ISPA.DE vs. LYYA.DE
Compare and contrast key facts about iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) and Amundi MSCI World II UCITS ETF Dist (LYYA.DE).
ISPA.DE and LYYA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISPA.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Global Select Dividend 100 index. It was launched on Sep 25, 2009. LYYA.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World. It was launched on Apr 26, 2006. Both ISPA.DE and LYYA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISPA.DE or LYYA.DE.
Correlation
The correlation between ISPA.DE and LYYA.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ISPA.DE vs. LYYA.DE - Performance Comparison
Key characteristics
ISPA.DE:
1.89
LYYA.DE:
2.14
ISPA.DE:
2.52
LYYA.DE:
2.92
ISPA.DE:
1.34
LYYA.DE:
1.43
ISPA.DE:
2.88
LYYA.DE:
3.02
ISPA.DE:
11.30
LYYA.DE:
14.14
ISPA.DE:
1.70%
LYYA.DE:
1.75%
ISPA.DE:
10.22%
LYYA.DE:
11.61%
ISPA.DE:
-38.91%
LYYA.DE:
-54.50%
ISPA.DE:
0.00%
LYYA.DE:
-0.22%
Returns By Period
In the year-to-date period, ISPA.DE achieves a 4.01% return, which is significantly lower than LYYA.DE's 4.54% return. Over the past 10 years, ISPA.DE has underperformed LYYA.DE with an annualized return of 5.59%, while LYYA.DE has yielded a comparatively higher 10.97% annualized return.
ISPA.DE
4.01%
2.34%
9.63%
18.44%
5.74%
5.59%
LYYA.DE
4.54%
1.01%
14.81%
23.07%
12.68%
10.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ISPA.DE vs. LYYA.DE - Expense Ratio Comparison
ISPA.DE has a 0.46% expense ratio, which is higher than LYYA.DE's 0.30% expense ratio.
Risk-Adjusted Performance
ISPA.DE vs. LYYA.DE — Risk-Adjusted Performance Rank
ISPA.DE
LYYA.DE
ISPA.DE vs. LYYA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) and Amundi MSCI World II UCITS ETF Dist (LYYA.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.
Dividends
ISPA.DE vs. LYYA.DE - Dividend Comparison
ISPA.DE's dividend yield for the trailing twelve months is around 4.76%, more than LYYA.DE's 1.56% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 4.76% | 4.89% | 5.91% | 4.87% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% | 3.36% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.56% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% | 1.72% |
Drawdowns
ISPA.DE vs. LYYA.DE - Drawdown Comparison
The maximum ISPA.DE drawdown since its inception was -38.91%, smaller than the maximum LYYA.DE drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and LYYA.DE. For additional features, visit the drawdowns tool.
Volatility
ISPA.DE vs. LYYA.DE - Volatility Comparison
The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 2.58%, while Amundi MSCI World II UCITS ETF Dist (LYYA.DE) has a volatility of 3.17%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than LYYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.