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VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) Sharpe Ratio: 2.85

ETF · Currency in GBP · Last updated Jun 4, 2026

The ETF seeks to provide above-average dividend income by investing in the 100 most attractive stocks from developed markets, selected for their dividend yield, while ensuring global diversification and screening for ESG risks.

TDGB.L's Sharpe Ratio of 2.85 indicates that for each unit of volatility, it generates 2.85 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TDGB.L Sharpe Ratio Rank

TDGB.L Sharpe Ratio Rank: 85.185
Exceptional

TDGB.L ranks above 85.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

TDGB.L Sharpe Ratio Market Positioning

The chart shows TDGB.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.42
  • Green zone (top 25%): 2.42 or higher
  • Top 1%: 7.90+
  • Median: 1.71 — half of all investments score higher

How it compares to other similar ETFs

The table compares VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF's Sharpe Ratio with other ETFs in the Global Equities, Dividend category across multiple time periods, showing how TDGB.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XDEV.LXtrackers MSCI World Value Factor UCITS ETF 1C5.20
IWFV.LiShares Edge MSCI World Value Factor UCITS ETF5.11
BATG.LL&G Battery Value-Chain UCITS ETF5.11
IWVG.LiShares Edge MSCI World Value Factor UCITS ETF USD (Dist)4.78
IWVL.LiShares Edge MSCI World Value Factor UCITS ETF USD (Acc)4.35
PSRW.LInvesco FTSE RAFI All World 3000 UCITS ETF3.85
VALW.LSPDR MSCI World Value UCITS ETF3.84
HSWO.LHSBC Developed World Sustainable Equity UCITS ETF USD3.45
ISWD.LiShares MSCI World Islamic UCITS ETF USD (Dist)3.42
HWWA.LHSBC Multi Factor Worldwide Equity UCITS ETF3.41
TDGB.LVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF2.85

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TDGB.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TDGB.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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