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CU2G.L vs. UDVD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CU2G.L vs. UDVD.L

Last updated Jun 4, 2026

CU2G.L (Amundi MSCI USA UCITS USD) and UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - CU2G.L tracks the Russell 1000 TR USD while UDVD.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, CU2G.L returned 15.40%/yr vs 9.63%/yr for UDVD.L. A 0.68 correlation means they provide meaningful diversification when combined. CU2G.L charges 0.18%/yr vs 0.35%/yr for UDVD.L.

Performance

CU2G.L vs. UDVD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI USA UCITS USD (CU2G.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CU2G.L is traded in GBp, while UDVD.L is traded in USD. To make them comparable, the UDVD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU2G.L achieves a 12.15% return, which is significantly higher than UDVD.L's 7.43% return. Over the past 10 years, CU2G.L has outperformed UDVD.L with an annualized return of 15.40%, while UDVD.L has yielded a comparatively lower 9.63% annualized return.

CU2G.L

1D
-0.01%
1M
8.13%
YTD
12.15%
6M
12.93%
1Y
28.55%
3Y*
16.92%
5Y*
13.05%
10Y*
15.40%

UDVD.L

1D
0.11%
1M
1.72%
YTD
7.43%
6M
7.06%
1Y
13.99%
3Y*
6.98%
5Y*
6.80%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU2G.L vs. UDVD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CU2G.L
Amundi MSCI USA UCITS USD		12.15%6.37%21.31%20.11%-10.63%29.15%16.42%26.58%-0.32%10.75%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		7.43%0.84%9.52%-3.04%11.52%26.22%-2.19%18.00%1.76%5.70%

Correlation

The correlation between CU2G.L and UDVD.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.49

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

0.59

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

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.68

Over the past year, the correlation between CU2G.L and UDVD.L has dropped to 0.30 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

CU2G.L vs. UDVD.L - Sectors Allocation Comparison

Sectors
CU2G.L
UDVD.L

Technology

29.4%
8.9%

Healthcare

13.0%
6.2%

Financial Services

11.7%
11.5%

Consumer Cyclical

11.0%
5.2%

Communication Services

8.8%
3.5%

Industrials

8.4%
17.5%

Consumer Defensive

6.3%
17.0%

Energy

4.4%
4.5%

Real Estate

2.5%
4.6%

Utilities

2.3%
14.8%

Basic Materials

2.3%
6.4%

Technology

CU2G.L
29.4%
UDVD.L
8.9%

Healthcare

CU2G.L
13.0%
UDVD.L
6.2%

Financial Services

CU2G.L
11.7%
UDVD.L
11.5%

Consumer Cyclical

CU2G.L
11.0%
UDVD.L
5.2%

Communication Services

CU2G.L
8.8%
UDVD.L
3.5%

Industrials

CU2G.L
8.4%
UDVD.L
17.5%

Consumer Defensive

CU2G.L
6.3%
UDVD.L
17.0%

Energy

CU2G.L
4.4%
UDVD.L
4.5%

Real Estate

CU2G.L
2.5%
UDVD.L
4.6%

Utilities

CU2G.L
2.3%
UDVD.L
14.8%

Basic Materials

CU2G.L
2.3%
UDVD.L
6.4%

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Amundi MSCI USA UCITS USD

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

Often compared with CU2G.L:
CU2G.L vs. CSPX.LCU2G.L vs. CSP1.LCU2G.L vs. VWRD.LCU2G.L vs. SPYL.DECU2G.L vs. 500U.LCU2G.L vs. 500G.LCU2G.L vs. ACWL.L
Often compared with UDVD.L:
UDVD.L vs. SCHDUDVD.L vs. USDV.LUDVD.L vs. VHYD.LUDVD.L vs. JEPQUDVD.L vs. VWRD.LUDVD.L vs. WQDV.LUDVD.L vs. DGRO

Return for Risk

CU2G.L vs. UDVD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CU2G.L
CU2G.L Risk / Return Rank: 6868
Overall Rank
CU2G.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CU2G.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
CU2G.L Omega Ratio Rank: 7575
Omega Ratio Rank
CU2G.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
CU2G.L Martin Ratio Rank: 5959
Martin Ratio Rank
UDVD.L
UDVD.L Risk / Return Rank: 3636
Overall Rank
UDVD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 3535
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 3232
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.

CU2G.L vs. UDVD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA UCITS USD (CU2G.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L). 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.

CU2G.LUDVD.LDifference
Sharpe ratioReturn per unit of total volatility
2.43
1.29

+1.14

Sortino ratioReturn per unit of downside risk
3.22
1.83

+1.39

Omega ratioGain probability vs. loss probability

1.44

1.22

+0.22

Calmar ratioReturn relative to maximum drawdown

2.86

2.15

+0.71

Martin ratioReturn relative to average drawdown

10.34

5.62

+4.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CU2G.L vs. UDVD.L - Sharpe Ratio Comparison

The current CU2G.L Sharpe Ratio is 2.43, which is higher than the UDVD.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of CU2G.L and UDVD.L, 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

CU2G.LUDVD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

1.29

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.49

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.60

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.77

+0.23

Drawdowns

CU2G.L vs. UDVD.L - Drawdown Comparison

The maximum CU2G.L drawdown since its inception was -25.96%, smaller than the maximum UDVD.L drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for CU2G.L and UDVD.L.

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Drawdown Indicators

CU2G.LUDVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-28.19%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-6.47%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-21.81%

-16.57%

-5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

-16.57%

-5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-25.96%

-28.19%

+2.23%

Current Drawdown

Current decline from peak

-0.01%

-3.26%

+3.25%

Average Drawdown

Average peak-to-trough decline

-3.66%

-4.22%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.48%

+0.28%

Volatility

CU2G.L vs. UDVD.L - Volatility Comparison

Amundi MSCI USA UCITS USD (CU2G.L) has a higher volatility of 3.21% compared to SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) at 3.00%. This indicates that CU2G.L's price experiences larger fluctuations and is considered to be riskier than UDVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CU2G.LUDVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.00%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

8.23%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.78%

10.81%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

13.76%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

16.06%

-0.30%

CU2G.L vs. UDVD.L - Expense Ratio Comparison

CU2G.L has a 0.18% expense ratio, which is lower than UDVD.L's 0.35% expense ratio.

Dividends

CU2G.L vs. UDVD.L - Dividend Comparison

CU2G.L has not paid dividends to shareholders, while UDVD.L's dividend yield for the trailing twelve months is around 2.05%.

PositionTTM20252024202320222021202020192018201720162015
CU2G.L
Amundi MSCI USA UCITS USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.05%2.17%2.03%2.24%2.13%2.15%2.36%2.01%2.27%1.78%1.83%2.06%

Frequently Asked Questions

CU2G.L and UDVD.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU2G.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU2G.L is cheaper with a 0.18% expense ratio, compared with 0.35% for UDVD.L.

CU2G.L tracks Russell 1000 TR USD, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.18% for CU2G.L and 0.35% for UDVD.L.

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