IS20.DE vs. SPPY.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and SPPY.DE (State Street SPDR S&P 500 Leaders UCITS ETF) are both S&P 500 funds - IS20.DE tracks the S&P 500 Top 20 Index while SPPY.DE tracks the S&P 500 Scored & Screened Leaders Index. Both are passively managed. Over the past year, IS20.DE returned 30.08% vs 28.14% for SPPY.DE. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
IS20.DE vs. SPPY.DE - Performance Comparison
Loading charts...
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*
- —
IS20.DE vs. SPPY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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.
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
IS20.DE vs. SPPY.DE — Risk / Return Rank
IS20.DE
SPPY.DE
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.DE | SPPY.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS20.DE | SPPY.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| IS20.DE | SPPY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.60% | 0.00% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -4.84% | -1.32% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IS20.DE | SPPY.DE | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for IS20.DE and SPPY.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