IEFV.L vs. ISPA.DE
IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - IEFV.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR, while ISPA.DE is a Global Equities fund tracking the STOXX Global Select Dividend 100. Both are passively managed. Over the past 10 years, IEFV.L returned 11.12%/yr vs 8.84%/yr for ISPA.DE. A 0.75 correlation means they provide meaningful diversification when combined. IEFV.L charges 0.25%/yr vs 0.46%/yr for ISPA.DE.
Performance
IEFV.L vs. ISPA.DE - Performance Comparison
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Different Trading Currencies
IEFV.L is traded in GBp, while ISPA.DE is traded in EUR. To make them comparable, the ISPA.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IEFV.L achieves a 12.29% return, which is significantly lower than ISPA.DE's 15.03% return. Over the past 10 years, IEFV.L has outperformed ISPA.DE with an annualized return of 11.12%, while ISPA.DE has yielded a comparatively lower 8.84% annualized return.
IEFV.L
- 1D
- -0.27%
- 1M
- -0.90%
- 6M
- 10.81%
- YTD
- 12.29%
- 1Y
- 30.30%
- 3Y*
- 19.93%
- 5Y*
- 15.14%
- 10Y*
- 11.12%
- ALL TIME*
- 9.88%
ISPA.DE
- 1D
- -0.37%
- 1M
- 1.38%
- 6M
- 12.96%
- YTD
- 15.03%
- 1Y
- 29.91%
- 3Y*
- 18.77%
- 5Y*
- 11.47%
- 10Y*
- 8.84%
- ALL TIME*
- 9.70%
IEFV.L vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 12.29% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 14.28% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 15.03% | 25.95% | 8.04% | 2.69% | 3.46% | 14.14% | -3.99% | 17.77% | -5.66% | 7.37% |
Correlation
The correlation between IEFV.L and ISPA.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.75 |
The correlation between IEFV.L and ISPA.DE has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.
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Return for Risk
IEFV.L vs. ISPA.DE — Risk / Return Rank
IEFV.L
ISPA.DE
IEFV.L vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) 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.
| IEFV.L | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.63 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 6.62 | -3.77 |
| Martin ratioReturn relative to average drawdown | 10.37 | 24.11 | -13.74 |
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Drawdowns
IEFV.L vs. ISPA.DE - Drawdown Comparison
The maximum IEFV.L drawdown since its inception was -34.64%, which is greater than ISPA.DE's maximum drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for IEFV.L and ISPA.DE.
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Drawdown Indicators
| IEFV.L | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.64% | -32.65% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -4.50% | -6.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -12.88% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -15.30% | -0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.64% | -32.65% | -1.99% |
Current DrawdownCurrent decline from peak | -2.75% | -0.37% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -4.25% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 1.24% | +1.68% |
Volatility
IEFV.L vs. ISPA.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a higher volatility of 4.34% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.04%. This indicates that IEFV.L'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
| IEFV.L | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 2.04% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 6.63% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 8.60% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 11.64% | +5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 14.36% | +3.19% |
IEFV.L vs. ISPA.DE - Expense Ratio Comparison
IEFV.L has a 0.25% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
IEFV.L vs. ISPA.DE - Dividend Comparison
IEFV.L has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEFV.L iShares Edge MSCI Europe Value Factor 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) | 3.92% | 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
IEFV.L and ISPA.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEFV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEFV.L is cheaper with a 0.25% expense ratio, compared with 0.46% for ISPA.DE.
IEFV.L is categorized as Europe Equities, while ISPA.DE is Global Equities. IEFV.L tracks MSCI Europe Value NR EUR, while ISPA.DE tracks STOXX Global Select Dividend 100. Their fees differ too: 0.25% for IEFV.L and 0.46% for ISPA.DE.
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