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

Performance

VYM vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) 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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Different Trading Currencies

VYM is traded in USD, while ISPA.DE is traded in EUR. To make them comparable, the ISPA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VYM achieves a 10.82% return, which is significantly lower than ISPA.DE's 12.16% return. Over the past 10 years, VYM has outperformed ISPA.DE with an annualized return of 11.70%, while ISPA.DE has yielded a comparatively lower 9.23% annualized return.


VYM

1D
-0.08%
1M
1.71%
YTD
10.82%
6M
10.58%
1Y
24.30%
3Y*
17.89%
5Y*
11.33%
10Y*
11.70%

ISPA.DE

1D
0.60%
1M
0.90%
YTD
12.16%
6M
15.03%
1Y
31.44%
3Y*
21.88%
5Y*
9.96%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF
10.82%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
12.16%35.16%6.51%8.11%-5.10%12.74%-0.24%21.61%-11.86%17.53%

Correlation

The correlation between VYM and ISPA.DE is 0.63, 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

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2009

0.58

The correlation between VYM and ISPA.DE shifts across timeframes, from 0.52 (3 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VYM vs. ISPA.DE — Risk / Return Rank

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

VYM
VYM Risk / Return Rank: 8080
Overall Rank
VYM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8383
Sortino Ratio Rank
VYM Omega Ratio Rank: 8080
Omega Ratio Rank
VYM Calmar Ratio Rank: 7878
Calmar Ratio Rank
VYM Martin Ratio Rank: 7878
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) 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.


VYMISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.43

1.53

-0.11

Calmar ratioReturn relative to maximum drawdown

3.65

5.88

-2.23

Martin ratioReturn relative to average drawdown

13.64

20.02

-6.38

VYM vs. ISPA.DE - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.36, which is comparable to the ISPA.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of VYM and ISPA.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


VYMISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

3.02

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.68

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.56

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.52

-0.01

Drawdowns

VYM vs. ISPA.DE - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than ISPA.DE's maximum drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for VYM and ISPA.DE.


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Drawdown Indicators


VYMISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-40.28%

-16.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-5.38%

-1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-13.70%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-24.03%

+8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-40.28%

+5.07%

Current Drawdown

Current decline from peak

-1.89%

-1.37%

-0.52%

Average Drawdown

Average peak-to-trough decline

-7.19%

-5.77%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.58%

+0.21%

Volatility

VYM vs. ISPA.DE - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.82%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 3.09%. This indicates that VYM 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


VYMISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

3.09%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

7.98%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

10.48%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

14.43%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

16.27%

+0.08%

VYM vs. ISPA.DE - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

VYM vs. ISPA.DE - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.22%, less than ISPA.DE's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VYM
Vanguard High Dividend Yield ETF
2.22%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


VYM and ISPA.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYM is cheaper with a 0.04% expense ratio, compared with 0.46% for ISPA.DE.

VYM is categorized as Dividend, while ISPA.DE is Global Equities. VYM tracks FTSE High Dividend Yield Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VYM and 0.46% for ISPA.DE.

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