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EXH4.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH4.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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, EXH4.DE achieves a 8.61% return, which is significantly lower than ISPA.DE's 13.48% return. Over the past 10 years, EXH4.DE has outperformed ISPA.DE with an annualized return of 12.08%, while ISPA.DE has yielded a comparatively lower 8.98% annualized return.


EXH4.DE

1D
0.57%
1M
1.72%
YTD
8.61%
6M
10.71%
1Y
14.50%
3Y*
17.96%
5Y*
11.25%
10Y*
12.08%

ISPA.DE

1D
0.49%
1M
2.52%
YTD
13.48%
6M
15.47%
1Y
29.54%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH4.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
8.61%23.72%14.66%23.26%-18.58%27.14%5.60%36.93%-13.73%16.86%
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%-7.51%2.97%

Correlation

The correlation between EXH4.DE and ISPA.DE is 0.64, 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

0.64

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

0.62

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2009

0.69

The correlation between EXH4.DE and ISPA.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.

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Return for Risk

EXH4.DE vs. ISPA.DE — Risk / Return Rank

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

EXH4.DE
EXH4.DE Risk / Return Rank: 2424
Overall Rank
EXH4.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EXH4.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EXH4.DE Omega Ratio Rank: 2323
Omega Ratio Rank
EXH4.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EXH4.DE Martin Ratio Rank: 2828
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.

EXH4.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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.


EXH4.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

1.15

1.62

-0.47

Calmar ratioReturn relative to maximum drawdown

1.09

8.10

-7.01

Martin ratioReturn relative to average drawdown

3.91

28.73

-24.82

EXH4.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current EXH4.DE Sharpe Ratio is 0.73, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of EXH4.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


EXH4.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

3.35

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.91

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.68

-0.20

Drawdowns

EXH4.DE vs. ISPA.DE - Drawdown Comparison

The maximum EXH4.DE drawdown since its inception was -60.02%, which is greater than ISPA.DE's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for EXH4.DE and ISPA.DE.


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Drawdown Indicators


EXH4.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.02%

-38.91%

-21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-3.63%

-9.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.33%

-15.10%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.07%

-15.10%

-15.97%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-38.91%

-3.03%

Current Drawdown

Current decline from peak

-1.40%

-1.09%

-0.31%

Average Drawdown

Average peak-to-trough decline

-9.81%

-4.46%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

1.03%

+2.66%

Volatility

EXH4.DE vs. ISPA.DE - Volatility Comparison

iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) has a higher volatility of 6.36% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that EXH4.DE's price experiences larger fluctuations and is considered to be riskier 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


EXH4.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

2.62%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

16.56%

6.51%

+10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

8.77%

+10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

12.00%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

14.79%

+5.14%

EXH4.DE vs. ISPA.DE - Expense Ratio Comparison

Both EXH4.DE and ISPA.DE have an expense ratio of 0.46%.


Dividends

EXH4.DE vs. ISPA.DE - Dividend Comparison

EXH4.DE's dividend yield for the trailing twelve months is around 1.18%, less than ISPA.DE's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
1.18%1.31%1.51%1.72%1.68%1.08%0.85%1.69%1.67%2.38%2.10%2.79%
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


EXH4.DE and ISPA.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.46% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXH4.DE and ISPA.DE have the same expense ratio: 0.46% per year.

EXH4.DE is categorized as Industrials Equities, while ISPA.DE is Global Equities. EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services, while ISPA.DE tracks STOXX® Global Select Dividend 100 index.

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