PortfoliosLab logoPortfoliosLab logo
ISPA.DE vs. XWEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISPA.DE vs. XWEB.DE - 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 Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ISPA.DE achieves a 13.48% return, which is significantly higher than XWEB.DE's 1.64% 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%

XWEB.DE

1D
0.38%
1M
1.45%
YTD
1.64%
6M
1.85%
1Y
3.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. XWEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
13.48%19.72%12.97%9.37%
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
1.64%1.61%16.94%4.70%

Correlation

The correlation between ISPA.DE and XWEB.DE is 0.54, 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

0.54

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2023

0.58

The correlation between ISPA.DE and XWEB.DE has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISPA.DE vs. XWEB.DE — 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

XWEB.DE
XWEB.DE Risk / Return Rank: 1515
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1616
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. XWEB.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 Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.DEXWEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.94

Sortino ratioReturn per unit of downside risk

+4.05

Omega ratioGain probability vs. loss probability

1.62

1.07

+0.54

Calmar ratioReturn relative to maximum drawdown

8.10

0.63

+7.46

Martin ratioReturn relative to average drawdown

28.73

1.53

+27.21

ISPA.DE vs. XWEB.DE - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.35, which is higher than the XWEB.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ISPA.DE and XWEB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ISPA.DEXWEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

0.41

+2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.89

-0.21

Drawdowns

ISPA.DE vs. XWEB.DE - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and XWEB.DE.


Loading charts...

Drawdown Indicators


ISPA.DEXWEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-14.46%

-24.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-5.03%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-1.09%

-3.10%

+2.01%

Average Drawdown

Average peak-to-trough decline

-4.46%

-3.02%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.10%

-1.07%

Volatility

ISPA.DE vs. XWEB.DE - Volatility Comparison

iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a higher volatility of 2.62% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that ISPA.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISPA.DEXWEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.21%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

5.37%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

7.78%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

9.49%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

9.49%

+5.30%

ISPA.DE vs. XWEB.DE - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is higher than XWEB.DE's 0.25% expense ratio.


Dividends

ISPA.DE vs. XWEB.DE - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.75%, while XWEB.DE has not paid dividends to shareholders.


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%
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
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 XWEB.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for ISPA.DE.

ISPA.DE tracks STOXX® Global Select Dividend 100 index, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for ISPA.DE and 0.25% for XWEB.DE.

Portfolio Optimizer

Find the right allocation for ISPA.DE and XWEB.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer