PortfoliosLab logoPortfoliosLab logo
IS20.DE vs. SPY1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS20.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly higher than SPY1.DE's 2.00% return.


IS20.DE

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

SPY1.DE

1D
-0.18%
1M
-1.34%
YTD
2.00%
6M
1.72%
1Y
-1.53%
3Y*
4.28%
5Y*
5.96%
10Y*
7.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS20.DE vs. SPY1.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%
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
2.00%-7.26%-2.34%

Correlation

The correlation between IS20.DE and SPY1.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.08

The correlation between IS20.DE and SPY1.DE shifts across timeframes, from -0.09 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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. SPY1.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

SPY1.DE
SPY1.DE Risk / Return Rank: 77
Overall Rank
SPY1.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 77
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 77
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. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.DESPY1.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.35

0.98

+0.37

Calmar ratioReturn relative to maximum drawdown

2.35

-0.23

+2.58

Martin ratioReturn relative to average drawdown

7.30

-0.48

+7.79

IS20.DE vs. SPY1.DE - Sharpe Ratio Comparison

The current IS20.DE Sharpe Ratio is 2.02, which is higher than the SPY1.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of IS20.DE and SPY1.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


IS20.DESPY1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

-0.15

+2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.69

+0.07

Drawdowns

IS20.DE vs. SPY1.DE - Drawdown Comparison

The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for IS20.DE and SPY1.DE.


Loading charts...

Drawdown Indicators


IS20.DESPY1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-35.30%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-6.77%

-5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-1.60%

-11.45%

+9.85%

Average Drawdown

Average peak-to-trough decline

-6.16%

-6.16%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

3.15%

+0.96%

Volatility

IS20.DE vs. SPY1.DE - Volatility Comparison

iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.46%. This indicates that IS20.DE's price experiences larger fluctuations and is considered to be riskier than SPY1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS20.DESPY1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.46%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

7.38%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

10.25%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

12.47%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

14.00%

+5.57%

IS20.DE vs. SPY1.DE - Expense Ratio Comparison

IS20.DE has a 0.10% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.


Dividends

IS20.DE vs. SPY1.DE - Dividend Comparison

Neither IS20.DE nor SPY1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS20.DE and SPY1.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for SPY1.DE.

IS20.DE tracks S&P 500 Top 20 Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for IS20.DE and 0.35% for SPY1.DE.

Portfolio Optimizer

Find the right allocation for IS20.DE and SPY1.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