PortfoliosLab logoPortfoliosLab logo
IS0E.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0E.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly lower than ISPA.DE's 13.48% return. Over the past 10 years, IS0E.DE has outperformed ISPA.DE with an annualized return of 13.92%, while ISPA.DE has yielded a comparatively lower 8.98% annualized return.


IS0E.DE

1D
0.88%
1M
-5.38%
YTD
-0.06%
6M
7.39%
1Y
60.26%
3Y*
38.14%
5Y*
19.77%
10Y*
13.92%

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)

IS0E.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF
-0.06%129.59%18.76%6.29%-3.80%-3.04%13.47%44.05%-4.38%-6.00%
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 IS0E.DE and ISPA.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.34

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

0.32

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.15

Over the past year, IS0E.DE and ISPA.DE have become more correlated (0.35) than their long-term average of 0.15, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS0E.DE vs. ISPA.DE — Risk / Return Rank

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

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
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.

IS0E.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.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.


IS0E.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.96

Omega ratioGain probability vs. loss probability

1.24

1.62

-0.37

Calmar ratioReturn relative to maximum drawdown

2.17

8.10

-5.93

Martin ratioReturn relative to average drawdown

5.45

28.73

-23.28

IS0E.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.24, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of IS0E.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.


Loading charts...

Sharpe Ratios by Period


IS0E.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

3.35

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.91

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.60

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.68

-0.50

Drawdowns

IS0E.DE vs. ISPA.DE - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than ISPA.DE's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and ISPA.DE.


Loading charts...

Drawdown Indicators


IS0E.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-38.91%

-32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-3.63%

-23.63%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-15.10%

-12.16%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-15.10%

-22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-38.91%

-6.71%

Current Drawdown

Current decline from peak

-22.93%

-1.09%

-21.84%

Average Drawdown

Average peak-to-trough decline

-33.74%

-4.46%

-29.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

1.03%

+9.82%

Volatility

IS0E.DE vs. ISPA.DE - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that IS0E.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.


Loading charts...

Volatility by Period


IS0E.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

2.62%

+10.22%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

6.51%

+27.11%

Volatility (1Y)

Calculated over the trailing 1-year period

47.58%

8.77%

+38.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

12.00%

+21.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

14.79%

+17.74%

IS0E.DE vs. ISPA.DE - Expense Ratio Comparison

IS0E.DE has a 0.55% expense ratio, which is higher than ISPA.DE's 0.46% expense ratio.


Dividends

IS0E.DE vs. ISPA.DE - Dividend Comparison

IS0E.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.


PositionTTM20252024202320222021202020192018201720162015
IS0E.DE
iShares Gold Producers 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


IS0E.DE and ISPA.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISPA.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISPA.DE is cheaper with a 0.46% expense ratio, compared with 0.55% for IS0E.DE.

IS0E.DE is categorized as Precious Metals, while ISPA.DE is Global Equities. IS0E.DE tracks S&P Commodity Producers Gold, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.55% for IS0E.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

Find the right allocation for IS0E.DE and ISPA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer