IS20.DE vs. SPY1.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - IS20.DE tracks the S&P 500 Top 20 Index while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past year, IS20.DE returned 30.08% vs -1.53% for SPY1.DE. At a 0.08 correlation, their price movements are largely independent. IS20.DE charges 0.10%/yr vs 0.35%/yr for SPY1.DE.
Performance
IS20.DE vs. SPY1.DE - Performance Comparison
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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%
IS20.DE vs. SPY1.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% |
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.
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Return for Risk
IS20.DE vs. SPY1.DE — Risk / Return Rank
IS20.DE
SPY1.DE
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.DE | SPY1.DE | Difference | |
|---|---|---|---|
| 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 |
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
| IS20.DE | SPY1.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| IS20.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.60% | -11.45% | +9.85% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -6.16% | 0.00% |
Ulcer IndexDepth 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.
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Volatility by Period
| IS20.DE | SPY1.DE | Difference | |
|---|---|---|---|
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.
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.
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