PortfoliosLab logoPortfoliosLab logo
ESES.L vs. UDVD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESES.L vs. UDVD.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

ESES.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, ESES.L achieves a 20.07% return, which is significantly higher than UDVD.L's 12.53% return.


ESES.L

1D
-1.40%
1M
-8.29%
6M
13.84%
YTD
20.07%
1Y
35.10%
3Y*
18.07%
5Y*
6.99%
10Y*

UDVD.L

1D
0.52%
1M
1.57%
6M
7.17%
YTD
12.53%
1Y
14.97%
3Y*
9.03%
5Y*
7.70%
10Y*
8.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
ESES.L
Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc)
20.07%24.05%7.54%2.94%-11.14%6,848.44%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
12.53%0.84%9.52%-3.05%11.52%9.50%

Correlation

The correlation between ESES.L and UDVD.L is 0.03, 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

0.03

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

0.18

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2021

0.23

Over the past year, the correlation between ESES.L and UDVD.L has dropped to 0.03 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

ESES.L
ESES.L Risk / Return Rank: 7676
Overall Rank
ESES.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ESES.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
ESES.L Omega Ratio Rank: 7777
Omega Ratio Rank
ESES.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
ESES.L Martin Ratio Rank: 7474
Martin Ratio Rank

UDVD.L
UDVD.L Risk / Return Rank: 5454
Overall Rank
UDVD.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 5353
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc) (ESES.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.

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.


ESES.LUDVD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratioReturn relative to maximum drawdown

3.24

2.30

+0.94

Martin ratioReturn relative to average drawdown

9.91

5.98

+3.93

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

The current ESES.L Sharpe Ratio is 1.83, which is higher than the UDVD.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of ESES.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.


Loading charts...

Drawdowns

ESES.L vs. UDVD.L - Drawdown Comparison

The maximum ESES.L drawdown since its inception was -23.59%, smaller than the maximum UDVD.L drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for ESES.L and UDVD.L.


Loading charts...

Drawdown Indicators


ESES.LUDVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.59%

-28.19%

+4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-6.47%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.59%

-16.57%

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-16.57%

-7.02%

Max Drawdown (10Y)

Largest decline over 10 years

-28.19%

Current Drawdown

Current decline from peak

-10.05%

-0.77%

-9.28%

Average Drawdown

Average peak-to-trough decline

-10.52%

-4.18%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.50%

+1.03%

Volatility

ESES.L vs. UDVD.L - Volatility Comparison

Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc) (ESES.L) has a higher volatility of 7.19% compared to SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) at 4.11%. This indicates that ESES.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.


Loading charts...

Volatility by Period


ESES.LUDVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

4.11%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

17.05%

8.73%

+8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

10.92%

+8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.67%

13.80%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,195.40%

15.86%

+3,179.54%

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

ESES.L has a 0.19% expense ratio, which is lower than UDVD.L's 0.35% expense ratio.


Dividends

ESES.L vs. UDVD.L - Dividend Comparison

ESES.L has not paid dividends to shareholders, while UDVD.L's dividend yield for the trailing twelve months is around 2.00%.


PositionTTM20252024202320222021202020192018201720162015
ESES.L
Invesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc)
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
2.00%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


ESES.L and UDVD.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESES.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESES.L is cheaper with a 0.19% expense ratio, compared with 0.35% for UDVD.L.

ESES.L is categorized as Emerging Markets Equities, while UDVD.L is Large Cap Blend Equities. ESES.L tracks MSCI EM Universal Select Business Screens Index, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.19% for ESES.L and 0.35% for UDVD.L.

Portfolio Optimizer

Find the right allocation for ESES.L and UDVD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer