ISPA.DE vs. SXR0.DE
ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds from iShares - ISPA.DE tracks the STOXX Global Select Dividend 100 while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, ISPA.DE returned 11.61%/yr vs 4.62%/yr for SXR0.DE. A 0.61 correlation means they provide meaningful diversification when combined. ISPA.DE charges 0.46%/yr vs 0.35%/yr for SXR0.DE.
Performance
ISPA.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ISPA.DE achieves a 18.46% return, which is significantly higher than SXR0.DE's 2.62% return.
ISPA.DE
- 1D
- 0.36%
- 1M
- 3.10%
- 6M
- 14.70%
- YTD
- 18.46%
- 1Y
- 32.82%
- 3Y*
- 20.37%
- 5Y*
- 11.61%
- 10Y*
- 8.82%
SXR0.DE
- 1D
- 0.70%
- 1M
- 2.14%
- 6M
- 2.74%
- YTD
- 2.62%
- 1Y
- 4.36%
- 3Y*
- 8.50%
- 5Y*
- 4.62%
- 10Y*
- —
ISPA.DE vs. SXR0.DE - 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) | 18.46% | 19.72% | 12.97% | 4.78% | -1.91% | 22.80% | -9.12% | 24.23% | -6.97% | 0.50% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
Correlation
The correlation between ISPA.DE and SXR0.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.61 |
Over the past year, the correlation between ISPA.DE and SXR0.DE has dropped to 0.41 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
ISPA.DE vs. SXR0.DE — Risk / Return Rank
ISPA.DE
SXR0.DE
ISPA.DE vs. SXR0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISPA.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.19 | ||
| Sortino ratioReturn per unit of downside risk | +4.32 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.10 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 8.96 | 0.83 | +8.14 |
| Martin ratioReturn relative to average drawdown | 32.52 | 1.77 | +30.75 |
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Drawdowns
ISPA.DE vs. SXR0.DE - Drawdown Comparison
The maximum ISPA.DE drawdown since its inception was -38.90%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and SXR0.DE.
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Drawdown Indicators
| ISPA.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.90% | -27.73% | -11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -5.26% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -15.09% | -9.18% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -15.09% | -15.61% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.90% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.49% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -3.95% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.46% | -1.45% |
Volatility
ISPA.DE vs. SXR0.DE - Volatility Comparison
The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 1.81%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.16%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than SXR0.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.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 2.16% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 5.96% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.86% | 8.21% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 10.15% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.63% | 11.60% | +3.03% |
ISPA.DE vs. SXR0.DE - Expense Ratio Comparison
ISPA.DE has a 0.46% expense ratio, which is higher than SXR0.DE's 0.35% expense ratio.
Dividends
ISPA.DE vs. SXR0.DE - Dividend Comparison
ISPA.DE's dividend yield for the trailing twelve months is around 3.91%, while SXR0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.91% | 4.52% | 4.89% | 5.91% | 4.87% | 3.31% | 4.04% | 4.02% | 4.01% | 5.66% | 3.64% | 4.35% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISPA.DE and SXR0.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE is cheaper with a 0.35% expense ratio, compared with 0.46% for ISPA.DE.
ISPA.DE tracks STOXX Global Select Dividend 100, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). Their fees differ too: 0.46% for ISPA.DE and 0.35% for SXR0.DE.
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