PortfoliosLab logoPortfoliosLab logo
EXV6.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV6.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.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, EXV6.DE achieves a 31.77% return, which is significantly higher than ISPA.DE's 13.48% return. Over the past 10 years, EXV6.DE has outperformed ISPA.DE with an annualized return of 16.17%, while ISPA.DE has yielded a comparatively lower 8.98% annualized return.


EXV6.DE

1D
-0.99%
1M
5.52%
YTD
31.77%
6M
41.02%
1Y
77.88%
3Y*
19.79%
5Y*
11.63%
10Y*
16.17%

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)

EXV6.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
31.77%33.18%-8.72%-2.31%9.84%26.18%12.84%22.32%-13.46%22.50%
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 EXV6.DE and ISPA.DE is 0.56, 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

0.56

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

0.61

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

0.64

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

0.63

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

0.63

The correlation between EXV6.DE and ISPA.DE has been stable across timeframes, ranging from 0.56 to 0.64 - 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

EXV6.DE vs. ISPA.DE — Risk / Return Rank

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

EXV6.DE
EXV6.DE Risk / Return Rank: 8787
Overall Rank
EXV6.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EXV6.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
EXV6.DE Omega Ratio Rank: 8383
Omega Ratio Rank
EXV6.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
EXV6.DE Martin Ratio Rank: 8787
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.

EXV6.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.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.


EXV6.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.49

1.62

-0.12

Calmar ratioReturn relative to maximum drawdown

4.68

8.10

-3.42

Martin ratioReturn relative to average drawdown

18.51

28.73

-10.22

EXV6.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current EXV6.DE Sharpe Ratio is 3.13, which is comparable to the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of EXV6.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...

Sharpe Ratios by Period


EXV6.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.13

3.35

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.91

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.60

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.68

-0.39

Drawdowns

EXV6.DE vs. ISPA.DE - Drawdown Comparison

The maximum EXV6.DE drawdown since its inception was -73.84%, 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 EXV6.DE and ISPA.DE.


Loading charts...

Drawdown Indicators


EXV6.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-38.91%

-34.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.38%

-3.63%

-13.75%

Max Drawdown (3Y)

Largest decline over 3 years

-33.37%

-15.10%

-18.27%

Max Drawdown (5Y)

Largest decline over 5 years

-37.26%

-15.10%

-22.16%

Max Drawdown (10Y)

Largest decline over 10 years

-45.38%

-38.91%

-6.47%

Current Drawdown

Current decline from peak

-2.95%

-1.09%

-1.86%

Average Drawdown

Average peak-to-trough decline

-27.51%

-4.46%

-23.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

1.03%

+3.27%

Volatility

EXV6.DE vs. ISPA.DE - Volatility Comparison

iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) has a higher volatility of 10.03% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that EXV6.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


EXV6.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

2.62%

+7.41%

Volatility (6M)

Calculated over the trailing 6-month period

21.95%

6.51%

+15.44%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

8.77%

+17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

12.00%

+14.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.46%

14.79%

+12.67%

EXV6.DE vs. ISPA.DE - Expense Ratio Comparison

Both EXV6.DE and ISPA.DE have an expense ratio of 0.46%.


Dividends

EXV6.DE vs. ISPA.DE - Dividend Comparison

EXV6.DE's dividend yield for the trailing twelve months is around 1.47%, less than ISPA.DE's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
1.47%1.95%3.23%3.57%6.02%5.17%2.86%5.56%3.12%2.14%1.80%5.20%
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


EXV6.DE and ISPA.DE have a correlation of 0.56, 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.

EXV6.DE and ISPA.DE have the same expense ratio: 0.46% per year.

EXV6.DE is categorized as Industrials Equities, while ISPA.DE is Global Equities. EXV6.DE tracks STOXX® Europe 600 Basic Resources, while ISPA.DE tracks STOXX® Global Select Dividend 100 index.

Portfolio Optimizer

Find the right allocation for EXV6.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