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SPY1.DE vs. IS20.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY1.DE vs. IS20.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPY1.DE achieves a 2.00% return, which is significantly lower than IS20.DE's 9.38% return.


SPY1.DE

1D
-0.18%
1M
-1.34%
YTD
2.00%
6M
1.72%
1Y
-1.53%
3Y*
4.28%
5Y*
5.96%
10Y*
7.35%

IS20.DE

1D
-0.38%
1M
4.82%
YTD
9.38%
6M
8.62%
1Y
30.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY1.DE vs. IS20.DE - Yearly Performance Comparison


2026 (YTD)20252024
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
2.00%-7.26%-2.34%
IS20.DE
iShares S&P 500 Top 20 UCITS ETF USD Acc
9.38%6.77%6.20%

Correlation

The correlation between SPY1.DE and IS20.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.08

The correlation between SPY1.DE and IS20.DE shifts across timeframes, from -0.09 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPY1.DE vs. IS20.DE — Risk / Return Rank

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

SPY1.DE
SPY1.DE Risk / Return Rank: 77
Overall Rank
SPY1.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 77
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 77
Martin Ratio Rank

IS20.DE
IS20.DE Risk / Return Rank: 5555
Overall Rank
IS20.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IS20.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IS20.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS20.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IS20.DE Martin Ratio Rank: 4545
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.

SPY1.DE vs. IS20.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.


SPY1.DEIS20.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.98

1.35

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.23

2.35

-2.58

Martin ratioReturn relative to average drawdown

-0.48

7.30

-7.79

SPY1.DE vs. IS20.DE - Sharpe Ratio Comparison

The current SPY1.DE Sharpe Ratio is -0.15, which is lower than the IS20.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SPY1.DE and IS20.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


SPY1.DEIS20.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

2.02

-2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.77

-0.07

Drawdowns

SPY1.DE vs. IS20.DE - Drawdown Comparison

The maximum SPY1.DE drawdown since its inception was -35.30%, which is greater than IS20.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and IS20.DE.


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Drawdown Indicators


SPY1.DEIS20.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.30%

-26.30%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-12.73%

+5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-11.45%

-1.60%

-9.85%

Average Drawdown

Average peak-to-trough decline

-6.16%

-6.16%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

4.11%

-0.96%

Volatility

SPY1.DE vs. IS20.DE - Volatility Comparison

The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) is 3.46%, while iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a volatility of 3.65%. This indicates that SPY1.DE experiences smaller price fluctuations and is considered to be less risky than IS20.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPY1.DEIS20.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

3.65%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

10.03%

-2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

10.25%

14.81%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

19.57%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.00%

19.57%

-5.57%

SPY1.DE vs. IS20.DE - Expense Ratio Comparison

SPY1.DE has a 0.35% expense ratio, which is higher than IS20.DE's 0.10% expense ratio.


Dividends

SPY1.DE vs. IS20.DE - Dividend Comparison

Neither SPY1.DE nor IS20.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPY1.DE and IS20.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for SPY1.DE.

SPY1.DE tracks S&P 500 Low Volatility, while IS20.DE tracks S&P 500 Top 20 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for SPY1.DE and 0.10% for IS20.DE.

Portfolio Optimizer

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