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

Performance

ISPA.DE vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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 VYM is traded in USD. To make them comparable, the VYM values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ISPA.DE having a 13.48% return and VYM slightly lower at 12.86%. Over the past 10 years, ISPA.DE has underperformed VYM with an annualized return of 8.98%, while VYM has yielded a comparatively higher 11.42% annualized return.


ISPA.DE

1D
0.49%
1M
2.41%
YTD
13.48%
6M
15.60%
1Y
28.97%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%

VYM

1D
-0.19%
1M
3.93%
YTD
12.86%
6M
11.58%
1Y
22.78%
3Y*
15.16%
5Y*
12.55%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VYM
Vanguard High Dividend Yield ETF
12.86%1.73%25.36%3.38%5.74%35.64%-7.19%26.87%-1.51%2.11%

Correlation

The correlation between ISPA.DE and VYM is 0.56, 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

0.56

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

0.46

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

0.47

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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2009

0.56

The correlation between ISPA.DE and VYM shifts across timeframes, from 0.46 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISPA.DE vs. VYM — 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: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 8080
Overall Rank
VYM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8383
Sortino Ratio Rank
VYM Omega Ratio Rank: 8080
Omega Ratio Rank
VYM Calmar Ratio Rank: 7878
Calmar Ratio Rank
VYM Martin Ratio Rank: 7878
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. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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.DEVYMDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.62

1.38

+0.23

Calmar ratioReturn relative to maximum drawdown

8.10

4.72

+3.38

Martin ratioReturn relative to average drawdown

28.73

16.20

+12.54

ISPA.DE vs. VYM - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.35, which is higher than the VYM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ISPA.DE and VYM, 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.DEVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

2.13

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.89

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.67

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.54

+0.13

Drawdowns

ISPA.DE vs. VYM - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, smaller than the maximum VYM drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and VYM.


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Drawdown Indicators


ISPA.DEVYMDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-51.83%

+12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-4.85%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

-19.91%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

-19.91%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-34.24%

-4.67%

Current Drawdown

Current decline from peak

-1.09%

-1.07%

-0.02%

Average Drawdown

Average peak-to-trough decline

-4.46%

-8.16%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.41%

-0.38%

Volatility

ISPA.DE vs. VYM - Volatility Comparison

iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 2.62% and 2.53%, 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.DEVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.53%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

7.84%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

10.75%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

14.22%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

17.09%

-2.30%

ISPA.DE vs. VYM - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is higher than VYM's 0.04% expense ratio.


Dividends

ISPA.DE vs. VYM - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.75%, more than VYM's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VYM
Vanguard High Dividend Yield ETF
2.22%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


ISPA.DE and VYM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYM is cheaper with a 0.04% expense ratio, compared with 0.46% for ISPA.DE.

ISPA.DE is categorized as Global Equities, while VYM is Dividend. ISPA.DE tracks STOXX® Global Select Dividend 100 index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.46% for ISPA.DE and 0.04% for VYM.

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