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ISPA.DE vs. E0UA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISPA.DE vs. E0UA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) and iShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc) (E0UA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISPA.DE achieves a 14.18% return, which is significantly higher than E0UA.DE's 0.92% return.


ISPA.DE

1D
0.03%
1M
-0.49%
YTD
14.18%
6M
14.69%
1Y
30.85%
3Y*
20.15%
5Y*
10.92%
10Y*
9.05%

E0UA.DE

1D
0.00%
1M
0.05%
YTD
0.92%
6M
0.76%
1Y
1.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. E0UA.DE - Yearly Performance Comparison


Correlation

The correlation between ISPA.DE and E0UA.DE is 0.05, 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

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2024

0.03

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Return for Risk

ISPA.DE vs. E0UA.DE — Risk / Return Rank

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

ISPA.DE
ISPA.DE Risk / Return Rank: 9595
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9494
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9696
Martin Ratio Rank

E0UA.DE
E0UA.DE Risk / Return Rank: 9696
Overall Rank
E0UA.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
E0UA.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
E0UA.DE Omega Ratio Rank: 9898
Omega Ratio Rank
E0UA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
E0UA.DE Martin Ratio Rank: 9696
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.

ISPA.DE vs. E0UA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) and iShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc) (E0UA.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.


ISPA.DEE0UA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.63

2.33

-0.70

Calmar ratioReturn relative to maximum drawdown

8.43

8.86

-0.43

Martin ratioReturn relative to average drawdown

30.69

28.54

+2.15

ISPA.DE vs. E0UA.DE - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.42, which is comparable to the E0UA.DE Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of ISPA.DE and E0UA.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

ISPA.DE vs. E0UA.DE - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.90%, which is greater than E0UA.DE's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and E0UA.DE.


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Drawdown Indicators


ISPA.DEE0UA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.90%

-0.22%

-38.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-0.22%

-3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-15.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.90%

Current Drawdown

Current decline from peak

-0.70%

-0.05%

-0.65%

Average Drawdown

Average peak-to-trough decline

-4.54%

-0.03%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.07%

+0.93%

Volatility

ISPA.DE vs. E0UA.DE - Volatility Comparison

iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a higher volatility of 2.50% compared to iShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc) (E0UA.DE) at 0.12%. This indicates that ISPA.DE's price experiences larger fluctuations and is considered to be riskier than E0UA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPA.DEE0UA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

0.12%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

6.90%

0.50%

+6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

0.60%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

0.54%

+11.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

0.54%

+14.17%

ISPA.DE vs. E0UA.DE - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is higher than E0UA.DE's 0.07% expense ratio.


Dividends

ISPA.DE vs. E0UA.DE - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.72%, while E0UA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
E0UA.DE
iShares Euro Government Bond 0-3 Month UCITS ETF EUR (Acc)
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)
3.72%4.52%4.89%5.91%4.87%3.31%4.04%4.02%4.01%5.66%3.64%4.35%

Frequently Asked Questions


ISPA.DE and E0UA.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, E0UA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

E0UA.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for ISPA.DE.

ISPA.DE is categorized as Global Equities, while E0UA.DE is Money Market. ISPA.DE tracks STOXX® Global Select Dividend 100 index, while E0UA.DE tracks ICE 0-3 Month Euro Government Bill Index. Their fees differ too: 0.46% for ISPA.DE and 0.07% for E0UA.DE.

Portfolio Optimizer

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