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

Performance

ISPA.DE vs. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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 lower than PSWD.DE's 16.46% return. Over the past 10 years, ISPA.DE has underperformed PSWD.DE with an annualized return of 8.98%, while PSWD.DE has yielded a comparatively higher 11.86% 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%

PSWD.DE

1D
-0.19%
1M
4.72%
YTD
16.46%
6M
17.75%
1Y
32.88%
3Y*
18.93%
5Y*
13.34%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. PSWD.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%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
16.46%14.64%17.68%12.73%-3.63%31.90%-3.90%26.32%-9.60%5.60%

Correlation

The correlation between ISPA.DE and PSWD.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.83

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

0.85

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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2014

0.81

The correlation between ISPA.DE and PSWD.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

ISPA.DE vs. PSWD.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

PSWD.DE
PSWD.DE Risk / Return Rank: 9191
Overall Rank
PSWD.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 9292
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. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.DEPSWD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.62

1.58

+0.04

Calmar ratioReturn relative to maximum drawdown

8.10

5.56

+2.54

Martin ratioReturn relative to average drawdown

28.73

22.39

+6.34

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

The current ISPA.DE Sharpe Ratio is 3.35, which is comparable to the PSWD.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of ISPA.DE and PSWD.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.DEPSWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

3.10

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

1.00

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.80

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.68

0.00

Drawdowns

ISPA.DE vs. PSWD.DE - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, which is greater than PSWD.DE's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and PSWD.DE.


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Drawdown Indicators


ISPA.DEPSWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-36.39%

-2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-5.89%

+2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

-18.19%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

-18.19%

+3.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-36.39%

-2.52%

Current Drawdown

Current decline from peak

-1.09%

-0.31%

-0.78%

Average Drawdown

Average peak-to-trough decline

-4.46%

-4.65%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.46%

-0.43%

Volatility

ISPA.DE vs. PSWD.DE - Volatility Comparison

The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 2.62%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a volatility of 3.08%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than PSWD.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.DEPSWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.08%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

7.86%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

10.54%

-1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

13.16%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

15.19%

-0.40%

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

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


Dividends

ISPA.DE vs. PSWD.DE - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.75%, more than PSWD.DE's 1.75% 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%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.75%2.03%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%

Frequently Asked Questions


ISPA.DE and PSWD.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

ISPA.DE tracks STOXX® Global Select Dividend 100 index, while PSWD.DE tracks FTSE RAFI All-World 3000. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for ISPA.DE and 0.39% for PSWD.DE.

Portfolio Optimizer

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