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ISPA.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

ISPA.DE vs. USD=X - 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 USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 18.28% return, which is significantly higher than USD=X's 2.97% return. Over the past 10 years, ISPA.DE has outperformed USD=X with an annualized return of 8.70%, while USD=X has yielded a comparatively lower -0.38% annualized return.


ISPA.DE

1D
0.15%
1M
3.59%
6M
16.19%
YTD
18.28%
1Y
32.09%
3Y*
19.56%
5Y*
11.75%
10Y*
8.70%
ALL TIME*
10.22%

USD=X

1D
0.00%
1M
0.46%
6M
2.78%
YTD
2.97%
1Y
2.50%
3Y*
-0.83%
5Y*
0.63%
10Y*
-0.38%
ALL TIME*
1.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
18.28%19.72%12.97%4.78%-1.91%22.80%-9.12%24.23%-6.97%2.97%
USD=X
USD Cash
2.97%-11.87%6.60%-3.00%6.20%7.48%-8.24%2.26%4.69%-12.29%

Correlation

The correlation between ISPA.DE and USD=X is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.01

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

-0.04

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

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.13

The correlation between ISPA.DE and USD=X shifts across timeframes, from -0.05 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISPA.DE vs. USD=X — 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: 9797
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9696
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9797
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - 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 USD Cash (USD=X). 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.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+3.17

Sortino ratioReturn per unit of downside risk

+4.31

Omega ratioGain probability vs. loss probability

1.67

1.08

+0.59

Calmar ratioReturn relative to maximum drawdown

8.77

0.57

+8.20

Martin ratioReturn relative to average drawdown

31.80

1.30

+30.50

ISPA.DE vs. USD=X - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.64, which is higher than the USD=X Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ISPA.DE and USD=X, 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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Drawdowns

ISPA.DE vs. USD=X - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.90%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and USD=X.


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Drawdown Indicators


ISPA.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-38.90%

-20.32%

-18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-5.33%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-15.09%

-15.23%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-15.09%

-20.32%

+5.23%

Max Drawdown (10Y)

Largest decline over 10 years

-38.90%

-20.32%

-18.58%

Current Drawdown

Current decline from peak

-0.15%

-15.88%

+15.73%

Average Drawdown

Average peak-to-trough decline

-4.52%

-9.38%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.77%

-0.76%

Volatility

ISPA.DE vs. USD=X - Volatility Comparison

iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a higher volatility of 1.85% compared to USD Cash (USD=X) at 1.08%. This indicates that ISPA.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPA.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.08%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

4.62%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

8.78%

5.30%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.85%

6.42%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

6.14%

+8.50%

Frequently Asked Questions


ISPA.DE and USD=X have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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