IS0E.DE vs. SPY5.DE
IS0E.DE (iShares Gold Producers UCITS ETF) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - IS0E.DE is a Precious Metals fund tracking the S&P Commodity Producers Gold, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IS0E.DE returned 13.92%/yr vs 15.13%/yr for SPY5.DE. At a 0.06 correlation, their price movements are largely independent. IS0E.DE charges 0.55%/yr vs 0.03%/yr for SPY5.DE.
Performance
IS0E.DE vs. SPY5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly lower than SPY5.DE's 11.39% return. Over the past 10 years, IS0E.DE has underperformed SPY5.DE with an annualized return of 13.92%, while SPY5.DE has yielded a comparatively higher 15.13% 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%
SPY5.DE
- 1D
- -0.13%
- 1M
- 4.37%
- YTD
- 11.39%
- 6M
- 10.88%
- 1Y
- 25.57%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
IS0E.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
Correlation
The correlation between IS0E.DE and SPY5.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.06 |
The correlation between IS0E.DE and SPY5.DE shifts across timeframes, from 0.06 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS0E.DE vs. SPY5.DE — Risk / Return Rank
IS0E.DE
SPY5.DE
IS0E.DE vs. SPY5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and SPDR S&P 500 UCITS ETF (SPY5.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.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.57 | -1.40 |
| Martin ratioReturn relative to average drawdown | 5.45 | 12.77 | -7.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS0E.DE | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.22 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.96 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.93 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.97 | -0.79 |
Drawdowns
IS0E.DE vs. SPY5.DE - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and SPY5.DE.
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Drawdown Indicators
| IS0E.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -33.86% | -37.77% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -7.15% | -20.11% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -23.34% | -3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -23.34% | -14.69% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -33.86% | -11.76% |
Current DrawdownCurrent decline from peak | -22.93% | -0.44% | -22.49% |
Average DrawdownAverage peak-to-trough decline | -33.74% | -3.95% | -29.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.85% | 2.00% | +8.85% |
Volatility
IS0E.DE vs. SPY5.DE - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.66%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0E.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.84% | 2.66% | +10.18% |
Volatility (6M)Calculated over the trailing 6-month period | 33.62% | 7.54% | +26.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.58% | 11.51% | +36.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 15.18% | +18.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 16.07% | +16.46% |
IS0E.DE vs. SPY5.DE - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio.
Dividends
IS0E.DE vs. SPY5.DE - Dividend Comparison
IS0E.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
Frequently Asked Questions
IS0E.DE and SPY5.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.55% for IS0E.DE.
IS0E.DE is categorized as Precious Metals, while SPY5.DE is S&P 500. IS0E.DE tracks S&P Commodity Producers Gold, while SPY5.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.55% for IS0E.DE and 0.03% for SPY5.DE.
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