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SNA2.DE vs. ISPA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNA2.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.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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SNA2.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNA2.DE
iShares USD Treasury Bond UCITS ETF USD Dist
1.12%-5.92%6.08%0.13%-6.90%5.64%-2.06%-3.72%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
8.40%19.72%12.97%4.80%0.43%22.39%-9.12%10.05%

Returns By Period

In the year-to-date period, SNA2.DE achieves a 1.12% return, which is significantly lower than ISPA.DE's 8.40% return.


SNA2.DE

1D
-0.48%
1M
-0.84%
YTD
1.12%
6M
1.60%
1Y
-4.65%
3Y*
0.05%
5Y*
-0.20%
10Y*

ISPA.DE

1D
1.43%
1M
-0.65%
YTD
8.40%
6M
14.85%
1Y
24.98%
3Y*
15.95%
5Y*
10.64%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNA2.DE vs. ISPA.DE - Expense Ratio Comparison

SNA2.DE has a 0.07% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Return for Risk

SNA2.DE vs. ISPA.DE — Risk / Return Rank

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

SNA2.DE
SNA2.DE Risk / Return Rank: 44
Overall Rank
SNA2.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SNA2.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SNA2.DE Omega Ratio Rank: 33
Omega Ratio Rank
SNA2.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SNA2.DE Martin Ratio Rank: 66
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 8989
Overall Rank
ISPA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9393
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 8383
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.

SNA2.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.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.


SNA2.DEISPA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.63

1.96

-2.59

Sortino ratio

Return per unit of downside risk

-0.78

2.41

-3.18

Omega ratio

Gain probability vs. loss probability

0.90

1.43

-0.52

Calmar ratio

Return relative to maximum drawdown

-0.51

2.53

-3.04

Martin ratio

Return relative to average drawdown

-0.77

15.57

-16.34

SNA2.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current SNA2.DE Sharpe Ratio is -0.63, which is lower than the ISPA.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of SNA2.DE and ISPA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNA2.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

1.96

-2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.88

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.66

-0.78

Correlation

The correlation between SNA2.DE and ISPA.DE is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SNA2.DE vs. ISPA.DE - Dividend Comparison

SNA2.DE's dividend yield for the trailing twelve months is around 3.49%, less than ISPA.DE's 3.88% yield.


TTM20252024202320222021202020192018201720162015
SNA2.DE
iShares USD Treasury Bond UCITS ETF USD Dist
3.49%3.74%3.48%3.07%1.40%0.72%1.32%0.00%0.00%0.00%0.00%0.00%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.88%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Drawdowns

SNA2.DE vs. ISPA.DE - Drawdown Comparison

The maximum SNA2.DE drawdown since its inception was -17.70%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for SNA2.DE and ISPA.DE.


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Drawdown Indicators


SNA2.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.70%

-38.91%

+21.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-13.49%

+5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

-15.10%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-13.90%

-0.65%

-13.25%

Average Drawdown

Average peak-to-trough decline

-11.07%

-4.50%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

1.64%

+3.58%

Volatility

SNA2.DE vs. ISPA.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) is 1.92%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 3.33%. This indicates that SNA2.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


SNA2.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

3.33%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

6.49%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

7.40%

12.69%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.10%

12.01%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.03%

14.86%

-6.83%