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DUKE.L vs. SEDY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUKE.L vs. SEDY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Duke Royalty Ltd (DUKE.L) and iShares Emerging Markets Dividend UCITS ETF (SEDY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUKE.L achieves a 5.47% return, which is significantly lower than SEDY.L's 10.15% return. Over the past 10 years, DUKE.L has underperformed SEDY.L with an annualized return of 1.74%, while SEDY.L has yielded a comparatively higher 6.10% annualized return.


DUKE.L

1D
0.93%
1M
2.66%
6M
8.49%
YTD
5.47%
1Y
-3.82%
3Y*
1.50%
5Y*
1.14%
10Y*
1.74%
ALL TIME*
-18.10%

SEDY.L

1D
0.14%
1M
-0.53%
6M
5.42%
YTD
10.15%
1Y
21.69%
3Y*
17.06%
5Y*
5.54%
10Y*
6.10%
ALL TIME*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUKE.L vs. SEDY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUKE.L
Duke Royalty Ltd
5.47%-2.75%0.63%5.76%-13.32%48.18%-31.09%22.80%19.60%-13.56%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF
10.15%18.70%8.71%13.01%-22.64%12.65%-5.85%10.44%0.25%14.72%

Correlation

The correlation between DUKE.L and SEDY.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.04

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

0.07

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2012

0.06

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Return for Risk

DUKE.L vs. SEDY.L — Risk / Return Rank

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

DUKE.L
DUKE.L Risk / Return Rank: 3434
Overall Rank
DUKE.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DUKE.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
DUKE.L Omega Ratio Rank: 3131
Omega Ratio Rank
DUKE.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
DUKE.L Martin Ratio Rank: 3535
Martin Ratio Rank

SEDY.L
SEDY.L Risk / Return Rank: 7272
Overall Rank
SEDY.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 7171
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 6464
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.

DUKE.L vs. SEDY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duke Royalty Ltd (DUKE.L) and iShares Emerging Markets Dividend UCITS ETF (SEDY.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.

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.


DUKE.LSEDY.LDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

0.98

1.32

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.31

2.96

-3.28

Martin ratioReturn relative to average drawdown

-0.58

8.44

-9.02

DUKE.L vs. SEDY.L - Sharpe Ratio Comparison

The current DUKE.L Sharpe Ratio is -0.19, which is lower than the SEDY.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DUKE.L and SEDY.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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Drawdowns

DUKE.L vs. SEDY.L - Drawdown Comparison

The maximum DUKE.L drawdown since its inception was -98.28%, which is greater than SEDY.L's maximum drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for DUKE.L and SEDY.L.


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Drawdown Indicators


DUKE.LSEDY.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.28%

-51.33%

-46.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-7.29%

-4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-20.46%

-11.92%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-35.42%

-29.67%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-64.54%

-30.40%

-34.14%

Current Drawdown

Current decline from peak

-95.35%

-3.78%

-91.57%

Average Drawdown

Average peak-to-trough decline

-89.99%

-17.83%

-72.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

2.56%

+4.06%

Volatility

DUKE.L vs. SEDY.L - Volatility Comparison

Duke Royalty Ltd (DUKE.L) has a higher volatility of 6.83% compared to iShares Emerging Markets Dividend UCITS ETF (SEDY.L) at 3.69%. This indicates that DUKE.L's price experiences larger fluctuations and is considered to be riskier than SEDY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUKE.LSEDY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

3.69%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

9.44%

+4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

11.89%

+8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.74%

14.85%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.32%

16.15%

+15.17%

Dividends

DUKE.L vs. SEDY.L - Dividend Comparison

DUKE.L's dividend yield for the trailing twelve months is around 10.37%, more than SEDY.L's 5.08% yield.


PositionTTM20252024202320222021202020192018201720162015
DUKE.L
Duke Royalty Ltd
10.37%10.37%9.15%8.42%8.18%5.26%4.00%6.00%6.43%4.01%0.00%0.00%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF
5.08%5.72%7.74%7.99%9.32%6.42%5.11%5.84%5.54%4.07%4.25%6.31%

Frequently Asked Questions


DUKE.L and SEDY.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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