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ISP6.L vs. DEAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISP6.L vs. DEAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and Invesco MDAX UCITS ETF A (DEAM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISP6.L is traded in GBp, while DEAM.DE is traded in EUR. To make them comparable, the DEAM.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISP6.L achieves a 22.95% return, which is significantly higher than DEAM.DE's 2.62% return.


ISP6.L

1D
0.46%
1M
7.62%
YTD
22.95%
6M
22.42%
1Y
40.59%
3Y*
14.90%
5Y*
7.30%
10Y*
11.36%

DEAM.DE

1D
0.44%
1M
-2.70%
YTD
2.62%
6M
3.68%
1Y
7.27%
3Y*
5.65%
5Y*
-1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISP6.L vs. DEAM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
22.95%-0.91%8.76%10.98%-6.72%27.86%6.87%8.34%
DEAM.DE
Invesco MDAX UCITS ETF A
2.62%25.54%-10.14%5.20%-24.90%5.65%14.16%17.26%

Correlation

The correlation between ISP6.L and DEAM.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2019

0.54

The correlation between ISP6.L and DEAM.DE shifts across timeframes, from 0.40 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISP6.L vs. DEAM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISP6.L
ISP6.L Risk / Return Rank: 9090
Overall Rank
ISP6.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 8787
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 9292
Martin Ratio Rank

DEAM.DE
DEAM.DE Risk / Return Rank: 1414
Overall Rank
DEAM.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DEAM.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DEAM.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DEAM.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DEAM.DE Martin Ratio Rank: 1414
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.

ISP6.L vs. DEAM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and Invesco MDAX UCITS ETF A (DEAM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISP6.LDEAM.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.47

1.08

+0.39

Calmar ratioReturn relative to maximum drawdown

6.26

0.49

+5.77

Martin ratioReturn relative to average drawdown

19.49

1.42

+18.06

ISP6.L vs. DEAM.DE - Sharpe Ratio Comparison

The current ISP6.L Sharpe Ratio is 2.61, which is higher than the DEAM.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ISP6.L and DEAM.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.


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Drawdowns

ISP6.L vs. DEAM.DE - Drawdown Comparison

The maximum ISP6.L drawdown since its inception was -66.35%, which is greater than DEAM.DE's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for ISP6.L and DEAM.DE.


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Drawdown Indicators


ISP6.LDEAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.35%

-38.71%

-27.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-14.88%

+8.43%

Max Drawdown (3Y)

Largest decline over 3 years

-30.26%

-17.28%

-12.98%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-38.71%

+8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

Current Drawdown

Current decline from peak

0.00%

-13.43%

+13.43%

Average Drawdown

Average peak-to-trough decline

-15.53%

-15.91%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

5.09%

-3.01%

Volatility

ISP6.L vs. DEAM.DE - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 UCITS ETF (ISP6.L) is 3.76%, while Invesco MDAX UCITS ETF A (DEAM.DE) has a volatility of 5.36%. This indicates that ISP6.L experiences smaller price fluctuations and is considered to be less risky than DEAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISP6.LDEAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

5.36%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

15.55%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

18.39%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

19.45%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

19.47%

+0.93%

ISP6.L vs. DEAM.DE - Expense Ratio Comparison

ISP6.L has a 0.40% expense ratio, which is higher than DEAM.DE's 0.19% expense ratio.


Dividends

ISP6.L vs. DEAM.DE - Dividend Comparison

ISP6.L's dividend yield for the trailing twelve months is around 0.96%, while DEAM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DEAM.DE
Invesco MDAX UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
0.96%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%

Frequently Asked Questions


ISP6.L and DEAM.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEAM.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEAM.DE is cheaper with a 0.19% expense ratio, compared with 0.40% for ISP6.L.

ISP6.L is categorized as Small Cap Blend Equities, while DEAM.DE is Europe Equities. ISP6.L tracks Russell 2000 TR USD, while DEAM.DE tracks MDAX®. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for ISP6.L and 0.19% for DEAM.DE.

Portfolio Optimizer

Find the right allocation for ISP6.L and DEAM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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