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EUDI.L vs. CNYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUDI.L vs. CNYA

Last updated Jun 9, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and CNYA (iShares MSCI China A ETF) are both exchange-traded funds - EUDI.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while CNYA is a China Equities fund tracking the MSCI China A Inclusion Index. Both are passively managed. Over the past 5 years, EUDI.L returned 8.06%/yr vs -0.59%/yr for CNYA. At a 0.20 correlation, their price movements are largely independent. EUDI.L charges 0.30%/yr vs 0.60%/yr for CNYA.

Performance

EUDI.L vs. CNYA - 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 iShares MSCI China A ETF (CNYA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUDI.L is traded in EUR, while CNYA is traded in USD. To make them comparable, the CNYA values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EUDI.L having a 5.88% return and CNYA slightly higher at 6.03%.

EUDI.L

1D
-0.17%
1M
0.63%
YTD
5.88%
6M
8.25%
1Y
7.73%
3Y*
13.61%
5Y*
8.06%
10Y*
7.07%

CNYA

1D
-1.10%
1M
-2.14%
YTD
6.03%
6M
7.45%
1Y
28.60%
3Y*
7.37%
5Y*
-0.59%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDI.L vs. CNYA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		5.88%19.78%8.49%17.84%-10.67%14.45%-11.74%21.42%-7.84%11.12%
CNYA
iShares MSCI China A ETF		6.03%11.47%18.10%-16.34%-21.96%11.28%29.87%39.02%-23.11%14.89%

Correlation

The correlation between EUDI.L and CNYA is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.12

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2016

0.20

EUDI.L vs. CNYA - Sectors Allocation Comparison

Sectors
EUDI.L
CNYA

Financial Services

23.1%
17.0%

Industrials

22.4%
18.3%

Utilities

19.5%
3.2%

Basic Materials

8.8%
10.6%

Consumer Defensive

7.9%
6.7%

Communication Services

6.7%
0.6%

Healthcare

5.7%
3.8%

Energy

2.7%
3.2%

Real Estate

1.9%
0.7%

Consumer Cyclical

1.3%
5.7%

Technology

-

30.0%

Financial Services

EUDI.L
23.1%
CNYA
17.0%

Industrials

EUDI.L
22.4%
CNYA
18.3%

Utilities

EUDI.L
19.5%
CNYA
3.2%

Basic Materials

EUDI.L
8.8%
CNYA
10.6%

Consumer Defensive

EUDI.L
7.9%
CNYA
6.7%

Communication Services

EUDI.L
6.7%
CNYA
0.6%

Healthcare

EUDI.L
5.7%
CNYA
3.8%

Energy

EUDI.L
2.7%
CNYA
3.2%

Real Estate

EUDI.L
1.9%
CNYA
0.7%

Consumer Cyclical

EUDI.L
1.3%
CNYA
5.7%

Technology

EUDI.L

-

CNYA
30.0%

Compare stocks, funds, or ETFs

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

SPDR® S&P Euro Dividend Aristocrats UCITS ETF

iShares MSCI China A ETF

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 CNYA:
CNYA vs. MCHICNYA vs. ASHRCNYA vs. ICHN.ASCNYA vs. KBACNYA vs. FLCHCNYA vs. ICGA.DECNYA vs. GXC

Return for Risk

EUDI.L vs. CNYA — 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: 2323
Overall Rank
EUDI.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EUDI.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
EUDI.L Omega Ratio Rank: 2323
Omega Ratio Rank
EUDI.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EUDI.L Martin Ratio Rank: 2525
Martin Ratio Rank
CNYA
CNYA Risk / Return Rank: 6464
Overall Rank
CNYA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 5555
Sortino Ratio Rank
CNYA Omega Ratio Rank: 5656
Omega Ratio Rank
CNYA Calmar Ratio Rank: 8282
Calmar Ratio Rank
CNYA Martin Ratio Rank: 6969
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. CNYA - 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 iShares MSCI China A ETF (CNYA). 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.

EUDI.LCNYADifference
Sharpe ratioReturn per unit of total volatility
0.72
1.68

-0.97

Sortino ratioReturn per unit of downside risk
1.04
2.36

-1.32

Omega ratioGain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratioReturn relative to maximum drawdown

0.97

4.26

-3.30

Martin ratioReturn relative to average drawdown

3.09

11.02

-7.93

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

EUDI.L vs. CNYA - Sharpe Ratio Comparison

The current EUDI.L Sharpe Ratio is 0.72, which is lower than the CNYA Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EUDI.L and CNYA, 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

EUDI.LCNYADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.68

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

-0.03

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.25

+0.29

Drawdowns

EUDI.L vs. CNYA - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.79%, smaller than the maximum CNYA drawdown of -43.64%. Use the drawdown chart below to compare losses from any high point for EUDI.L and CNYA.

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Drawdown Indicators

EUDI.LCNYADifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-43.64%

+5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-6.74%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

-32.98%

+21.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-42.08%

+18.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

—

—

Current Drawdown

Current decline from peak

-2.18%

-13.91%

+11.73%

Average Drawdown

Average peak-to-trough decline

-5.61%

-16.18%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.60%

-0.12%

Volatility

EUDI.L vs. CNYA - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 2.78%, while iShares MSCI China A ETF (CNYA) has a volatility of 6.21%. This indicates that EUDI.L experiences smaller price fluctuations and is considered to be less risky than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUDI.LCNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

6.21%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

11.96%

-3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

17.12%

-6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

22.97%

-9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

23.27%

-8.39%

EUDI.L vs. CNYA - Expense Ratio Comparison

EUDI.L has a 0.30% expense ratio, which is lower than CNYA's 0.60% expense ratio.

Dividends

EUDI.L vs. CNYA - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.58%, more than CNYA's 1.84% yield.

PositionTTM20252024202320222021202020192018201720162015
CNYA
iShares MSCI China A ETF		1.84%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%0.00%
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.58%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 CNYA have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUDI.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUDI.L is cheaper with a 0.30% expense ratio, compared with 0.60% for CNYA.

EUDI.L is categorized as Europe Equities, while CNYA is China Equities. EUDI.L tracks MSCI EMU NR EUR, while CNYA tracks MSCI China A Inclusion Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for EUDI.L and 0.60% for CNYA.

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