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AW11.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW11.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AW11.DE achieves a 9.77% return, which is significantly lower than ISPA.DE's 13.48% return.


AW11.DE

1D
0.07%
1M
3.70%
YTD
9.77%
6M
9.32%
1Y
24.19%
3Y*
15.28%
5Y*
11.56%
10Y*

ISPA.DE

1D
0.49%
1M
1.28%
YTD
13.48%
6M
15.35%
1Y
29.45%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW11.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW11.DE
UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc
9.77%7.84%22.18%18.68%-14.25%24.39%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
13.48%19.72%12.97%4.80%0.43%8.31%

Correlation

The correlation between AW11.DE and ISPA.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2021

0.70

The correlation between AW11.DE and ISPA.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

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Return for Risk

AW11.DE vs. ISPA.DE — Risk / Return Rank

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

AW11.DE
AW11.DE Risk / Return Rank: 7373
Overall Rank
AW11.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AW11.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
AW11.DE Omega Ratio Rank: 7676
Omega Ratio Rank
AW11.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AW11.DE Martin Ratio Rank: 7474
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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.

AW11.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.


AW11.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.44

1.62

-0.17

Calmar ratioReturn relative to maximum drawdown

3.39

8.10

-4.71

Martin ratioReturn relative to average drawdown

13.65

28.73

-15.08

AW11.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current AW11.DE Sharpe Ratio is 2.34, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of AW11.DE and ISPA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AW11.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

3.35

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.91

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.68

+0.24

Drawdowns

AW11.DE vs. ISPA.DE - Drawdown Comparison

The maximum AW11.DE drawdown since its inception was -20.84%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for AW11.DE and ISPA.DE.


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Drawdown Indicators


AW11.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-38.91%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-3.63%

-3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-20.84%

-15.10%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-15.10%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-0.15%

-1.09%

+0.94%

Average Drawdown

Average peak-to-trough decline

-4.45%

-4.46%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.03%

+0.76%

Volatility

AW11.DE vs. ISPA.DE - Volatility Comparison

UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) have volatilities of 2.49% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW11.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

2.62%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

6.51%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.41%

8.77%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

12.00%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.33%

14.79%

-1.46%

AW11.DE vs. ISPA.DE - Expense Ratio Comparison

AW11.DE has a 0.19% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

AW11.DE vs. ISPA.DE - Dividend Comparison

AW11.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.


PositionTTM20252024202320222021202020192018201720162015
AW11.DE
UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) 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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Frequently Asked Questions


AW11.DE and ISPA.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AW11.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW11.DE is cheaper with a 0.19% expense ratio, compared with 0.46% for ISPA.DE.

AW11.DE tracks Solactive UBS Climate Aware Global Developed Equity CTB, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for AW11.DE and 0.46% for ISPA.DE.

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