IS3S.DE vs. ISPA.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both Global Equities funds from iShares - IS3S.DE tracks the MSCI World Enhanced Value while ISPA.DE tracks the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.60%/yr vs 8.98%/yr for ISPA.DE. Their correlation of 0.86 suggests significant overlap in exposure. IS3S.DE charges 0.30%/yr vs 0.46%/yr for ISPA.DE.
Performance
IS3S.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than ISPA.DE's 13.48% return. Over the past 10 years, IS3S.DE has outperformed ISPA.DE with an annualized return of 12.60%, while ISPA.DE has yielded a comparatively lower 8.98% annualized return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
IS3S.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -7.51% | 2.97% |
Correlation
The correlation between IS3S.DE and ISPA.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.86 |
The correlation between IS3S.DE and ISPA.DE shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. ISPA.DE — Risk / Return Rank
IS3S.DE
ISPA.DE
IS3S.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.
| IS3S.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.62 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 8.10 | +2.26 |
| Martin ratioReturn relative to average drawdown | 39.01 | 28.73 | +10.28 |
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
| IS3S.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 3.35 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.91 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.60 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.68 | +0.01 |
Drawdowns
IS3S.DE vs. ISPA.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and ISPA.DE.
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Drawdown Indicators
| IS3S.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -38.91% | +3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -3.63% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -15.10% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -15.10% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -38.91% | +3.73% |
Current DrawdownCurrent decline from peak | -0.83% | -1.09% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -4.46% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.03% | +0.59% |
Volatility
IS3S.DE vs. ISPA.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3S.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 2.62% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 6.51% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 8.77% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 12.00% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 14.79% | +0.97% |
IS3S.DE vs. ISPA.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
IS3S.DE vs. ISPA.DE - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor 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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
Frequently Asked Questions
IS3S.DE and ISPA.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for ISPA.DE.
IS3S.DE tracks MSCI World Enhanced Value, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.30% for IS3S.DE and 0.46% for ISPA.DE.
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