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

Performance

SELD.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) 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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Returns By Period

The year-to-date returns for both stocks are quite close, with SELD.DE having a 13.74% return and ISPA.DE slightly lower at 13.08%. Over the past 10 years, SELD.DE has outperformed ISPA.DE with an annualized return of 9.89%, while ISPA.DE has yielded a comparatively lower 8.86% annualized return.


SELD.DE

1D
0.99%
1M
2.50%
YTD
13.74%
6M
18.71%
1Y
31.55%
3Y*
22.85%
5Y*
12.49%
10Y*
9.89%

ISPA.DE

1D
0.18%
1M
2.05%
YTD
13.08%
6M
15.53%
1Y
28.49%
3Y*
18.22%
5Y*
10.53%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
13.74%44.48%5.76%10.24%-10.11%24.11%-9.43%27.66%-4.89%5.01%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
13.08%19.72%12.97%4.78%-1.91%22.80%-9.12%24.23%-6.97%2.97%

Correlation

The correlation between SELD.DE and ISPA.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.82

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

0.83

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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.82

The correlation between SELD.DE and ISPA.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

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Return for Risk

SELD.DE vs. ISPA.DE — Risk / Return Rank

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

SELD.DE
SELD.DE Risk / Return Rank: 8787
Overall Rank
SELD.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8484
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9494
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9595
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.


SELD.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.46

1.57

-0.11

Calmar ratioReturn relative to maximum drawdown

4.61

7.66

-3.04

Martin ratioReturn relative to average drawdown

15.46

26.77

-11.30

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

The current SELD.DE Sharpe Ratio is 2.60, which is comparable to the ISPA.DE Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of SELD.DE 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


SELD.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

3.14

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.87

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.60

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.68

-0.61

Drawdowns

SELD.DE vs. ISPA.DE - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -68.61%, which is greater than ISPA.DE's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for SELD.DE and ISPA.DE.


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Drawdown Indicators


SELD.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-38.90%

-29.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-3.64%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-14.12%

-15.09%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-15.09%

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-40.63%

-38.90%

-1.73%

Current Drawdown

Current decline from peak

-2.10%

-1.46%

-0.64%

Average Drawdown

Average peak-to-trough decline

-39.62%

-4.55%

-35.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.02%

+0.99%

Volatility

SELD.DE vs. ISPA.DE - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.85% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.45%. This indicates that SELD.DE'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


SELD.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

2.45%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

6.70%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

8.90%

+3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

11.96%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

14.75%

+2.65%

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

SELD.DE has a 0.30% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

SELD.DE vs. ISPA.DE - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.70%, more than ISPA.DE's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.76%4.52%4.89%5.91%4.87%3.31%4.04%4.02%4.01%5.66%3.64%4.35%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.70%6.48%6.46%5.97%7.70%4.52%5.09%5.34%5.60%4.75%0.00%0.00%

Frequently Asked Questions


SELD.DE and ISPA.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SELD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SELD.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for ISPA.DE.

SELD.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. SELD.DE tracks STOXX® Europe Select Dividend 30, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for SELD.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

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