ISPA.DE vs. IEVL.L
ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) and IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) are both exchange-traded funds - ISPA.DE is a Global Equities fund tracking the STOXX Global Select Dividend 100, while IEVL.L is a Europe Equities fund tracking the MSCI Europe Enhanced Value Index. Both are passively managed. Over the past 10 years, ISPA.DE returned 8.68%/yr vs 10.93%/yr for IEVL.L. Their correlation of 0.80 suggests significant overlap in exposure. ISPA.DE charges 0.46%/yr vs 0.25%/yr for IEVL.L.
Performance
ISPA.DE vs. IEVL.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISPA.DE achieves a 18.10% return, which is significantly higher than IEVL.L's 15.33% return. Over the past 10 years, ISPA.DE has underperformed IEVL.L with an annualized return of 8.68%, while IEVL.L has yielded a comparatively higher 10.93% annualized return.
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%
IEVL.L
- 1D
- -0.36%
- 1M
- 0.96%
- 6M
- 12.86%
- YTD
- 15.33%
- 1Y
- 32.91%
- 3Y*
- 20.62%
- 5Y*
- 15.46%
- 10Y*
- 10.93%
- ALL TIME*
- 8.97%
ISPA.DE vs. IEVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 15.33% | 35.04% | 10.57% | 13.52% | -3.79% | 26.68% | -8.75% | 21.79% | -13.55% | 10.54% |
Correlation
The correlation between ISPA.DE and IEVL.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.80 |
The correlation between ISPA.DE and IEVL.L has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
ISPA.DE vs. IEVL.L — Risk / Return Rank
ISPA.DE
IEVL.L
ISPA.DE vs. IEVL.L - 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 Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L). 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.DE | IEVL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.42 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 8.86 | 3.35 | +5.52 |
| Martin ratioReturn relative to average drawdown | 32.15 | 12.57 | +19.58 |
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Drawdowns
ISPA.DE vs. IEVL.L - Drawdown Comparison
The maximum ISPA.DE drawdown since its inception was -38.90%, roughly equal to the maximum IEVL.L drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and IEVL.L.
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Drawdown Indicators
| ISPA.DE | IEVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.90% | -40.09% | +1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -9.79% | +6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -15.09% | -17.43% | +2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -15.09% | -19.55% | +4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -38.90% | -40.09% | +1.19% |
Current DrawdownCurrent decline from peak | -0.31% | -1.93% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -7.43% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.61% | -1.60% |
Volatility
ISPA.DE vs. IEVL.L - Volatility Comparison
The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 1.87%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) has a volatility of 4.20%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than IEVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISPA.DE | IEVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 4.20% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 11.81% | -5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 14.12% | -5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.85% | 15.31% | -3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 17.28% | -2.64% |
ISPA.DE vs. IEVL.L - Expense Ratio Comparison
ISPA.DE has a 0.46% expense ratio, which is higher than IEVL.L's 0.25% expense ratio.
Dividends
ISPA.DE vs. IEVL.L - Dividend Comparison
ISPA.DE's dividend yield for the trailing twelve months is around 3.92%, while IEVL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 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) | 3.92% | 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 IEVL.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEVL.L is cheaper with a 0.25% expense ratio, compared with 0.46% for ISPA.DE.
ISPA.DE is categorized as Global Equities, while IEVL.L is Europe Equities. ISPA.DE tracks STOXX Global Select Dividend 100, while IEVL.L tracks MSCI Europe Enhanced Value Index. Their fees differ too: 0.46% for ISPA.DE and 0.25% for IEVL.L.
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