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

Performance

ISPA.DE vs. QQQY - 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 Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

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ISPA.DE vs. QQQY - Yearly Performance Comparison


2026 (YTD)202520242023
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
8.40%19.72%12.97%4.29%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
-3.35%1.32%14.80%3.39%
Different Trading Currencies

ISPA.DE is traded in EUR, while QQQY is traded in USD. To make them comparable, the QQQY 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 8.40% return, which is significantly higher than QQQY's -3.35% return.


ISPA.DE

1D
1.43%
1M
-0.65%
YTD
8.40%
6M
14.85%
1Y
24.98%
3Y*
15.95%
5Y*
10.64%
10Y*
8.81%

QQQY

1D
1.09%
1M
-2.28%
YTD
-3.35%
6M
-2.57%
1Y
7.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISPA.DE vs. QQQY - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is lower than QQQY's 0.99% expense ratio.


Return for Risk

ISPA.DE vs. QQQY — 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: 8989
Overall Rank
ISPA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9393
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9595
Martin Ratio Rank

QQQY
QQQY Risk / Return Rank: 4747
Overall Rank
QQQY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QQQY Sortino Ratio Rank: 3939
Sortino Ratio Rank
QQQY Omega Ratio Rank: 4545
Omega Ratio Rank
QQQY Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQQY Martin Ratio Rank: 4848
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. QQQY - 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 Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.DEQQQYDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.38

+1.58

Sortino ratio

Return per unit of downside risk

2.41

0.57

+1.84

Omega ratio

Gain probability vs. loss probability

1.43

1.09

+0.33

Calmar ratio

Return relative to maximum drawdown

2.53

0.55

+1.98

Martin ratio

Return relative to average drawdown

15.57

1.98

+13.59

ISPA.DE vs. QQQY - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 1.96, which is higher than the QQQY Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of ISPA.DE and QQQY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISPA.DEQQQYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.38

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.38

+0.28

Correlation

The correlation between ISPA.DE and QQQY is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ISPA.DE vs. QQQY - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.88%, less than QQQY's 44.97% yield.


TTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.88%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
44.97%45.34%83.34%20.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISPA.DE vs. QQQY - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, which is greater than QQQY's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and QQQY.


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Drawdown Indicators


ISPA.DEQQQYDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-19.05%

-19.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-11.30%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-0.65%

-7.05%

+6.40%

Average Drawdown

Average peak-to-trough decline

-4.50%

-3.04%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

3.40%

-1.76%

Volatility

ISPA.DE vs. QQQY - Volatility Comparison

The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 3.33%, while Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) has a volatility of 5.49%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPA.DEQQQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.49%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.49%

11.55%

-5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

19.03%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.01%

16.27%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

16.27%

-1.41%