ISPA.DE vs. SXR8.DE
ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, ISPA.DE returned 8.98%/yr vs 14.95%/yr for SXR8.DE. A 0.70 correlation means they provide meaningful diversification when combined. ISPA.DE charges 0.46%/yr vs 0.07%/yr for SXR8.DE.
Performance
ISPA.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ISPA.DE achieves a 13.48% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, ISPA.DE has underperformed SXR8.DE with an annualized return of 8.98%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
ISPA.DE
- 1D
- 0.49%
- 1M
- 2.52%
- YTD
- 13.48%
- 6M
- 15.47%
- 1Y
- 29.54%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ISPA.DE vs. SXR8.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) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -7.51% | 2.97% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between ISPA.DE and SXR8.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.70 |
The correlation between ISPA.DE and SXR8.DE shifts across timeframes, from 0.54 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ISPA.DE vs. SXR8.DE — Risk / Return Rank
ISPA.DE
SXR8.DE
ISPA.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| ISPA.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.41 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 8.10 | 3.58 | +4.52 |
| Martin ratioReturn relative to average drawdown | 28.73 | 12.71 | +16.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISPA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.35 | 2.21 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.96 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.92 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.79 | -0.12 |
Drawdowns
ISPA.DE vs. SXR8.DE - Drawdown Comparison
The maximum ISPA.DE drawdown since its inception was -38.91%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and SXR8.DE.
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Drawdown Indicators
| ISPA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.91% | -33.78% | -5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -7.13% | +3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -15.10% | -23.32% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -15.10% | -23.32% | +8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | -33.78% | -5.13% |
Current DrawdownCurrent decline from peak | -1.09% | -0.45% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -5.17% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.01% | -0.98% |
Volatility
ISPA.DE vs. SXR8.DE - Volatility Comparison
iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 2.62% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISPA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.65% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 7.57% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 11.56% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.00% | 15.16% | -3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 16.09% | -1.30% |
ISPA.DE vs. SXR8.DE - Expense Ratio Comparison
ISPA.DE has a 0.46% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
ISPA.DE vs. SXR8.DE - Dividend Comparison
ISPA.DE's dividend yield for the trailing twelve months is around 3.75%, while SXR8.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) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (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 SXR8.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for ISPA.DE.
ISPA.DE is categorized as Global Equities, while SXR8.DE is S&P 500. ISPA.DE tracks STOXX® Global Select Dividend 100 index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.46% for ISPA.DE and 0.07% for SXR8.DE.
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