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

Performance

ISPA.DE vs. ICLN - 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 Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISPA.DE is traded in EUR, while ICLN is traded in USD. To make them comparable, the ICLN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISPA.DE achieves a 18.10% return, which is significantly higher than ICLN's 13.92% return. Both investments have delivered pretty close results over the past 10 years, with ISPA.DE having a 8.68% annualized return and ICLN not far behind at 8.45%.


ISPA.DE

1D
-0.31%
1M
3.43%
6M
15.34%
YTD
18.10%
1Y
32.45%
3Y*
19.50%
5Y*
11.74%
10Y*
8.68%
ALL TIME*
10.21%

ICLN

1D
-1.05%
1M
-13.67%
6M
4.42%
YTD
13.92%
1Y
37.43%
3Y*
-0.43%
5Y*
-2.61%
10Y*
8.45%
ALL TIME*
-2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
18.10%19.72%12.97%4.78%-1.91%22.80%-9.12%24.23%-6.97%2.97%
ICLN
iShares Global Clean Energy ETF
13.92%29.60%-20.81%-22.79%0.43%-18.51%121.89%47.62%-4.76%6.54%

Correlation

The correlation between ISPA.DE and ICLN is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.38

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

0.35

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

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.42

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Return for Risk

ISPA.DE vs. ICLN — 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: 9797
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9696
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9797
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 4141
Overall Rank
ICLN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 4242
Sortino Ratio Rank
ICLN Omega Ratio Rank: 3939
Omega Ratio Rank
ICLN Calmar Ratio Rank: 3838
Calmar Ratio Rank
ICLN Martin Ratio Rank: 4343
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. ICLN - 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 Global Clean Energy ETF (ICLN). 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.DEICLNDifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.68

1.22

+0.45

Calmar ratioReturn relative to maximum drawdown

8.86

1.71

+7.15

Martin ratioReturn relative to average drawdown

32.15

5.72

+26.43

ISPA.DE vs. ICLN - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.68, which is higher than the ICLN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ISPA.DE and ICLN, 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. ICLN - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.90%, smaller than the maximum ICLN drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and ICLN.


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Drawdown Indicators


ISPA.DEICLNDifference

Max Drawdown

Largest peak-to-trough decline

-38.90%

-84.40%

+45.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-21.97%

+18.33%

Max Drawdown (3Y)

Largest decline over 3 years

-15.09%

-41.70%

+26.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.09%

-57.06%

+41.97%

Max Drawdown (10Y)

Largest decline over 10 years

-38.90%

-62.76%

+23.86%

Current Drawdown

Current decline from peak

-0.31%

-37.30%

+36.99%

Average Drawdown

Average peak-to-trough decline

-4.52%

-57.84%

+53.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

6.56%

-5.55%

Volatility

ISPA.DE vs. ICLN - Volatility Comparison

The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 1.87%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 11.31%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPA.DEICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

11.31%

-9.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.61%

23.54%

-16.93%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

28.71%

-19.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.85%

26.36%

-14.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

26.71%

-12.07%

ISPA.DE vs. ICLN - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is higher than ICLN's 0.39% expense ratio.


Dividends

ISPA.DE vs. ICLN - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.92%, more than ICLN's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
1.02%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.92%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 ICLN have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICLN is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICLN is cheaper with a 0.39% expense ratio, compared with 0.46% for ISPA.DE.

ISPA.DE is categorized as Global Equities, while ICLN is Alternative Energy Equities. ISPA.DE tracks STOXX Global Select Dividend 100, while ICLN tracks S&P Global Clean Energy Index. Their fees differ too: 0.46% for ISPA.DE and 0.39% for ICLN.

Portfolio Optimizer

Find the right allocation for ISPA.DE and ICLN

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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