SXR0.DE vs. ISPA.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while ISPA.DE tracks the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 10.92%/yr for ISPA.DE. A 0.62 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.46%/yr for ISPA.DE.
Performance
SXR0.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 2.15% return, which is significantly lower than ISPA.DE's 14.66% return.
SXR0.DE
- 1D
- 0.23%
- 1M
- 1.78%
- 6M
- 3.00%
- YTD
- 2.15%
- 1Y
- 2.76%
- 3Y*
- 8.28%
- 5Y*
- 4.77%
- 10Y*
- —
ISPA.DE
- 1D
- 0.47%
- 1M
- 1.53%
- 6M
- 13.66%
- YTD
- 14.66%
- 1Y
- 28.82%
- 3Y*
- 18.87%
- 5Y*
- 10.92%
- 10Y*
- 8.88%
SXR0.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 14.66% | 19.72% | 12.97% | 4.78% | -1.91% | 22.80% | -9.12% | 24.23% | -6.97% | 0.50% |
Correlation
The correlation between SXR0.DE and ISPA.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.62 |
The correlation between SXR0.DE and ISPA.DE shifts across timeframes, from 0.44 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR0.DE vs. ISPA.DE — Risk / Return Rank
SXR0.DE
ISPA.DE
SXR0.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR0.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.96 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.59 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 7.87 | -7.35 |
| Martin ratioReturn relative to average drawdown | 1.13 | 28.42 | -27.30 |
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Drawdowns
SXR0.DE vs. ISPA.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum ISPA.DE drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and ISPA.DE.
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Drawdown Indicators
| SXR0.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -38.90% | +11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -3.64% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -15.09% | +5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -15.09% | -0.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.90% | — |
Current DrawdownCurrent decline from peak | -1.95% | -0.29% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -4.53% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.01% | +1.43% |
Volatility
SXR0.DE vs. ISPA.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) have volatilities of 2.35% and 2.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR0.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.36% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 6.87% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 8.95% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 11.97% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 14.65% | -3.04% |
SXR0.DE vs. ISPA.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
SXR0.DE vs. ISPA.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.71% | 4.52% | 4.89% | 5.91% | 4.87% | 3.31% | 4.04% | 4.02% | 4.01% | 5.66% | 3.64% | 4.35% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR0.DE and ISPA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE is cheaper with a 0.35% expense ratio, compared with 0.46% for ISPA.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.35% for SXR0.DE and 0.46% for ISPA.DE.
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