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

Performance

ISPA.DE vs. EUNY.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 Emerging Markets Dividend UCITS ETF (EUNY.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 13.48% return, which is significantly higher than EUNY.DE's 11.46% return. Over the past 10 years, ISPA.DE has outperformed EUNY.DE with an annualized return of 8.98%, while EUNY.DE has yielded a comparatively lower 7.14% annualized return.


ISPA.DE

1D
0.49%
1M
2.52%
YTD
13.48%
6M
15.47%
1Y
29.54%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%

EUNY.DE

1D
-0.55%
1M
-1.57%
YTD
11.46%
6M
10.81%
1Y
25.49%
3Y*
17.26%
5Y*
5.28%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
11.46%13.97%12.39%15.37%-26.13%19.99%-11.70%18.31%-1.55%10.49%

Correlation

The correlation between ISPA.DE and EUNY.DE is 0.65, 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

0.65

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

0.66

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2012

0.69

The correlation between ISPA.DE and EUNY.DE has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

ISPA.DE vs. EUNY.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: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
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. EUNY.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 Emerging Markets Dividend UCITS ETF (EUNY.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.


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

+1.22

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.62

1.38

+0.23

Calmar ratioReturn relative to maximum drawdown

8.10

6.17

+1.93

Martin ratioReturn relative to average drawdown

28.73

16.86

+11.87

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

The current ISPA.DE Sharpe Ratio is 3.35, which is higher than the EUNY.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ISPA.DE and EUNY.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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Sharpe Ratios by Period


ISPA.DEEUNY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

2.13

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.34

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.42

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.22

+0.45

Drawdowns

ISPA.DE vs. EUNY.DE - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, roughly equal to the maximum EUNY.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and EUNY.DE.


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Drawdown Indicators


ISPA.DEEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-40.65%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-4.11%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

-15.70%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

-31.43%

+16.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-36.29%

-2.62%

Current Drawdown

Current decline from peak

-1.09%

-2.82%

+1.73%

Average Drawdown

Average peak-to-trough decline

-4.46%

-12.34%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.51%

-0.48%

Volatility

ISPA.DE vs. EUNY.DE - Volatility Comparison

The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 2.62%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 4.52%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than EUNY.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.DEEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.52%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

9.70%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

11.90%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

15.58%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

16.73%

-1.94%

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

ISPA.DE has a 0.46% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

ISPA.DE vs. EUNY.DE - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.75%, less than EUNY.DE's 5.32% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
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


ISPA.DE and EUNY.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISPA.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISPA.DE is cheaper with a 0.46% expense ratio, compared with 0.65% for EUNY.DE.

ISPA.DE is categorized as Global Equities, while EUNY.DE is Emerging Markets Equities. ISPA.DE tracks STOXX® Global Select Dividend 100 index, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. Their fees differ too: 0.46% for ISPA.DE and 0.65% for EUNY.DE.

Portfolio Optimizer

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