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

Performance

ISPA.DE vs. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISPA.DE is traded in EUR, while SPYD is traded in USD. To make them comparable, the SPYD 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 12.93% return, which is significantly higher than SPYD's 11.66% return. Over the past 10 years, ISPA.DE has outperformed SPYD with an annualized return of 9.01%, while SPYD has yielded a comparatively lower 8.36% annualized return.


ISPA.DE

1D
-0.85%
1M
2.60%
YTD
12.93%
6M
15.61%
1Y
28.78%
3Y*
18.43%
5Y*
10.89%
10Y*
9.01%

SPYD

1D
-0.23%
1M
2.29%
YTD
11.66%
6M
11.58%
1Y
14.07%
3Y*
11.34%
5Y*
7.76%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. SPYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
12.93%19.72%12.97%4.80%0.43%22.39%-9.12%24.24%-7.51%2.97%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
11.66%-7.77%22.96%0.80%4.95%42.66%-18.93%23.94%-0.43%-1.18%

Correlation

The correlation between ISPA.DE and SPYD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.42

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

0.46

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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2015

0.53

The correlation between ISPA.DE and SPYD shifts across timeframes, from 0.42 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISPA.DE vs. SPYD — 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: 9292
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9191
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
Martin Ratio Rank

SPYD
SPYD Risk / Return Rank: 4141
Overall Rank
SPYD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 4242
Sortino Ratio Rank
SPYD Omega Ratio Rank: 3636
Omega Ratio Rank
SPYD Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPYD Martin Ratio Rank: 4141
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. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.DESPYDDifference
Sharpe ratioReturn per unit of total volatility

+2.09

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.60

1.21

+0.39

Calmar ratioReturn relative to maximum drawdown

7.89

2.45

+5.44

Martin ratioReturn relative to average drawdown

28.06

6.50

+21.56

ISPA.DE vs. SPYD - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.27, which is higher than the SPYD Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of ISPA.DE and SPYD, 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.DESPYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.27

1.18

+2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.49

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.42

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.43

+0.24

Drawdowns

ISPA.DE vs. SPYD - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, smaller than the maximum SPYD drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and SPYD.


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Drawdown Indicators


ISPA.DESPYDDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-45.82%

+6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-5.77%

+2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

-19.95%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

-22.47%

+7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-45.82%

+6.91%

Current Drawdown

Current decline from peak

-1.57%

-3.11%

+1.54%

Average Drawdown

Average peak-to-trough decline

-4.47%

-8.09%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.17%

-1.15%

Volatility

ISPA.DE vs. SPYD - Volatility Comparison

iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a higher volatility of 2.84% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 2.67%. This indicates that ISPA.DE's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPA.DESPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

2.67%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

8.37%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

8.78%

11.97%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

15.86%

-3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

20.20%

-5.41%

ISPA.DE vs. SPYD - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Dividends

ISPA.DE vs. SPYD - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.76%, less than SPYD's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.76%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
4.21%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%

Frequently Asked Questions


ISPA.DE and SPYD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYD is cheaper with a 0.07% expense ratio, compared with 0.46% for ISPA.DE.

ISPA.DE is categorized as Global Equities, while SPYD is S&P 500. ISPA.DE tracks STOXX® Global Select Dividend 100 index, while SPYD tracks S&P 500 High Dividend Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for ISPA.DE and 0.07% for SPYD.

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