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IS20.DE vs. SPPY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS20.DE vs. SPPY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than SPPY.DE's 11.08% return.


IS20.DE

1D
-0.38%
1M
4.82%
YTD
9.38%
6M
8.62%
1Y
30.08%
3Y*
5Y*
10Y*

SPPY.DE

1D
0.58%
1M
3.73%
YTD
11.08%
6M
11.08%
1Y
28.14%
3Y*
18.87%
5Y*
15.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS20.DE vs. SPPY.DE - Yearly Performance Comparison


2026 (YTD)20252024
IS20.DE
iShares S&P 500 Top 20 UCITS ETF USD Acc
9.38%6.77%6.20%
SPPY.DE
State Street SPDR S&P 500 Leaders UCITS ETF
11.08%4.44%1.58%

Correlation

The correlation between IS20.DE and SPPY.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.89

The correlation between IS20.DE and SPPY.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

IS20.DE vs. SPPY.DE — Risk / Return Rank

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

IS20.DE
IS20.DE Risk / Return Rank: 5555
Overall Rank
IS20.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IS20.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IS20.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS20.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IS20.DE Martin Ratio Rank: 4545
Martin Ratio Rank

SPPY.DE
SPPY.DE Risk / Return Rank: 7878
Overall Rank
SPPY.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPPY.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPPY.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SPPY.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SPPY.DE Martin Ratio Rank: 8181
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.

IS20.DE vs. SPPY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) and State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.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.


IS20.DESPPY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

2.35

4.21

-1.86

Martin ratioReturn relative to average drawdown

7.30

16.03

-8.73

IS20.DE vs. SPPY.DE - Sharpe Ratio Comparison

The current IS20.DE Sharpe Ratio is 2.02, which is comparable to the SPPY.DE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of IS20.DE and SPPY.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.


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Sharpe Ratios by Period


IS20.DESPPY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.43

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.92

-0.15

Drawdowns

IS20.DE vs. SPPY.DE - Drawdown Comparison

The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum SPPY.DE drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for IS20.DE and SPPY.DE.


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Drawdown Indicators


IS20.DESPPY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-33.31%

+7.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-6.71%

-6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-23.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

Current Drawdown

Current decline from peak

-1.60%

0.00%

-1.60%

Average Drawdown

Average peak-to-trough decline

-6.16%

-4.84%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

1.77%

+2.34%

Volatility

IS20.DE vs. SPPY.DE - Volatility Comparison

iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) at 2.69%. This indicates that IS20.DE's price experiences larger fluctuations and is considered to be riskier than SPPY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS20.DESPPY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

2.69%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

7.79%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

11.62%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

15.43%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

17.57%

+2.00%

IS20.DE vs. SPPY.DE - Expense Ratio Comparison

Both IS20.DE and SPPY.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IS20.DE vs. SPPY.DE - Dividend Comparison

Neither IS20.DE nor SPPY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS20.DE and SPPY.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IS20.DE and SPPY.DE have the same expense ratio: 0.10% per year.

IS20.DE tracks S&P 500 Top 20 Index, while SPPY.DE tracks S&P 500 Scored & Screened Leaders Index. They also come from different issuers: iShares and State Street.

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