IBC0.DE vs. ISPA.DE
IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - IBC0.DE is a Europe Equities fund tracking the MSCI Europe Diversified Multiple-Factor, 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, IBC0.DE returned 9.77%/yr vs 8.98%/yr for ISPA.DE. A 0.71 correlation means they provide meaningful diversification when combined. IBC0.DE charges 0.45%/yr vs 0.46%/yr for ISPA.DE.
Performance
IBC0.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC0.DE achieves a 9.99% return, which is significantly lower than ISPA.DE's 13.48% return. Over the past 10 years, IBC0.DE has outperformed ISPA.DE with an annualized return of 9.77%, while ISPA.DE has yielded a comparatively lower 8.98% annualized return.
IBC0.DE
- 1D
- 0.63%
- 1M
- 0.47%
- YTD
- 9.99%
- 6M
- 13.20%
- 1Y
- 19.89%
- 3Y*
- 18.33%
- 5Y*
- 10.54%
- 10Y*
- 9.77%
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%
IBC0.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -0.55% | 26.28% | -11.58% | 12.21% |
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 IBC0.DE and ISPA.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2015 | 0.71 |
The correlation between IBC0.DE and ISPA.DE has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.
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Return for Risk
IBC0.DE vs. ISPA.DE — Risk / Return Rank
IBC0.DE
ISPA.DE
IBC0.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.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.
| IBC0.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.62 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 8.10 | -5.53 |
| Martin ratioReturn relative to average drawdown | 9.54 | 28.73 | -19.19 |
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
| IBC0.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 3.35 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.91 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.68 | -0.09 |
Drawdowns
IBC0.DE vs. ISPA.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, roughly equal to the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for IBC0.DE and ISPA.DE.
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Drawdown Indicators
| IBC0.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -38.91% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -3.63% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -15.10% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -15.10% | -9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | -38.91% | +1.69% |
Current DrawdownCurrent decline from peak | -1.53% | -1.09% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -4.46% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.03% | +1.09% |
Volatility
IBC0.DE vs. ISPA.DE - Volatility Comparison
iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) has a higher volatility of 4.25% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that IBC0.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
| IBC0.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.62% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 6.51% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 8.77% | +3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 12.00% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 14.79% | +1.53% |
IBC0.DE vs. ISPA.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
IBC0.DE vs. ISPA.DE - Dividend Comparison
IBC0.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 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
IBC0.DE and ISPA.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBC0.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBC0.DE is cheaper with a 0.45% expense ratio, compared with 0.46% for ISPA.DE.
IBC0.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.45% for IBC0.DE and 0.46% for ISPA.DE.
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