared to iShares US Property Yield UCITS ETF (IUSP.DE) at 1.71%. This indicates that XZMJ.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.
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Volatility by Period
| XZMJ.DE | IUSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 1.71% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 5.42% | +10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 6.06% | +14.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 7.33% | +9.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 8.56% | +8.93% |
XZMJ.DE vs. IUSP.DE - Expense Ratio Comparison
XZMJ.DE has a 0.20% expense ratio, which is lower than IUSP.DE's 0.40% expense ratio.
Dividends
XZMJ.DE vs. IUSP.DE - Dividend Comparison
XZMJ.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% |
XZMJ.DE Xtrackers MSCI Japan ESG UCITS ETF 1C | 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
XZMJ.DE and IUSP.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMJ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMJ.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for IUSP.DE.
XZMJ.DE is categorized as Japan Equities, while IUSP.DE is Emerging Markets Bonds. XZMJ.DE tracks MSCI Japan Low Carbon SRI Leaders, while IUSP.DE tracks JPM GBI-EM Global Diversified TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XZMJ.DE and 0.40% for IUSP.DE.
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