EEDM.L vs. USDV.L
EEDM.L (iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both exchange-traded funds - EEDM.L is a Emerging Markets Equities fund tracking the MSCI EM ESG Enhanced CTB Index, while USDV.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, EEDM.L returned 5.67%/yr vs 7.27%/yr for USDV.L. At a 0.37 correlation, their price movements are largely independent. EEDM.L charges 0.18%/yr vs 0.35%/yr for USDV.L.
Performance
EEDM.L vs. USDV.L - Performance Comparison
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Different Trading Currencies
EEDM.L is traded in USD, while USDV.L is traded in GBP. To make them comparable, the USDV.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EEDM.L achieves a 15.41% return, which is significantly higher than USDV.L's 12.35% return.
EEDM.L
- 1D
- -1.89%
- 1M
- -9.56%
- 6M
- 10.23%
- YTD
- 15.41%
- 1Y
- 29.68%
- 3Y*
- 18.64%
- 5Y*
- 5.67%
- 10Y*
- —
USDV.L
- 1D
- 0.38%
- 1M
- 3.62%
- 6M
- 7.72%
- YTD
- 12.35%
- 1Y
- 15.15%
- 3Y*
- 10.21%
- 5Y*
- 7.27%
- 10Y*
- 8.90%
EEDM.L vs. USDV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 15.41% | 35.48% | 6.70% | 8.18% | -21.69% | -2.85% | 19.76% | 7.14% |
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 12.35% | 8.78% | 7.52% | 1.58% | -0.37% | 25.59% | 0.26% | 3.97% |
Correlation
The correlation between EEDM.L and USDV.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2019 | 0.37 |
Over the past year, the correlation between EEDM.L and USDV.L has dropped to 0.11 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
EEDM.L vs. USDV.L — Risk / Return Rank
EEDM.L
USDV.L
EEDM.L vs. USDV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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.
| EEDM.L | USDV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.17 | +0.04 |
| Martin ratioReturn relative to average drawdown | 6.95 | 5.35 | +1.60 |
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Drawdowns
EEDM.L vs. USDV.L - Drawdown Comparison
The maximum EEDM.L drawdown since its inception was -40.90%, which is greater than USDV.L's maximum drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for EEDM.L and USDV.L.
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Drawdown Indicators
| EEDM.L | USDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.90% | -38.11% | -2.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -6.96% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -15.12% | -1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -15.12% | -21.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -11.26% | -0.04% | -11.22% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -6.59% | -9.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.83% | +1.43% |
Volatility
EEDM.L vs. USDV.L - Volatility Comparison
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) has a higher volatility of 9.16% compared to SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) at 2.46%. This indicates that EEDM.L's price experiences larger fluctuations and is considered to be riskier than USDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEDM.L | USDV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 2.46% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.04% | 6.81% | +13.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 9.38% | +12.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 13.80% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 15.71% | +5.09% |
EEDM.L vs. USDV.L - Expense Ratio Comparison
EEDM.L has a 0.18% expense ratio, which is lower than USDV.L's 0.35% expense ratio.
Dividends
EEDM.L vs. USDV.L - Dividend Comparison
EEDM.L's dividend yield for the trailing twelve months is around 1.69%, less than USDV.L's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 1.69% | 1.89% | 2.37% | 2.37% | 2.59% | 1.97% | 1.54% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 2.01% | 2.20% | 1.99% | 2.28% | 2.11% | 2.13% | 2.57% | 2.07% | 2.19% | 1.85% | 1.65% | 2.00% |
Frequently Asked Questions
EEDM.L and USDV.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEDM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDM.L is cheaper with a 0.18% expense ratio, compared with 0.35% for USDV.L.
EEDM.L is categorized as Emerging Markets Equities, while USDV.L is Large Cap Blend Equities. EEDM.L tracks MSCI EM ESG Enhanced CTB Index, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for EEDM.L and 0.35% for USDV.L.
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