PortfoliosLab logoPortfoliosLab logo
EXSD.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSD.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXSD.DE achieves a 12.15% return, which is significantly lower than ISPA.DE's 14.66% return. Both investments have delivered pretty close results over the past 10 years, with EXSD.DE having a 9.23% annualized return and ISPA.DE not far behind at 8.88%.


EXSD.DE

1D
0.64%
1M
4.72%
6M
11.00%
YTD
12.15%
1Y
19.01%
3Y*
14.97%
5Y*
6.68%
10Y*
9.23%

ISPA.DE

1D
0.47%
1M
1.53%
6M
13.66%
YTD
14.66%
1Y
28.82%
3Y*
18.87%
5Y*
10.92%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
12.15%20.71%5.80%15.08%-18.91%18.43%0.93%29.02%-11.97%16.29%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
14.66%19.72%12.97%4.78%-1.91%22.80%-9.12%24.23%-6.97%2.97%

Correlation

The correlation between EXSD.DE and ISPA.DE is 0.67, 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

0.67

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

0.71

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.77

The correlation between EXSD.DE and ISPA.DE has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

EXSD.DE
EXSD.DE Risk / Return Rank: 5151
Overall Rank
EXSD.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXSD.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXSD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
EXSD.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EXSD.DE Martin Ratio Rank: 5353
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9696
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9595
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-1.75

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.27

1.59

-0.32

Calmar ratioReturn relative to maximum drawdown

2.15

7.87

-5.72

Martin ratioReturn relative to average drawdown

7.63

28.42

-20.79

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

The current EXSD.DE Sharpe Ratio is 1.47, which is lower than the ISPA.DE Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of EXSD.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.


Loading charts...

Drawdowns

EXSD.DE vs. ISPA.DE - Drawdown Comparison

The maximum EXSD.DE drawdown since its inception was -61.46%, which is greater than ISPA.DE's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for EXSD.DE and ISPA.DE.


Loading charts...

Drawdown Indicators


EXSD.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.46%

-38.90%

-22.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-3.64%

-5.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-15.09%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-15.09%

-15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-38.90%

-0.26%

Current Drawdown

Current decline from peak

0.00%

-0.29%

+0.29%

Average Drawdown

Average peak-to-trough decline

-12.65%

-4.53%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.01%

+1.48%

Volatility

EXSD.DE vs. ISPA.DE - Volatility Comparison

iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) has a higher volatility of 3.57% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.36%. This indicates that EXSD.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.


Loading charts...

Volatility by Period


EXSD.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

2.36%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

6.87%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

8.95%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

11.97%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

14.65%

+2.05%

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

EXSD.DE has a 0.21% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

EXSD.DE vs. ISPA.DE - Dividend Comparison

EXSD.DE's dividend yield for the trailing twelve months is around 2.71%, less than ISPA.DE's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
2.71%3.08%3.23%2.71%3.06%2.12%1.54%2.85%3.02%3.28%3.16%2.64%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.71%4.52%4.89%5.91%4.87%3.31%4.04%4.02%4.01%5.66%3.64%4.35%

Frequently Asked Questions


EXSD.DE and ISPA.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSD.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSD.DE is cheaper with a 0.21% expense ratio, compared with 0.46% for ISPA.DE.

EXSD.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. EXSD.DE tracks STOXX Europe Mid 200 Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.21% for EXSD.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

Find the right allocation for EXSD.DE and ISPA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer