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

EUDI.L vs. EDIV.L

Last updated Jun 5, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and EDIV.L (Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc) are both Europe Equities funds tracking the MSCI EMU NR EUR, from State Street and Amundi respectively. Both are passively managed. Over the past 3 years, EUDI.L returned 13.19%/yr vs 11.57%/yr for EDIV.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.

Performance

EUDI.L vs. EDIV.L - 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 Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L). 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 EDIV.L is traded in GBP. To make them comparable, the EDIV.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUDI.L achieves a 5.47% return, which is significantly higher than EDIV.L's 4.94% return.

EUDI.L

1D
0.08%
1M
-0.33%
YTD
5.47%
6M
7.27%
1Y
7.78%
3Y*
13.19%
5Y*
8.08%
10Y*
6.77%

EDIV.L

1D
0.26%
1M
-0.34%
YTD
4.94%
6M
6.39%
1Y
5.79%
3Y*
11.57%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		5.47%19.78%8.49%17.82%-10.65%-1.25%
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc		4.94%15.75%9.17%15.94%-13.31%-0.25%

Correlation

The correlation between EUDI.L and EDIV.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.93

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

0.91

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

0.93

The correlation between EUDI.L and EDIV.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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

Sectors
EUDI.L
EDIV.L

Financial Services

23.1%
24.7%

Industrials

22.4%
19.6%

Utilities

19.5%
17.6%

Basic Materials

8.8%
6.7%

Consumer Defensive

7.9%
7.6%

Communication Services

6.7%
7.0%

Healthcare

5.7%
8.6%

Energy

2.7%
1.6%

Real Estate

1.9%
1.1%

Consumer Cyclical

1.3%
1.8%

Technology

-

3.8%

Financial Services

EUDI.L
23.1%
EDIV.L
24.7%

Industrials

EUDI.L
22.4%
EDIV.L
19.6%

Utilities

EUDI.L
19.5%
EDIV.L
17.6%

Basic Materials

EUDI.L
8.8%
EDIV.L
6.7%

Consumer Defensive

EUDI.L
7.9%
EDIV.L
7.6%

Communication Services

EUDI.L
6.7%
EDIV.L
7.0%

Healthcare

EUDI.L
5.7%
EDIV.L
8.6%

Energy

EUDI.L
2.7%
EDIV.L
1.6%

Real Estate

EUDI.L
1.9%
EDIV.L
1.1%

Consumer Cyclical

EUDI.L
1.3%
EDIV.L
1.8%

Technology

EUDI.L

-

EDIV.L
3.8%

Compare stocks, funds, or ETFs

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SPDR® S&P Euro Dividend Aristocrats UCITS ETF

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

Often compared with EUDI.L:
EUDI.L vs. IDVY.LEUDI.L vs. SCHDEUDI.L vs. WDIVEUDI.L vs. ACWIEUDI.L vs. VGTEUDI.L vs. VFEG.LEUDI.L vs. VJPB.L
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

Return for Risk

EUDI.L vs. EDIV.L — 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: 2222
Overall Rank
EUDI.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EUDI.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
EUDI.L Omega Ratio Rank: 2121
Omega Ratio Rank
EUDI.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
EUDI.L Martin Ratio Rank: 2424
Martin Ratio Rank
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
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. EDIV.L - 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 Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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.

EUDI.LEDIV.LDifference
Sharpe ratioReturn per unit of total volatility
0.72
0.54

+0.18

Sortino ratioReturn per unit of downside risk
1.04
0.81

+0.23

Omega ratioGain probability vs. loss probability

1.14

1.11

+0.03

Calmar ratioReturn relative to maximum drawdown

0.97

0.75

+0.22

Martin ratioReturn relative to average drawdown

3.09

2.21

+0.89

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. EDIV.L - Sharpe Ratio Comparison

The current EUDI.L Sharpe Ratio is 0.72, which is higher than the EDIV.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EUDI.L and EDIV.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

EUDI.LEDIV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.54

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.44

+0.13

Drawdowns

EUDI.L vs. EDIV.L - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.76%, which is greater than EDIV.L's maximum drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for EUDI.L and EDIV.L.

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Drawdown Indicators

EUDI.LEDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.76%

-24.59%

-13.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-7.66%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.67%

-11.92%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.00%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-37.76%

—

—

Current Drawdown

Current decline from peak

-2.57%

-2.65%

+0.08%

Average Drawdown

Average peak-to-trough decline

-5.78%

-5.36%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.62%

-0.11%

Volatility

EUDI.L vs. EDIV.L - Volatility Comparison

SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) has a higher volatility of 3.25% compared to Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) at 3.09%. This indicates that EUDI.L's price experiences larger fluctuations and is considered to be riskier than EDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUDI.LEDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.09%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

8.58%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

10.66%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

13.92%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

13.92%

+0.96%

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

Both EUDI.L and EDIV.L have an expense ratio of 0.30%.

Dividends

EUDI.L vs. EDIV.L - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.60%, while EDIV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.60%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

With a correlation of 0.93, EUDI.L and EDIV.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUDI.L and EDIV.L have the same expense ratio: 0.30% per year.

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: State Street and Amundi.

Portfolio Optimizer

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