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PFE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PFE vs. ISPA.DE

Last updated Jun 9, 2026

PFE (Pfizer Inc.) is a stock, while ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) is Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Over the past 10 years, PFE returned 1.79%/yr vs 9.23%/yr for ISPA.DE. At a 0.31 correlation, their price movements are largely independent.

Performance

PFE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pfizer Inc. (PFE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PFE is traded in USD, while ISPA.DE is traded in EUR. To make them comparable, the ISPA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PFE achieves a 6.34% return, which is significantly lower than ISPA.DE's 12.16% return. Over the past 10 years, PFE has underperformed ISPA.DE with an annualized return of 1.79%, while ISPA.DE has yielded a comparatively higher 9.23% annualized return.

PFE

1D
-1.61%
1M
-0.23%
YTD
6.34%
6M
2.75%
1Y
17.39%
3Y*
-7.47%
5Y*
-3.62%
10Y*
1.79%

ISPA.DE

1D
0.60%
1M
0.90%
YTD
12.16%
6M
15.03%
1Y
31.44%
3Y*
21.88%
5Y*
9.96%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFE vs. ISPA.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PFE
Pfizer Inc.		6.34%0.65%-2.22%-41.26%-10.41%66.70%3.07%-6.91%24.82%15.90%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		12.16%35.16%6.51%8.11%-5.10%12.74%-0.24%21.61%-11.86%17.53%

Correlation

The correlation between PFE and ISPA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.28

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

0.27

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2009

0.31

The correlation between PFE and ISPA.DE shifts across timeframes, from 0.26 (10 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Pfizer Inc.

iShares STOXX Global Select Dividend 100 UCITS ETF (DE)

Often compared with PFE:
PFE vs. MRKPFE vs. JNJPFE vs. UNHPFE vs. ABBVPFE vs. MRNAPFE vs. SCHDPFE vs. SPY
Often compared with ISPA.DE:
ISPA.DE vs. VDIV.DEISPA.DE vs. VGWD.DEISPA.DE vs. FUSD.LISPA.DE vs. SPYDISPA.DE vs. LYYA.DEISPA.DE vs. QQQYISPA.DE vs. SPY

Return for Risk

PFE vs. ISPA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PFE
PFE Risk / Return Rank: 6565
Overall Rank
PFE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 6161
Sortino Ratio Rank
PFE Omega Ratio Rank: 5858
Omega Ratio Rank
PFE Calmar Ratio Rank: 7070
Calmar Ratio Rank
PFE Martin Ratio Rank: 6868
Martin Ratio Rank
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
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.

PFE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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.

PFEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility
0.73
3.02

-2.29

Sortino ratioReturn per unit of downside risk
1.25
4.18

-2.93

Omega ratioGain probability vs. loss probability

1.15

1.53

-0.38

Calmar ratioReturn relative to maximum drawdown

1.52

5.88

-4.36

Martin ratioReturn relative to average drawdown

3.11

20.02

-16.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFE vs. ISPA.DE - Sharpe Ratio Comparison

The current PFE Sharpe Ratio is 0.73, which is lower than the ISPA.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of PFE and ISPA.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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Sharpe Ratios by Period

PFEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

3.02

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.68

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.56

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.52

-0.18

Drawdowns

PFE vs. ISPA.DE - Drawdown Comparison

The maximum PFE drawdown since its inception was -69.24%, which is greater than ISPA.DE's maximum drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for PFE and ISPA.DE.

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Drawdown Indicators

PFEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.24%

-40.28%

-28.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-5.38%

-6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-40.75%

-13.70%

-27.05%

Max Drawdown (5Y)

Largest decline over 5 years

-58.96%

-24.03%

-34.93%

Max Drawdown (10Y)

Largest decline over 10 years

-58.96%

-40.28%

-18.68%

Current Drawdown

Current decline from peak

-46.90%

-1.37%

-45.53%

Average Drawdown

Average peak-to-trough decline

-22.89%

-5.77%

-17.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

1.58%

+4.03%

Volatility

PFE vs. ISPA.DE - Volatility Comparison

Pfizer Inc. (PFE) has a higher volatility of 4.78% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 3.09%. This indicates that PFE's price experiences larger fluctuations and is considered to be riskier 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

PFEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

3.09%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

7.98%

+6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

23.98%

10.48%

+13.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

14.43%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

16.27%

+7.62%

Dividends

PFE vs. ISPA.DE - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.71%, more than ISPA.DE's 3.75% yield.

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%
PFE
Pfizer Inc.		6.71%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

Frequently Asked Questions

PFE and ISPA.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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