ISPA.DE vs. YMAG.L

Last updated Jun 5, 2026

ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) and YMAG.L (YieldMax Big Tech Option Income UCITS ETF) are both exchange-traded funds - ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index, while YMAG.L is a Derivative Income fund actively managed by YieldMax. ISPA.DE is passively managed, while YMAG.L is actively managed. Over the past year, ISPA.DE returned 29.54% vs 11.97% for YMAG.L. At a 0.39 correlation, their price movements are largely independent. ISPA.DE charges 0.46%/yr vs 0.99%/yr for YMAG.L.

Performance

ISPA.DE vs. YMAG.L - 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 YieldMax Big Tech Option Income UCITS ETF (YMAG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ISPA.DE is traded in EUR, while YMAG.L is traded in USD. To make them comparable, the YMAG.L 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 13.48% return, which is significantly higher than YMAG.L's 6.98% 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%

YMAG.L

• 1D: -1.24%
• 1M: 6.21%
• YTD: 6.98%
• 6M: 3.69%
• 1Y: 11.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPA.DE vs. YMAG.L - Yearly Performance Comparison

	2026 (YTD)	2025
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE)	13.48%	14.40%
YMAG.L YieldMax Big Tech Option Income UCITS ETF	6.98%	8.18%

Correlation

The correlation between ISPA.DE and YMAG.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025	0.39

Return for Risk

ISPA.DE vs. YMAG.L — 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: 93
ISPA.DE Sharpe Ratio Rank: 92
ISPA.DE Sortino Ratio Rank: 93
ISPA.DE Omega Ratio Rank: 92
ISPA.DE Calmar Ratio Rank: 95
ISPA.DE Martin Ratio Rank: 94

YMAG.L

YMAG.L Risk / Return Rank: 20
YMAG.L Sharpe Ratio Rank: 23
YMAG.L Sortino Ratio Rank: 22
YMAG.L Omega Ratio Rank: 22
YMAG.L Calmar Ratio Rank: 17
YMAG.L Martin Ratio Rank: 17

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. YMAG.L - 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 YieldMax Big Tech Option Income UCITS ETF (YMAG.L). 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	YMAG.L	Difference
Sharpe ratio: Return per unit of total volatility	3.35	0.63	+2.72
Sortino ratio: Return per unit of downside risk	4.67	0.98	+3.69
Omega ratio: Gain probability vs. loss probability	1.62	1.12	+0.49
Calmar ratio: Return relative to maximum drawdown	8.10	0.59	+7.51
Martin ratio: Return relative to average drawdown	28.73	1.29	+27.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISPA.DE vs. YMAG.L - Sharpe Ratio Comparison

The current ISPA.DE Sharpe Ratio is 3.35, which is higher than the YMAG.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ISPA.DE and YMAG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ISPA.DE	YMAG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.35	0.63	+2.72
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	0.58	+0.09

Drawdowns

ISPA.DE vs. YMAG.L - Drawdown Comparison

The maximum ISPA.DE drawdown since its inception was -38.91%, which is greater than YMAG.L's maximum drawdown of -20.15%. Use the drawdown chart below to compare losses from any high point for ISPA.DE and YMAG.L.

Drawdown Indicators

	ISPA.DE	YMAG.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.91%	-20.15%	-18.76%
Max Drawdown (1Y) Largest decline over 1 year	-3.63%	-20.15%	+16.52%
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%	-2.81%	+1.72%
Average Drawdown Average peak-to-trough decline	-4.46%	-6.71%	+2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	9.25%	-8.22%

Volatility

ISPA.DE vs. YMAG.L - Volatility Comparison

The current volatility for iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) is 2.62%, while YieldMax Big Tech Option Income UCITS ETF (YMAG.L) has a volatility of 5.17%. This indicates that ISPA.DE experiences smaller price fluctuations and is considered to be less risky than YMAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISPA.DE	YMAG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	5.17%	-2.55%
Volatility (6M) Calculated over the trailing 6-month period	6.51%	13.33%	-6.82%
Volatility (1Y) Calculated over the trailing 1-year period	8.77%	18.81%	-10.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.00%	22.67%	-10.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.79%	22.67%	-7.88%

ISPA.DE vs. YMAG.L - Expense Ratio Comparison

ISPA.DE has a 0.46% expense ratio, which is lower than YMAG.L's 0.99% expense ratio.

Dividends

ISPA.DE vs. YMAG.L - Dividend Comparison

ISPA.DE's dividend yield for the trailing twelve months is around 3.75%, less than YMAG.L's 25.25% 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%
YMAG.L YieldMax Big Tech Option Income UCITS ETF	25.25%	17.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ISPA.DE and YMAG.L in my portfolio?

ISPA.DE and YMAG.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISPA.DE or YMAG.L?

On fees, ISPA.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISPA.DE or YMAG.L?

ISPA.DE is cheaper with a 0.46% expense ratio, compared with 0.99% for YMAG.L.

What is the main difference between ISPA.DE and YMAG.L?

ISPA.DE is categorized as Global Equities, while YMAG.L is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.46% for ISPA.DE and 0.99% for YMAG.L.