ISNPY vs. URTH
ISNPY (Intesa Sanpaolo SpA PK) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, ISNPY returned 17.57%/yr vs 13.19%/yr for URTH. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
ISNPY vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, ISNPY achieves a -2.31% return, which is significantly lower than URTH's 10.16% return. Over the past 10 years, ISNPY has outperformed URTH with an annualized return of 17.57%, while URTH has yielded a comparatively lower 13.19% annualized return.
ISNPY
- 1D
- -2.36%
- 1M
- 2.80%
- YTD
- -2.31%
- 6M
- 3.72%
- 1Y
- 25.02%
- 3Y*
- 50.83%
- 5Y*
- 26.83%
- 10Y*
- 17.57%
URTH
- 1D
- -0.74%
- 1M
- 4.65%
- YTD
- 10.16%
- 6M
- 10.88%
- 1Y
- 26.06%
- 3Y*
- 20.81%
- 5Y*
- 11.86%
- 10Y*
- 13.19%
ISNPY vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISNPY Intesa Sanpaolo SpA PK | -2.31% | 84.29% | 50.22% | 42.51% | -7.76% | 19.59% | -10.04% | 25.49% | -28.78% | 47.09% |
URTH iShares MSCI World ETF | 10.16% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between ISNPY and URTH is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2012 | 0.50 |
The correlation between ISNPY and URTH shifts across timeframes, from 0.50 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ISNPY vs. URTH — Risk / Return Rank
ISNPY
URTH
ISNPY vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intesa Sanpaolo SpA PK (ISNPY) and iShares MSCI World ETF (URTH). 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.
| ISNPY | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.89 | -1.70 |
| Martin ratioReturn relative to average drawdown | 3.80 | 13.11 | -9.31 |
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
| ISNPY | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.17 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.74 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.77 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.73 | -0.64 |
Drawdowns
ISNPY vs. URTH - Drawdown Comparison
The maximum ISNPY drawdown since its inception was -86.72%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ISNPY and URTH.
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Drawdown Indicators
| ISNPY | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.72% | -34.01% | -52.71% |
Max Drawdown (1Y)Largest decline over 1 year | -21.14% | -9.06% | -12.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.80% | -16.94% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -49.54% | -26.05% | -23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -59.38% | -34.01% | -25.37% |
Current DrawdownCurrent decline from peak | -6.58% | -0.74% | -5.84% |
Average DrawdownAverage peak-to-trough decline | -48.70% | -4.37% | -44.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 1.99% | +4.61% |
Volatility
ISNPY vs. URTH - Volatility Comparison
Intesa Sanpaolo SpA PK (ISNPY) has a higher volatility of 8.82% compared to iShares MSCI World ETF (URTH) at 3.27%. This indicates that ISNPY's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISNPY | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.82% | 3.27% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 9.42% | +11.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.24% | 12.05% | +14.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.41% | 16.19% | +14.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.31% | 17.27% | +17.04% |
Dividends
ISNPY vs. URTH - Dividend Comparison
ISNPY's dividend yield for the trailing twelve months is around 6.67%, more than URTH's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISNPY Intesa Sanpaolo SpA PK | 6.67% | 5.89% | 8.50% | 7.68% | 7.25% | 8.64% | 0.00% | 6.18% | 8.14% | 10.26% | 4.41% | 2.45% |
URTH iShares MSCI World ETF | 1.35% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
ISNPY and URTH have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISNPY has higher volatility (8.82%) compared to URTH (3.27%). In terms of maximum drawdown, ISNPY dropped -86.72% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (2.17 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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