EFRN.DE vs. ISPA.DE
EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - EFRN.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, EFRN.DE returned 2.35%/yr vs 11.00%/yr for ISPA.DE. At a 0.07 correlation, their price movements are largely independent. EFRN.DE charges 0.10%/yr vs 0.46%/yr for ISPA.DE.
Performance
EFRN.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRN.DE achieves a 0.87% return, which is significantly lower than ISPA.DE's 13.48% return.
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.17%
- YTD
- 0.87%
- 6M
- 1.29%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 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%
EFRN.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 0.87% | 2.94% | 4.31% | 3.97% | -0.03% | -0.22% | -0.04% | 1.18% | -0.78% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -5.27% |
Correlation
The correlation between EFRN.DE and ISPA.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2018 | 0.07 |
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Return for Risk
EFRN.DE vs. ISPA.DE — Risk / Return Rank
EFRN.DE
ISPA.DE
EFRN.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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.
| EFRN.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.62 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 8.25 | 8.10 | +0.15 |
| Martin ratioReturn relative to average drawdown | 32.61 | 28.73 | +3.88 |
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
| EFRN.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 3.35 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.35 | 0.91 | +1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.68 | +0.45 |
Drawdowns
EFRN.DE vs. ISPA.DE - Drawdown Comparison
The maximum EFRN.DE drawdown since its inception was -5.68%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for EFRN.DE and ISPA.DE.
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Drawdown Indicators
| EFRN.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -38.91% | +33.23% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -3.63% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -0.48% | -15.10% | +14.62% |
Max Drawdown (5Y)Largest decline over 5 years | -1.13% | -15.10% | +13.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -0.01% | -1.09% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -4.46% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 1.03% | -0.95% |
Volatility
EFRN.DE vs. ISPA.DE - Volatility Comparison
The current volatility for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) is 0.34%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 2.62%. This indicates that EFRN.DE experiences smaller price fluctuations and is considered to be less risky than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRN.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 2.62% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 6.51% | -5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.98% | 8.77% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.99% | 12.00% | -11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.35% | 14.79% | -13.44% |
EFRN.DE vs. ISPA.DE - Expense Ratio Comparison
EFRN.DE has a 0.10% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
EFRN.DE vs. ISPA.DE - Dividend Comparison
EFRN.DE's dividend yield for the trailing twelve months is around 2.50%, less than ISPA.DE's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.50% | 2.88% | 4.22% | 2.93% | 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
EFRN.DE and ISPA.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRN.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRN.DE is cheaper with a 0.10% expense ratio, compared with 0.46% for ISPA.DE.
EFRN.DE is categorized as European Corporate Bonds, while ISPA.DE is Global Equities. EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.10% for EFRN.DE and 0.46% for ISPA.DE.
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