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ISPY.L vs. EXV6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISPY.L vs. EXV6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Cyber Security UCITS ETF (ISPY.L) and iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISPY.L is traded in GBp, while EXV6.DE is traded in EUR. To make them comparable, the EXV6.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISPY.L achieves a 44.89% return, which is significantly higher than EXV6.DE's 10.72% return. Over the past 10 years, ISPY.L has outperformed EXV6.DE with an annualized return of 16.69%, while EXV6.DE has yielded a comparatively lower 13.58% annualized return.


ISPY.L

1D
0.85%
1M
11.78%
6M
50.01%
YTD
44.89%
1Y
41.53%
3Y*
26.97%
5Y*
12.45%
10Y*
16.69%
ALL TIME*
11.95%

EXV6.DE

1D
-0.97%
1M
-9.57%
6M
2.70%
YTD
10.72%
1Y
52.85%
3Y*
13.60%
5Y*
8.89%
10Y*
13.58%
ALL TIME*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPY.L vs. EXV6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISPY.L
L&G Cyber Security UCITS ETF
44.89%0.28%19.68%34.35%-24.57%9.18%37.24%25.65%14.46%13.11%
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
10.72%40.11%-12.70%-4.26%15.35%17.80%19.19%15.96%-12.37%27.73%

Correlation

The correlation between ISPY.L and EXV6.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.20

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

0.25

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2015

0.29

The correlation between ISPY.L and EXV6.DE shifts across timeframes, from 0.10 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISPY.L vs. EXV6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISPY.L
ISPY.L Risk / Return Rank: 5555
Overall Rank
ISPY.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISPY.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
ISPY.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISPY.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
ISPY.L Martin Ratio Rank: 4242
Martin Ratio Rank

EXV6.DE
EXV6.DE Risk / Return Rank: 7878
Overall Rank
EXV6.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EXV6.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
EXV6.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXV6.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EXV6.DE Martin Ratio Rank: 7070
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.

ISPY.L vs. EXV6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (ISPY.L) and iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.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.

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.


ISPY.LEXV6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.03

2.70

-0.67

Martin ratioReturn relative to average drawdown

5.05

8.45

-3.40

ISPY.L vs. EXV6.DE - Sharpe Ratio Comparison

The current ISPY.L Sharpe Ratio is 1.49, which is comparable to the EXV6.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ISPY.L and EXV6.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.


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Drawdowns

ISPY.L vs. EXV6.DE - Drawdown Comparison

The maximum ISPY.L drawdown since its inception was -50.17%, smaller than the maximum EXV6.DE drawdown of -73.50%. Use the drawdown chart below to compare losses from any high point for ISPY.L and EXV6.DE.


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Drawdown Indicators


ISPY.LEXV6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.17%

-73.50%

+23.33%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-19.45%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-33.39%

+5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-35.32%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-31.77%

-42.15%

+10.38%

Current Drawdown

Current decline from peak

-4.42%

-17.64%

+13.22%

Average Drawdown

Average peak-to-trough decline

-12.85%

-29.04%

+16.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.20%

6.23%

+1.97%

Volatility

ISPY.L vs. EXV6.DE - Volatility Comparison

L&G Cyber Security UCITS ETF (ISPY.L) has a higher volatility of 10.69% compared to iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) at 8.99%. This indicates that ISPY.L's price experiences larger fluctuations and is considered to be riskier than EXV6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPY.LEXV6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

8.99%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

24.88%

23.59%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

27.85%

26.84%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.58%

25.68%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

26.52%

-2.04%

ISPY.L vs. EXV6.DE - Expense Ratio Comparison

ISPY.L has a 0.69% expense ratio, which is higher than EXV6.DE's 0.46% expense ratio.


Dividends

ISPY.L vs. EXV6.DE - Dividend Comparison

ISPY.L has not paid dividends to shareholders, while EXV6.DE's dividend yield for the trailing twelve months is around 1.81%.


PositionTTM20252024202320222021202020192018201720162015
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
1.81%1.95%3.23%3.57%6.02%5.15%2.86%5.56%2.93%2.14%1.80%5.20%
ISPY.L
L&G Cyber Security UCITS ETF
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


ISPY.L and EXV6.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXV6.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXV6.DE is cheaper with a 0.46% expense ratio, compared with 0.69% for ISPY.L.

ISPY.L is categorized as Cybersecurity, while EXV6.DE is Industrials Equities. ISPY.L tracks ISE Cyber Security UCITS Index, while EXV6.DE tracks STOXX® Europe 600 Basic Resources. They also come from different issuers: L&G and iShares. Their fees differ too: 0.69% for ISPY.L and 0.46% for EXV6.DE.

Portfolio Optimizer

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