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EDIV.L vs. UD03.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EDIV.L vs. UD03.L

Last updated Jun 5, 2026

EDIV.L (Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc) and UD03.L (UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis) are both Europe Equities funds tracking the MSCI EMU NR EUR, from Amundi and UBS respectively. Both are passively managed. Over the past 3 years, EDIV.L returned 11.74%/yr vs 14.83%/yr for UD03.L. At a 0.30 correlation, their price movements are largely independent. EDIV.L charges 0.30%/yr vs 0.28%/yr for UD03.L.

Performance

EDIV.L vs. UD03.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) and UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis (UD03.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EDIV.L is traded in GBP, while UD03.L is traded in GBp. To make them comparable, the UD03.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EDIV.L achieves a 4.01% return, which is significantly lower than UD03.L's 12.28% return.

EDIV.L

1D
0.35%
1M
-0.15%
YTD
4.01%
6M
5.33%
1Y
8.63%
3Y*
11.74%
5Y*
—
10Y*
—

UD03.L

1D
0.26%
1M
4.71%
YTD
12.28%
6M
15.08%
1Y
24.17%
3Y*
14.83%
5Y*
10.72%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDIV.L vs. UD03.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc		4.01%22.12%4.15%13.54%-8.59%-2.44%
UD03.L
UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis		12.28%25.20%0.78%19.24%-4.62%-2.17%

Correlation

The correlation between EDIV.L and UD03.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.52

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

0.34

Correlation (All Time)
Calculated using the full available price history since Sep 1, 2021

0.30

Over the past year, EDIV.L and UD03.L have become more correlated (0.52) than their long-term average of 0.30, meaning their price movements have been converging.

EDIV.L vs. UD03.L - Sectors Allocation Comparison

Sectors
EDIV.L
UD03.L

Financial Services

24.7%
28.5%

Industrials

19.6%
12.1%

Utilities

17.6%
7.7%

Healthcare

8.6%
4.1%

Consumer Defensive

7.6%
14.6%

Communication Services

7.0%
3.1%

Basic Materials

6.7%
4.2%

Technology

3.8%
16.2%

Consumer Cyclical

1.8%
7.0%

Energy

1.6%
2.7%

Real Estate

1.1%

-

Financial Services

EDIV.L
24.7%
UD03.L
28.5%

Industrials

EDIV.L
19.6%
UD03.L
12.1%

Utilities

EDIV.L
17.6%
UD03.L
7.7%

Healthcare

EDIV.L
8.6%
UD03.L
4.1%

Consumer Defensive

EDIV.L
7.6%
UD03.L
14.6%

Communication Services

EDIV.L
7.0%
UD03.L
3.1%

Basic Materials

EDIV.L
6.7%
UD03.L
4.2%

Technology

EDIV.L
3.8%
UD03.L
16.2%

Consumer Cyclical

EDIV.L
1.8%
UD03.L
7.0%

Energy

EDIV.L
1.6%
UD03.L
2.7%

Real Estate

EDIV.L
1.1%
UD03.L

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc

UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis

Often compared with EDIV.L:
EDIV.L vs. PRUK.LEDIV.L vs. MIVO.LEDIV.L vs. EUDV.LEDIV.L vs. LCPE.LEDIV.L vs. MMS.LEDIV.L vs. CS1.LEDIV.L vs. EEIP.L
Often compared with UD03.L:
UD03.L vs. XUEK.LUD03.L vs. CE2D.LUD03.L vs. IEDL.LUD03.L vs. IEFS.LUD03.L vs. EUDI.LUD03.L vs. HDEU.LUD03.L vs. OMXS.L

Return for Risk

EDIV.L vs. UD03.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EDIV.L
EDIV.L Risk / Return Rank: 2323
Overall Rank
EDIV.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EDIV.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
EDIV.L Omega Ratio Rank: 2222
Omega Ratio Rank
EDIV.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
EDIV.L Martin Ratio Rank: 2424
Martin Ratio Rank
UD03.L
UD03.L Risk / Return Rank: 9090
Overall Rank
UD03.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UD03.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
UD03.L Omega Ratio Rank: 9292
Omega Ratio Rank
UD03.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
UD03.L Martin Ratio Rank: 8282
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.

EDIV.L vs. UD03.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) and UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis (UD03.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.

EDIV.LUD03.LDifference
Sharpe ratioReturn per unit of total volatility
0.80
3.47

-2.68

Sortino ratioReturn per unit of downside risk
1.13
4.46

-3.33

Omega ratioGain probability vs. loss probability

1.15

1.61

-0.47

Calmar ratioReturn relative to maximum drawdown

0.97

5.70

-4.73

Martin ratioReturn relative to average drawdown

3.14

16.25

-13.11

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

EDIV.L vs. UD03.L - Sharpe Ratio Comparison

The current EDIV.L Sharpe Ratio is 0.80, which is lower than the UD03.L Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of EDIV.L and UD03.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

EDIV.LUD03.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

3.47

-2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.75

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.19

-0.74

Drawdowns

EDIV.L vs. UD03.L - Drawdown Comparison

The maximum EDIV.L drawdown since its inception was -22.80%, smaller than the maximum UD03.L drawdown of -30.85%. Use the drawdown chart below to compare losses from any high point for EDIV.L and UD03.L.

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Drawdown Indicators

EDIV.LUD03.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.80%

-30.85%

+8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-9.80%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-10.13%

-11.72%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.67%

—

Current Drawdown

Current decline from peak

-3.96%

-1.19%

-2.77%

Average Drawdown

Average peak-to-trough decline

-5.26%

-3.31%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.56%

-0.82%

Volatility

EDIV.L vs. UD03.L - Volatility Comparison

The current volatility for Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) is 3.03%, while UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis (UD03.L) has a volatility of 3.58%. This indicates that EDIV.L experiences smaller price fluctuations and is considered to be less risky than UD03.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EDIV.LUD03.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

3.58%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.82%

16.13%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

27.46%

-13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.01%

47.29%

-33.28%

EDIV.L vs. UD03.L - Expense Ratio Comparison

EDIV.L has a 0.30% expense ratio, which is higher than UD03.L's 0.28% expense ratio.

Dividends

EDIV.L vs. UD03.L - Dividend Comparison

EDIV.L has not paid dividends to shareholders, while UD03.L's dividend yield for the trailing twelve months is around 2.54%.

PositionTTM202520242023202220212020
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UD03.L
UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis		2.54%2.97%2.84%3.67%3.96%3.50%2.07%

Frequently Asked Questions

EDIV.L and UD03.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UD03.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UD03.L is cheaper with a 0.28% expense ratio, compared with 0.30% for EDIV.L.

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.30% for EDIV.L and 0.28% for UD03.L.

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