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ISPA.DE vs. MRL.MC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISPA.DE vs. MRL.MC

Last updated Jun 5, 2026

ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) is Global Equities fund tracking the STOXX® Global Select Dividend 100 index, while MRL.MC (Merlin Properties SOCIMI SA) is a stock. Over the past 10 years, ISPA.DE returned 8.98%/yr vs 8.26%/yr for MRL.MC. At a 0.43 correlation, their price movements are largely independent.

Performance

ISPA.DE vs. MRL.MC - 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 Merlin Properties SOCIMI SA (MRL.MC). 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 lower than MRL.MC's 20.05% return. Over the past 10 years, ISPA.DE has outperformed MRL.MC with an annualized return of 8.98%, while MRL.MC has yielded a comparatively lower 8.26% 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%

MRL.MC

1D
-1.26%
1M
1.10%
YTD
20.05%
6M
19.57%
1Y
42.48%
3Y*
25.83%
5Y*
14.70%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. MRL.MC - 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%
MRL.MC
Merlin Properties SOCIMI SA		20.05%26.41%4.74%19.79%1.39%28.76%-38.19%21.68%-3.04%12.03%

Correlation

The correlation between ISPA.DE and MRL.MC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.39

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

0.46

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2014

0.43

Compare stocks, funds, or ETFs

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iShares STOXX Global Select Dividend 100 UCITS ETF (DE)

Merlin Properties SOCIMI SA

Often compared with ISPA.DE:
ISPA.DE vs. VDIV.DEISPA.DE vs. VGWD.DEISPA.DE vs. FUSD.LISPA.DE vs. SPYDISPA.DE vs. LYYA.DEISPA.DE vs. QQQYISPA.DE vs. SPY
Often compared with MRL.MC:
MRL.MC vs. COL.MCMRL.MC vs. ^IBEXMRL.MC vs. KOMRL.MC vs. OMRL.MC vs. VOO

Return for Risk

ISPA.DE vs. MRL.MC — 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
MRL.MC
MRL.MC Risk / Return Rank: 8484
Overall Rank
MRL.MC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MRL.MC Sortino Ratio Rank: 8585
Sortino Ratio Rank
MRL.MC Omega Ratio Rank: 8383
Omega Ratio Rank
MRL.MC Calmar Ratio Rank: 8484
Calmar Ratio Rank
MRL.MC 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. MRL.MC - 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 Merlin Properties SOCIMI SA (MRL.MC). 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.DEMRL.MCDifference
Sharpe ratioReturn per unit of total volatility
3.35
1.89

+1.47

Sortino ratioReturn per unit of downside risk
4.67
2.67

+2.00

Omega ratioGain probability vs. loss probability

1.62

1.33

+0.28

Calmar ratioReturn relative to maximum drawdown

8.10

3.27

+4.82

Martin ratioReturn relative to average drawdown

28.73

8.03

+20.70

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISPA.DE vs. MRL.MC - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.35, which is higher than the MRL.MC Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ISPA.DE and MRL.MC, 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.DEMRL.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

1.89

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.57

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.30

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.34

+0.34

Drawdowns

ISPA.DE vs. MRL.MC - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, smaller than the maximum MRL.MC drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and MRL.MC.

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Drawdown Indicators

ISPA.DEMRL.MCDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-56.58%

+17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-12.79%

+9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

-25.95%

+10.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

-25.95%

+10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-56.58%

+17.67%

Current Drawdown

Current decline from peak

-1.09%

-2.85%

+1.76%

Average Drawdown

Average peak-to-trough decline

-4.46%

-14.36%

+9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

5.25%

-4.22%

Volatility

ISPA.DE vs. MRL.MC - Volatility Comparison

The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 2.62%, while Merlin Properties SOCIMI SA (MRL.MC) has a volatility of 7.03%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than MRL.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISPA.DEMRL.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

7.03%

-4.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

18.61%

-12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

22.21%

-13.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

25.45%

-13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

26.73%

-11.94%

Dividends

ISPA.DE vs. MRL.MC - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.75%, more than MRL.MC's 1.17% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
MRL.MC
Merlin Properties SOCIMI SA		1.17%2.92%3.82%3.56%11.36%4.40%1.53%2.55%1.66%2.31%2.64%0.54%

Frequently Asked Questions

ISPA.DE and MRL.MC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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