EXS2.DE vs. ISPA.DE
EXS2.DE (iShares TecDAX UCITS ETF (DE)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - EXS2.DE is a Europe Equities fund tracking the TecDAX®, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 10 years, EXS2.DE returned 9.01%/yr vs 8.98%/yr for ISPA.DE. A 0.58 correlation means they provide meaningful diversification when combined. EXS2.DE charges 0.51%/yr vs 0.46%/yr for ISPA.DE.
Performance
EXS2.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXS2.DE achieves a 15.70% return, which is significantly higher than ISPA.DE's 13.48% return. Both investments have delivered pretty close results over the past 10 years, with EXS2.DE having a 9.01% annualized return and ISPA.DE not far behind at 8.98%.
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
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%
EXS2.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
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 EXS2.DE and ISPA.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2009 | 0.58 |
The correlation between EXS2.DE and ISPA.DE shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXS2.DE vs. ISPA.DE — Risk / Return Rank
EXS2.DE
ISPA.DE
EXS2.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.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.
| EXS2.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -4.03 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.62 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 8.10 | -7.70 |
| Martin ratioReturn relative to average drawdown | 0.80 | 28.73 | -27.93 |
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
| EXS2.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 3.35 | -2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.91 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.60 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.68 | -0.54 |
Drawdowns
EXS2.DE vs. ISPA.DE - Drawdown Comparison
The maximum EXS2.DE drawdown since its inception was -84.49%, 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 EXS2.DE and ISPA.DE.
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Drawdown Indicators
| EXS2.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.49% | -38.91% | -45.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -3.63% | -12.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -15.10% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -15.10% | -19.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -38.91% | +3.94% |
Current DrawdownCurrent decline from peak | -0.81% | -1.09% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -4.46% | -35.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 1.03% | +7.04% |
Volatility
EXS2.DE vs. ISPA.DE - Volatility Comparison
iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 5.29% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that EXS2.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
| EXS2.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 2.62% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 6.51% | +7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 8.77% | +9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 12.00% | +6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 14.79% | +4.68% |
EXS2.DE vs. ISPA.DE - Expense Ratio Comparison
EXS2.DE has a 0.51% expense ratio, which is higher than ISPA.DE's 0.46% expense ratio.
Dividends
EXS2.DE vs. ISPA.DE - Dividend Comparison
EXS2.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
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
EXS2.DE and ISPA.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISPA.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISPA.DE is cheaper with a 0.46% expense ratio, compared with 0.51% for EXS2.DE.
EXS2.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. EXS2.DE tracks TecDAX®, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.51% for EXS2.DE and 0.46% for ISPA.DE.
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