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EUDI.L vs. ASML.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUDI.L vs. ASML.AS

Last updated Jun 13, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR, while ASML.AS (ASML Holding NV) is a stock. Over the past 10 years, EUDI.L returned 7.64%/yr vs 35.87%/yr for ASML.AS. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

EUDI.L vs. ASML.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and ASML Holding NV (ASML.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUDI.L achieves a 7.54% return, which is significantly lower than ASML.AS's 77.49% return. Over the past 10 years, EUDI.L has underperformed ASML.AS with an annualized return of 7.64%, while ASML.AS has yielded a comparatively higher 35.87% annualized return.

EUDI.L

1D
0.76%
1M
2.45%
YTD
7.54%
6M
9.86%
1Y
10.16%
3Y*
13.93%
5Y*
8.28%
10Y*
7.64%

ASML.AS

1D
3.40%
1M
22.80%
YTD
77.49%
6M
76.74%
1Y
142.78%
3Y*
34.95%
5Y*
24.36%
10Y*
35.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDI.L vs. ASML.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		7.54%19.78%8.49%17.84%-10.67%14.45%-11.74%21.42%-7.84%11.12%
ASML.AS
ASML Holding NV		77.49%37.08%0.36%36.66%-27.83%78.74%52.10%95.32%-4.67%37.45%

Correlation

The correlation between EUDI.L and ASML.AS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.24

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

0.28

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

0.41

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

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.50

Over the past year, the correlation between EUDI.L and ASML.AS has dropped to 0.24 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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SPDR® S&P Euro Dividend Aristocrats UCITS ETF

ASML Holding NV

Often compared with EUDI.L:
EUDI.L vs. IDVY.LEUDI.L vs. SCHDEUDI.L vs. WDIVEUDI.L vs. ACWIEUDI.L vs. VFEG.LEUDI.L vs. VGTEUDI.L vs. SPY
Often compared with ASML.AS:
ASML.AS vs. NVDAASML.AS vs. ASMLASML.AS vs. SPYASML.AS vs. ASME.DEASML.AS vs. TSMASML.AS vs. AMDASML.AS vs. KLAC

Return for Risk

EUDI.L vs. ASML.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUDI.L
EUDI.L Risk / Return Rank: 2929
Overall Rank
EUDI.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EUDI.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EUDI.L Omega Ratio Rank: 2929
Omega Ratio Rank
EUDI.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EUDI.L Martin Ratio Rank: 3232
Martin Ratio Rank
ASML.AS
ASML.AS Risk / Return Rank: 9696
Overall Rank
ASML.AS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASML.AS Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASML.AS Omega Ratio Rank: 9494
Omega Ratio Rank
ASML.AS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ASML.AS Martin Ratio Rank: 9797
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.

EUDI.L vs. ASML.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and ASML Holding NV (ASML.AS). 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.

EUDI.LASML.ASDifference
Sharpe ratioReturn per unit of total volatility
0.94
3.47

-2.53

Sortino ratioReturn per unit of downside risk
1.33
3.84

-2.51

Omega ratioGain probability vs. loss probability

1.18

1.50

-0.32

Calmar ratioReturn relative to maximum drawdown

1.27

8.87

-7.60

Martin ratioReturn relative to average drawdown

4.16

23.14

-18.99

EUDI.L vs. ASML.AS - Sharpe Ratio Comparison

The current EUDI.L Sharpe Ratio is 0.94, which is lower than the ASML.AS Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of EUDI.L and ASML.AS, 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

EUDI.L vs. ASML.AS - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.79%, smaller than the maximum ASML.AS drawdown of -56.76%. Use the drawdown chart below to compare losses from any high point for EUDI.L and ASML.AS.

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Drawdown Indicators

EUDI.LASML.ASDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-56.76%

+18.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-15.81%

+7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

-44.77%

+33.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-47.93%

+23.91%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

-47.93%

+10.14%

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-5.60%

-14.83%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

6.09%

-3.65%

Volatility

EUDI.L vs. ASML.AS - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 2.50%, while ASML Holding NV (ASML.AS) has a volatility of 13.41%. This indicates that EUDI.L experiences smaller price fluctuations and is considered to be less risky than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUDI.LASML.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

13.41%

-10.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

31.18%

-22.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

40.46%

-29.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

38.54%

-25.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

34.18%

-19.33%

Dividends

EUDI.L vs. ASML.AS - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.53%, more than ASML.AS's 0.46% yield.

PositionTTM20252024202320222021202020192018201720162015
ASML.AS
ASML Holding NV		0.46%0.71%0.92%0.87%1.28%0.47%0.64%1.19%1.02%0.83%0.98%0.85%
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.53%4.08%3.66%3.31%3.61%2.80%3.07%3.12%3.71%3.15%2.97%3.01%

Frequently Asked Questions

EUDI.L and ASML.AS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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