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ISPA.DE vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISPA.DE and QYLD is 0.34, 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.


-0.50.00.51.00.3

Performance

ISPA.DE vs. QYLD - 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 Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.98%
10.06%
ISPA.DE
QYLD

Key characteristics

Sharpe Ratio

ISPA.DE:

1.89

QYLD:

1.74

Sortino Ratio

ISPA.DE:

2.52

QYLD:

2.37

Omega Ratio

ISPA.DE:

1.34

QYLD:

1.40

Calmar Ratio

ISPA.DE:

2.88

QYLD:

2.43

Martin Ratio

ISPA.DE:

11.30

QYLD:

12.86

Ulcer Index

ISPA.DE:

1.70%

QYLD:

1.46%

Daily Std Dev

ISPA.DE:

10.22%

QYLD:

10.86%

Max Drawdown

ISPA.DE:

-38.91%

QYLD:

-24.75%

Current Drawdown

ISPA.DE:

0.00%

QYLD:

-1.70%

Returns By Period

In the year-to-date period, ISPA.DE achieves a 4.01% return, which is significantly higher than QYLD's 2.74% return. Over the past 10 years, ISPA.DE has underperformed QYLD with an annualized return of 5.59%, while QYLD has yielded a comparatively higher 8.79% annualized return.


ISPA.DE

YTD

4.01%

1M

2.34%

6M

9.63%

1Y

18.44%

5Y*

5.74%

10Y*

5.59%

QYLD

YTD

2.74%

1M

-0.11%

6M

10.07%

1Y

17.21%

5Y*

7.63%

10Y*

8.79%

*Annualized

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ISPA.DE vs. QYLD - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is lower than QYLD's 0.60% expense ratio.


QYLD
Global X NASDAQ 100 Covered Call ETF
Expense ratio chart for QYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for ISPA.DE: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

ISPA.DE vs. QYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISPA.DE
The Risk-Adjusted Performance Rank of ISPA.DE is 7979
Overall Rank
The Sharpe Ratio Rank of ISPA.DE is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ISPA.DE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ISPA.DE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ISPA.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ISPA.DE is 8181
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 7878
Overall Rank
The Sharpe Ratio Rank of QYLD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISPA.DE vs. QYLD - 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 Global X NASDAQ 100 Covered Call ETF (QYLD). 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.


Sharpe ratio
The chart of Sharpe ratio for ISPA.DE, currently valued at 1.15, compared to the broader market0.002.004.001.151.55
The chart of Sortino ratio for ISPA.DE, currently valued at 1.62, compared to the broader market0.005.0010.001.622.13
The chart of Omega ratio for ISPA.DE, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.36
The chart of Calmar ratio for ISPA.DE, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.652.15
The chart of Martin ratio for ISPA.DE, currently valued at 4.29, compared to the broader market0.0020.0040.0060.0080.00100.004.2911.39
ISPA.DE
QYLD

The current ISPA.DE Sharpe Ratio is 1.89, which is comparable to the QYLD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of ISPA.DE and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.15
1.55
ISPA.DE
QYLD

Dividends

ISPA.DE vs. QYLD - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 4.76%, less than QYLD's 11.38% yield.


TTM20242023202220212020201920182017201620152014
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%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.38%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

ISPA.DE vs. QYLD - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and QYLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.61%
-1.70%
ISPA.DE
QYLD

Volatility

ISPA.DE vs. QYLD - Volatility Comparison

The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 1.61%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 2.85%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.61%
2.85%
ISPA.DE
QYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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