SXRG.DE vs. ISPA.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - SXRG.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Enhanced Focus CTB, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 10 years, SXRG.DE returned 10.73%/yr vs 8.98%/yr for ISPA.DE. A 0.70 correlation means they provide meaningful diversification when combined. SXRG.DE charges 0.43%/yr vs 0.46%/yr for ISPA.DE.
Performance
SXRG.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly higher than ISPA.DE's 13.48% return. Over the past 10 years, SXRG.DE has outperformed ISPA.DE with an annualized return of 10.73%, while ISPA.DE has yielded a comparatively lower 8.98% annualized return.
SXRG.DE
- 1D
- 0.84%
- 1M
- 4.42%
- YTD
- 16.26%
- 6M
- 16.37%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
ISPA.DE
- 1D
- 0.49%
- 1M
- 2.52%
- YTD
- 13.48%
- 6M
- 15.47%
- 1Y
- 29.54%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
SXRG.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -7.93% | 2.34% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -7.51% | 2.97% |
Correlation
The correlation between SXRG.DE and ISPA.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.70 |
The correlation between SXRG.DE and ISPA.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
SXRG.DE vs. ISPA.DE — Risk / Return Rank
SXRG.DE
ISPA.DE
SXRG.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.
| SXRG.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.62 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 8.10 | -2.95 |
| Martin ratioReturn relative to average drawdown | 15.48 | 28.73 | -13.25 |
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
| SXRG.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 3.35 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.91 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.68 | -0.15 |
Drawdowns
SXRG.DE vs. ISPA.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, which is greater than ISPA.DE's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and ISPA.DE.
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Drawdown Indicators
| SXRG.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -38.91% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -3.63% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -15.10% | -16.44% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -15.10% | -16.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -38.91% | -2.88% |
Current DrawdownCurrent decline from peak | 0.00% | -1.09% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -4.46% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.03% | +1.03% |
Volatility
SXRG.DE vs. ISPA.DE - Volatility Comparison
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) has a higher volatility of 3.75% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that SXRG.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
| SXRG.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.62% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 6.51% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 8.77% | +7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 12.00% | +7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 14.79% | +5.56% |
SXRG.DE vs. ISPA.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
SXRG.DE vs. ISPA.DE - Dividend Comparison
SXRG.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (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
SXRG.DE and ISPA.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRG.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRG.DE is cheaper with a 0.43% expense ratio, compared with 0.46% for ISPA.DE.
SXRG.DE is categorized as Small Cap Blend Equities, while ISPA.DE is Global Equities. SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.43% for SXRG.DE and 0.46% for ISPA.DE.
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