IEVL.L vs. ISPA.DE
IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - IEVL.L is a Europe Equities fund tracking the MSCI Europe Enhanced Value Index, while ISPA.DE is a Global Equities fund tracking the STOXX Global Select Dividend 100. Both are passively managed. Over the past 10 years, IEVL.L returned 10.93%/yr vs 8.68%/yr for ISPA.DE. Their correlation of 0.80 suggests significant overlap in exposure. IEVL.L charges 0.25%/yr vs 0.46%/yr for ISPA.DE.
Performance
IEVL.L vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IEVL.L achieves a 15.33% return, which is significantly lower than ISPA.DE's 18.10% return. Over the past 10 years, IEVL.L has outperformed ISPA.DE with an annualized return of 10.93%, while ISPA.DE has yielded a comparatively lower 8.68% annualized return.
IEVL.L
- 1D
- -0.36%
- 1M
- 0.96%
- 6M
- 12.86%
- YTD
- 15.33%
- 1Y
- 32.91%
- 3Y*
- 20.62%
- 5Y*
- 15.46%
- 10Y*
- 10.93%
- ALL TIME*
- 8.97%
ISPA.DE
- 1D
- -0.31%
- 1M
- 3.43%
- 6M
- 15.34%
- YTD
- 18.10%
- 1Y
- 32.45%
- 3Y*
- 19.50%
- 5Y*
- 11.74%
- 10Y*
- 8.68%
- ALL TIME*
- 10.21%
IEVL.L vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 15.33% | 35.04% | 10.57% | 13.52% | -3.79% | 26.68% | -8.75% | 21.79% | -13.55% | 10.54% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 18.10% | 19.72% | 12.97% | 4.78% | -1.91% | 22.80% | -9.12% | 24.23% | -6.97% | 2.97% |
Correlation
The correlation between IEVL.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 | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.80 |
The correlation between IEVL.L and ISPA.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
IEVL.L vs. ISPA.DE — Risk / Return Rank
IEVL.L
ISPA.DE
IEVL.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 EUR Accumulating (IEVL.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.
| IEVL.L | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.68 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 8.86 | -5.52 |
| Martin ratioReturn relative to average drawdown | 12.57 | 32.15 | -19.58 |
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Drawdowns
IEVL.L vs. ISPA.DE - Drawdown Comparison
The maximum IEVL.L drawdown since its inception was -40.09%, roughly equal to the maximum ISPA.DE drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for IEVL.L and ISPA.DE.
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Drawdown Indicators
| IEVL.L | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.09% | -38.90% | -1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.79% | -3.64% | -6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -15.09% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -15.09% | -4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -38.90% | -1.19% |
Current DrawdownCurrent decline from peak | -1.93% | -0.31% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -4.52% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.01% | +1.60% |
Volatility
IEVL.L vs. ISPA.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) has a higher volatility of 4.20% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 1.87%. This indicates that IEVL.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
| IEVL.L | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 1.87% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 6.61% | +5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.12% | 8.80% | +5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 11.85% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 14.64% | +2.64% |
IEVL.L vs. ISPA.DE - Expense Ratio Comparison
IEVL.L has a 0.25% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
IEVL.L vs. ISPA.DE - Dividend Comparison
IEVL.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 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
IEVL.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, IEVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEVL.L is cheaper with a 0.25% expense ratio, compared with 0.46% for ISPA.DE.
IEVL.L is categorized as Europe Equities, while ISPA.DE is Global Equities. IEVL.L tracks MSCI Europe Enhanced Value Index, while ISPA.DE tracks STOXX Global Select Dividend 100. Their fees differ too: 0.25% for IEVL.L and 0.46% for ISPA.DE.
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