Correlation
The correlation between IS02.DE and SPY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
IS02.DE vs. SPY
Compare and contrast key facts about iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) and SPDR S&P 500 ETF (SPY).
IS02.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS02.DE is a passively managed fund by iShares that tracks the performance of the JP Morgan EMBI Global Core. It was launched on Apr 13, 2017. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both IS02.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS02.DE or SPY.
Performance
IS02.DE vs. SPY - Performance Comparison
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Key characteristics
IS02.DE:
0.33
SPY:
0.70
IS02.DE:
0.48
SPY:
1.02
IS02.DE:
1.07
SPY:
1.15
IS02.DE:
0.23
SPY:
0.68
IS02.DE:
0.78
SPY:
2.57
IS02.DE:
3.86%
SPY:
4.93%
IS02.DE:
9.39%
SPY:
20.42%
IS02.DE:
-16.21%
SPY:
-55.19%
IS02.DE:
-8.23%
SPY:
-3.55%
Returns By Period
In the year-to-date period, IS02.DE achieves a -4.86% return, which is significantly lower than SPY's 0.87% return.
IS02.DE
-4.86%
1.32%
-5.78%
3.02%
3.13%
N/A
N/A
SPY
0.87%
3.99%
-1.56%
13.18%
14.25%
15.81%
12.73%
Compare stocks, funds, or ETFs
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IS02.DE vs. SPY - Expense Ratio Comparison
IS02.DE has a 0.45% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
IS02.DE vs. SPY — Risk-Adjusted Performance Rank
IS02.DE
SPY
IS02.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
IS02.DE vs. SPY - Dividend Comparison
IS02.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
IS02.DE vs. SPY - Drawdown Comparison
The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IS02.DE and SPY.
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Volatility
IS02.DE vs. SPY - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 2.91%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that IS02.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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