ISPA.DE vs. VYM
ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, ISPA.DE returned 8.98%/yr vs 11.42%/yr for VYM. A 0.56 correlation means they provide meaningful diversification when combined. ISPA.DE charges 0.46%/yr vs 0.04%/yr for VYM.
Performance
ISPA.DE vs. VYM - Performance Comparison
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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%
ISPA.DE vs. VYM - 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% |
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
ISPA.DE
VYM
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.DE | VYM | Difference | |
|---|---|---|---|
| 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 |
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 | VYM | Difference | |
|---|---|---|---|
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.DE | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.09% | -1.07% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -8.16% | +3.70% |
Ulcer IndexDepth 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.DE | VYM | Difference | |
|---|---|---|---|
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.
| 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% |
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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