LVLC.DE vs. ISPA.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both Global Equities funds - LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon while ISPA.DE tracks the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 3 years, LVLC.DE returned 12.70%/yr vs 18.65%/yr for ISPA.DE. A 0.64 correlation means they provide meaningful diversification when combined. LVLC.DE charges 0.25%/yr vs 0.46%/yr for ISPA.DE.
Performance
LVLC.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than ISPA.DE's 13.48% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
LVLC.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 2.94% |
Correlation
The correlation between LVLC.DE and ISPA.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.64 |
The correlation between LVLC.DE and ISPA.DE has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. ISPA.DE — Risk / Return Rank
LVLC.DE
ISPA.DE
LVLC.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.
| LVLC.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.62 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 8.10 | -6.30 |
| Martin ratioReturn relative to average drawdown | 6.55 | 28.73 | -22.18 |
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
| LVLC.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 3.35 | -2.18 |
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 | 0.96 | 0.68 | +0.28 |
Drawdowns
LVLC.DE vs. ISPA.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and ISPA.DE.
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Drawdown Indicators
| LVLC.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -38.91% | +22.88% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -3.63% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.10% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.10% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -0.43% | -1.09% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -4.46% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.03% | +0.53% |
Volatility
LVLC.DE vs. ISPA.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 2.62%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVLC.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.62% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 6.51% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 8.77% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 12.00% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 14.79% | -4.22% |
LVLC.DE vs. ISPA.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
LVLC.DE vs. ISPA.DE - Dividend Comparison
LVLC.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| 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% |
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 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
LVLC.DE and ISPA.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVLC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVLC.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for ISPA.DE.
LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for LVLC.DE and 0.46% for ISPA.DE.
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