SPYZ.DE vs. ISP.MI
Compare and contrast key facts about SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Intesa Sanpaolo SpA (ISP.MI).
SPYZ.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Financials 20/35 Capped. It was launched on Dec 5, 2014.
Performance
SPYZ.DE vs. ISP.MI - Performance Comparison
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SPYZ.DE vs. ISP.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | -3.45% | 48.26% | 25.23% | 21.51% | -2.51% | 28.19% | -15.32% | 24.02% | -19.59% | 12.30% |
ISP.MI Intesa Sanpaolo SpA | -10.13% | 64.16% | 59.21% | 39.63% | -1.55% | 29.48% | -5.44% | 33.15% | -24.89% | 21.93% |
Returns By Period
In the year-to-date period, SPYZ.DE achieves a -3.45% return, which is significantly higher than ISP.MI's -10.13% return. Over the past 10 years, SPYZ.DE has underperformed ISP.MI with an annualized return of 12.05%, while ISP.MI has yielded a comparatively higher 18.33% annualized return.
SPYZ.DE
- 1D
- 3.56%
- 1M
- -2.29%
- YTD
- -3.45%
- 6M
- 6.08%
- 1Y
- 20.61%
- 3Y*
- 27.78%
- 5Y*
- 19.05%
- 10Y*
- 12.05%
ISP.MI
- 1D
- -1.24%
- 1M
- -0.08%
- YTD
- -10.13%
- 6M
- -1.36%
- 1Y
- 19.01%
- 3Y*
- 42.30%
- 5Y*
- 28.10%
- 10Y*
- 18.33%
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Return for Risk
SPYZ.DE vs. ISP.MI — Risk / Return Rank
SPYZ.DE
ISP.MI
SPYZ.DE vs. ISP.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Intesa Sanpaolo SpA (ISP.MI). 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.
| SPYZ.DE | ISP.MI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.70 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.04 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.00 | +0.68 |
Martin ratioReturn relative to average drawdown | 5.60 | 3.34 | +2.25 |
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
| SPYZ.DE | ISP.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.70 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 1.03 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.58 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.28 | +0.17 |
Correlation
The correlation between SPYZ.DE and ISP.MI is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPYZ.DE vs. ISP.MI - Dividend Comparison
SPYZ.DE has not paid dividends to shareholders, while ISP.MI's dividend yield for the trailing twelve months is around 6.71%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISP.MI Intesa Sanpaolo SpA | 6.71% | 6.03% | 8.34% | 8.86% | 7.35% | 9.12% | 10.04% | 8.39% | 10.46% | 6.43% | 5.77% | 2.27% |
Drawdowns
SPYZ.DE vs. ISP.MI - Drawdown Comparison
The maximum SPYZ.DE drawdown since its inception was -45.16%, smaller than the maximum ISP.MI drawdown of -81.20%. Use the drawdown chart below to compare losses from any high point for SPYZ.DE and ISP.MI.
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Drawdown Indicators
| SPYZ.DE | ISP.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.16% | -81.20% | +36.04% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -18.96% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -42.70% | +19.53% |
Max Drawdown (10Y)Largest decline over 10 years | -45.16% | -51.49% | +6.33% |
Current DrawdownCurrent decline from peak | -6.74% | -13.17% | +6.43% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -29.25% | +19.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 5.69% | -1.99% |
Volatility
SPYZ.DE vs. ISP.MI - Volatility Comparison
The current volatility for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) is 7.70%, while Intesa Sanpaolo SpA (ISP.MI) has a volatility of 8.91%. This indicates that SPYZ.DE experiences smaller price fluctuations and is considered to be less risky than ISP.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYZ.DE | ISP.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 8.91% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 17.31% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.27% | 27.24% | -6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 27.07% | -8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.33% | 31.13% | -9.80% |