ISPA.DE vs. SPYD

Last updated Apr 2, 2026

Compare and contrast key facts about iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).

ISPA.DE and SPYD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISPA.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Global Select Dividend 100 index. It was launched on Sep 25, 2009. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015. Both ISPA.DE and SPYD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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

ISPA.DE vs. SPYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE)	8.40%	19.72%	12.97%	4.80%	0.43%	22.39%	-9.12%	24.24%	-7.51%	2.97%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	7.55%	-7.77%	22.96%	0.80%	4.95%	42.66%	-18.93%	23.94%	-0.43%	-1.18%

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 8.40% return, which is significantly higher than SPYD's 7.55% return. Over the past 10 years, ISPA.DE has outperformed SPYD with an annualized return of 8.81%, while SPYD has yielded a comparatively lower 8.29% annualized 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%

SPYD

• 1D: -0.48%
• 1M: -3.37%
• YTD: 7.55%
• 6M: 6.46%
• 1Y: 0.37%
• 3Y*: 8.68%
• 5Y*: 8.09%
• 10Y*: 8.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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.

ISPA.DE

iShares STOXX Global Select Dividend 100 UCITS ETF (DE)

SPYD

SPDR Portfolio S&P 500 High Dividend ETF

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: 89
ISPA.DE Sharpe Ratio Rank: 89
ISPA.DE Sortino Ratio Rank: 86
ISPA.DE Omega Ratio Rank: 93
ISPA.DE Calmar Ratio Rank: 83
ISPA.DE Martin Ratio Rank: 95

SPYD

SPYD Risk / Return Rank: 25
SPYD Sharpe Ratio Rank: 26
SPYD Sortino Ratio Rank: 25
SPYD Omega Ratio Rank: 24
SPYD Calmar Ratio Rank: 25
SPYD Martin Ratio Rank: 26

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 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.DE	SPYD	Difference
Sharpe ratio Return per unit of total volatility	1.96	0.02	+1.94
Sortino ratio Return per unit of downside risk	2.41	0.15	+2.26
Omega ratio Gain probability vs. loss probability	1.43	1.02	+0.40
Calmar ratio Return relative to maximum drawdown	2.53	0.02	+2.50
Martin ratio Return relative to average drawdown	15.57	0.04	+15.53
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. SPYD - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 1.96, which is higher than the SPYD Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of ISPA.DE and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ISPA.DE	SPYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	0.02	+1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.51	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.41	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.42	+0.24

Correlation

The correlation between ISPA.DE and SPYD is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ISPA.DE vs. SPYD - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.88%, less than SPYD's 4.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	4.38%	4.52%	4.31%	4.66%	5.01%	3.68%	4.95%	4.42%	4.75%	4.63%	4.34%	1.13%

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.

Drawdown Indicators

	ISPA.DE	SPYD	Difference
Max Drawdown Largest peak-to-trough decline	-38.91%	-46.42%	+7.51%
Max Drawdown (1Y) Largest decline over 1 year	-13.49%	-12.35%	-1.14%
Max Drawdown (5Y) Largest decline over 5 years	-15.10%	-22.25%	+7.15%
Max Drawdown (10Y) Largest decline over 10 years	-38.91%	-46.42%	+7.51%
Current Drawdown Current decline from peak	-0.65%	-4.70%	+4.05%
Average Drawdown Average peak-to-trough decline	-4.50%	-6.24%	+1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	3.47%	-1.83%

Volatility

ISPA.DE vs. SPYD - Volatility Comparison

iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a higher volatility of 3.33% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 2.86%. 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.

Volatility by Period

	ISPA.DE	SPYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	2.86%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	6.49%	9.13%	-2.64%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	17.64%	-4.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.01%	15.95%	-3.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.86%	20.23%	-5.37%