IS05.DE vs. ISPA.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - IS05.DE is a Government Bonds fund tracking the Markit iBoxx EUR Eurozone 20yr Target Duration Index, 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, IS05.DE returned -4.35%/yr vs 8.88%/yr for ISPA.DE. At a correlation of -0.07, they often move in opposite directions. IS05.DE charges 0.15%/yr vs 0.46%/yr for ISPA.DE.
Performance
IS05.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a 1.47% return, which is significantly lower than ISPA.DE's 14.66% return. Over the past 10 years, IS05.DE has underperformed ISPA.DE with an annualized return of -4.35%, while ISPA.DE has yielded a comparatively higher 8.88% annualized return.
IS05.DE
- 1D
- -0.31%
- 1M
- 1.16%
- 6M
- 2.43%
- YTD
- 1.47%
- 1Y
- -4.25%
- 3Y*
- -2.92%
- 5Y*
- -9.93%
- 10Y*
- -4.35%
ISPA.DE
- 1D
- 0.47%
- 1M
- 1.53%
- 6M
- 13.66%
- YTD
- 14.66%
- 1Y
- 28.82%
- 3Y*
- 18.87%
- 5Y*
- 10.92%
- 10Y*
- 8.88%
IS05.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 1.47% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 10.93% | 19.50% | 0.75% | -1.71% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 14.66% | 19.72% | 12.97% | 4.78% | -1.91% | 22.80% | -9.12% | 24.23% | -6.97% | 2.97% |
Correlation
The correlation between IS05.DE and ISPA.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2015 | -0.07 |
The correlation between IS05.DE and ISPA.DE shifts across timeframes, from -0.07 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS05.DE vs. ISPA.DE — Risk / Return Rank
IS05.DE
ISPA.DE
IS05.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
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.
| IS05.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.64 | ||
| Sortino ratioReturn per unit of downside risk | -5.00 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.59 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 7.87 | -8.47 |
| Martin ratioReturn relative to average drawdown | -1.04 | 28.42 | -29.47 |
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Drawdowns
IS05.DE vs. ISPA.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, which is greater than ISPA.DE's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for IS05.DE and ISPA.DE.
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Drawdown Indicators
| IS05.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -38.90% | -10.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -3.64% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -15.09% | -3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -15.09% | -31.22% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | -38.90% | -10.30% |
Current DrawdownCurrent decline from peak | -47.01% | -0.29% | -46.72% |
Average DrawdownAverage peak-to-trough decline | -21.75% | -4.53% | -17.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 1.01% | +2.75% |
Volatility
IS05.DE vs. ISPA.DE - Volatility Comparison
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a higher volatility of 2.71% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.36%. This indicates that IS05.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
| IS05.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.36% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 6.87% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 8.95% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 11.97% | +3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 14.65% | +0.82% |
IS05.DE vs. ISPA.DE - Expense Ratio Comparison
IS05.DE has a 0.15% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
IS05.DE vs. ISPA.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.54%, less than ISPA.DE's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.54% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.71% | 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
IS05.DE and ISPA.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS05.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS05.DE is cheaper with a 0.15% expense ratio, compared with 0.46% for ISPA.DE.
IS05.DE is categorized as Government Bonds, while ISPA.DE is Global Equities. IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.15% for IS05.DE and 0.46% for ISPA.DE.
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