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AOD vs. EXV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOD vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Total Dynamic Dividend Fund (AOD) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AOD is traded in USD, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AOD achieves a 12.61% return, which is significantly higher than EXV1.DE's 11.15% return. Over the past 10 years, AOD has underperformed EXV1.DE with an annualized return of 13.38%, while EXV1.DE has yielded a comparatively higher 17.00% annualized return.


AOD

1D
1.27%
1M
-0.09%
YTD
12.61%
6M
11.13%
1Y
33.31%
3Y*
20.75%
5Y*
10.87%
10Y*
13.38%

EXV1.DE

1D
0.13%
1M
3.27%
YTD
11.15%
6M
12.06%
1Y
45.77%
3Y*
45.71%
5Y*
29.85%
10Y*
17.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOD vs. EXV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOD
Abrdn Total Dynamic Dividend Fund
12.61%32.14%16.03%12.65%-17.15%23.80%8.12%34.83%-17.63%35.37%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
11.15%99.82%25.39%30.30%-3.93%27.32%-17.18%12.73%-29.33%27.43%

Correlation

The correlation between AOD and EXV1.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.40

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

0.47

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.48

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Return for Risk

AOD vs. EXV1.DE — Risk / Return Rank

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

AOD
AOD Risk / Return Rank: 8787
Overall Rank
AOD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AOD Sortino Ratio Rank: 8989
Sortino Ratio Rank
AOD Omega Ratio Rank: 9090
Omega Ratio Rank
AOD Calmar Ratio Rank: 7777
Calmar Ratio Rank
AOD Martin Ratio Rank: 8787
Martin Ratio Rank

EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
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.

AOD vs. EXV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.


AODEXV1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

2.00

2.56

-0.56

Martin ratioReturn relative to average drawdown

8.59

8.46

+0.13

AOD vs. EXV1.DE - Sharpe Ratio Comparison

The current AOD Sharpe Ratio is 2.10, which is comparable to the EXV1.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of AOD and EXV1.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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Drawdowns

AOD vs. EXV1.DE - Drawdown Comparison

The maximum AOD drawdown since its inception was -72.26%, smaller than the maximum EXV1.DE drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for AOD and EXV1.DE.


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Drawdown Indicators


AODEXV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.26%

-83.96%

+11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-16.71%

-17.78%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-19.60%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-28.92%

-37.51%

+8.59%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

-61.46%

+17.78%

Current Drawdown

Current decline from peak

-1.78%

-2.54%

+0.76%

Average Drawdown

Average peak-to-trough decline

-27.20%

-58.33%

+31.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

5.39%

-1.50%

Volatility

AOD vs. EXV1.DE - Volatility Comparison

The current volatility for Abrdn Total Dynamic Dividend Fund (AOD) is 5.22%, while iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a volatility of 6.51%. This indicates that AOD experiences smaller price fluctuations and is considered to be less risky than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AODEXV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

6.51%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

20.07%

-6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

23.66%

-7.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

25.58%

-8.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

26.07%

-7.55%

AOD vs. EXV1.DE - Expense Ratio Comparison

AOD has a 1.19% expense ratio, which is higher than EXV1.DE's 0.47% expense ratio.


Dividends

AOD vs. EXV1.DE - Dividend Comparison

AOD's dividend yield for the trailing twelve months is around 11.81%, more than EXV1.DE's 3.37% yield.


PositionTTM20252024202320222021202020192018201720162015
AOD
Abrdn Total Dynamic Dividend Fund
11.81%12.00%10.73%8.56%8.85%6.75%7.80%7.71%9.57%7.29%9.10%8.93%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.37%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%

Frequently Asked Questions


AOD and EXV1.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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