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

Performance

IBCY.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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

Over the past 10 years, IBCY.DE has outperformed ISPA.DE with an annualized return of 11.22%, while ISPA.DE has yielded a comparatively lower 8.98% annualized return.


IBCY.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
13.22%
3Y*
13.97%
5Y*
10.27%
10Y*
11.22%

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)

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


2026 (YTD)202520242023202220212020201920182017
IBCY.DE
iShares Edge MSCI USA Multifactor UCITS ETF
0.00%6.35%29.21%13.73%-11.70%36.60%0.17%28.63%-6.73%6.21%
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 IBCY.DE and ISPA.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.46

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

0.61

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

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2015

0.71

Over the past year, the correlation between IBCY.DE and ISPA.DE has dropped to 0.30 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

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

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

IBCY.DE
IBCY.DE Risk / Return Rank: 7272
Overall Rank
IBCY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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.


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

-1.65

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.56

1.62

-0.05

Calmar ratioReturn relative to maximum drawdown

4.08

8.10

-4.02

Martin ratioReturn relative to average drawdown

19.99

28.73

-8.74

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

The current IBCY.DE Sharpe Ratio is 1.70, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of IBCY.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


IBCY.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

3.35

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.91

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.60

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.68

-0.04

Drawdowns

IBCY.DE vs. ISPA.DE - Drawdown Comparison

The maximum IBCY.DE drawdown since its inception was -35.54%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and ISPA.DE.


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Drawdown Indicators


IBCY.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-38.91%

+3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-3.63%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-22.91%

-15.10%

-7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-15.10%

-7.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

-38.91%

+3.37%

Current Drawdown

Current decline from peak

0.00%

-1.09%

+1.09%

Average Drawdown

Average peak-to-trough decline

-4.95%

-4.46%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.03%

-0.36%

Volatility

IBCY.DE vs. ISPA.DE - Volatility Comparison

The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 2.62%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky 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


IBCY.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.62%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

6.51%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

7.99%

8.77%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

12.00%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

14.79%

+1.33%

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

IBCY.DE has a 0.35% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

IBCY.DE vs. ISPA.DE - Dividend Comparison

IBCY.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.


PositionTTM20252024202320222021202020192018201720162015
IBCY.DE
iShares Edge MSCI USA 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


IBCY.DE and ISPA.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCY.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCY.DE is cheaper with a 0.35% expense ratio, compared with 0.46% for ISPA.DE.

IBCY.DE is categorized as Large Cap Blend Equities, while ISPA.DE is Global Equities. IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.35% for IBCY.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

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

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