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

Performance

YCSH.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Cash UCITS ETF EUR Acc (YCSH.DE) 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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YCSH.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)20252024
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
0.49%2.26%0.27%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
8.40%19.72%-1.73%

Returns By Period

In the year-to-date period, YCSH.DE achieves a 0.49% return, which is significantly lower than ISPA.DE's 8.40% return.


YCSH.DE

1D
0.02%
1M
0.16%
YTD
0.49%
6M
0.99%
1Y
2.05%
3Y*
5Y*
10Y*

ISPA.DE

1D
1.43%
1M
-0.65%
YTD
8.40%
6M
14.85%
1Y
24.98%
3Y*
15.95%
5Y*
10.64%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YCSH.DE vs. ISPA.DE - Expense Ratio Comparison

YCSH.DE has a 0.10% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Return for Risk

YCSH.DE vs. ISPA.DE — Risk / Return Rank

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

YCSH.DE
YCSH.DE Risk / Return Rank: 100100
Overall Rank
YCSH.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
YCSH.DE Sortino Ratio Rank: 100100
Sortino Ratio Rank
YCSH.DE Omega Ratio Rank: 100100
Omega Ratio Rank
YCSH.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
YCSH.DE Martin Ratio Rank: 100100
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 8989
Overall Rank
ISPA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9393
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9595
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € Cash UCITS ETF EUR Acc (YCSH.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.


YCSH.DEISPA.DEDifference

Sharpe ratio

Return per unit of total volatility

13.05

1.96

+11.09

Sortino ratio

Return per unit of downside risk

30.51

2.41

+28.10

Omega ratio

Gain probability vs. loss probability

9.76

1.43

+8.34

Calmar ratio

Return relative to maximum drawdown

53.39

2.53

+50.87

Martin ratio

Return relative to average drawdown

416.15

15.57

+400.58

YCSH.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current YCSH.DE Sharpe Ratio is 13.05, which is higher than the ISPA.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of YCSH.DE and ISPA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YCSH.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.05

1.96

+11.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

11.08

0.66

+10.42

Correlation

The correlation between YCSH.DE and ISPA.DE is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YCSH.DE vs. ISPA.DE - Dividend Comparison

YCSH.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.88%.


TTM20252024202320222021202020192018201720162015
YCSH.DE
iShares € Cash UCITS ETF EUR 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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.88%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Drawdowns

YCSH.DE vs. ISPA.DE - Drawdown Comparison

The maximum YCSH.DE drawdown since its inception was -0.07%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for YCSH.DE and ISPA.DE.


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Drawdown Indicators


YCSH.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

-38.91%

+38.84%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-13.49%

+13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

0.00%

-0.65%

+0.65%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.50%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.64%

-1.64%

Volatility

YCSH.DE vs. ISPA.DE - Volatility Comparison

The current volatility for iShares € Cash UCITS ETF EUR Acc (YCSH.DE) is 0.05%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 3.33%. This indicates that YCSH.DE 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


YCSH.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

3.33%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.08%

6.49%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

0.16%

12.69%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.20%

12.01%

-11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.20%

14.86%

-14.66%