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

EUDI.L vs. EFA

Last updated Jun 9, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and EFA (iShares MSCI EAFE ETF) are both exchange-traded funds - EUDI.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Both are passively managed. Over the past 10 years, EUDI.L returned 7.07%/yr vs 9.00%/yr for EFA. A 0.64 correlation means they provide meaningful diversification when combined. EUDI.L charges 0.30%/yr vs 0.32%/yr for EFA.

Performance

EUDI.L vs. EFA - 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 EAFE ETF (EFA). 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 EFA is traded in USD. To make them comparable, the EFA 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 5.88% return, which is significantly lower than EFA's 9.11% return. Over the past 10 years, EUDI.L has underperformed EFA with an annualized return of 7.07%, while EFA has yielded a comparatively higher 9.00% annualized return.

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%

EFA

1D
0.49%
1M
1.12%
YTD
9.11%
6M
10.65%
1Y
17.29%
3Y*
13.20%
5Y*
9.21%
10Y*
9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDI.L vs. EFA - 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%
EFA
iShares MSCI EAFE ETF		9.11%15.94%10.32%14.81%-9.08%19.78%-1.27%24.80%-9.78%9.70%

Correlation

The correlation between EUDI.L and EFA is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.52

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

0.55

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

0.59

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

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.64

The correlation between EUDI.L and EFA shifts across timeframes, from 0.52 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

EUDI.L vs. EFA - Sectors Allocation Comparison

Sectors
EUDI.L
EFA

Financial Services

23.1%
24.6%

Industrials

22.4%
19.9%

Utilities

19.5%
4.0%

Basic Materials

8.8%
5.9%

Consumer Defensive

7.9%
6.7%

Communication Services

6.7%
4.5%

Healthcare

5.7%
10.6%

Energy

2.7%
4.0%

Real Estate

1.9%
1.9%

Consumer Cyclical

1.3%
7.6%

Technology

-

10.4%

Financial Services

EUDI.L
23.1%
EFA
24.6%

Industrials

EUDI.L
22.4%
EFA
19.9%

Utilities

EUDI.L
19.5%
EFA
4.0%

Basic Materials

EUDI.L
8.8%
EFA
5.9%

Consumer Defensive

EUDI.L
7.9%
EFA
6.7%

Communication Services

EUDI.L
6.7%
EFA
4.5%

Healthcare

EUDI.L
5.7%
EFA
10.6%

Energy

EUDI.L
2.7%
EFA
4.0%

Real Estate

EUDI.L
1.9%
EFA
1.9%

Consumer Cyclical

EUDI.L
1.3%
EFA
7.6%

Technology

EUDI.L

-

EFA
10.4%

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 EAFE 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. VJPB.L
Often compared with EFA:
EFA vs. IEFAEFA vs. VEAEFA vs. EFGEFA vs. XEF.TOEFA vs. EFAVEFA vs. IEUREFA vs. EFO

Return for Risk

EUDI.L vs. EFA — 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
EFA
EFA Risk / Return Rank: 3838
Overall Rank
EFA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 3737
Sortino Ratio Rank
EFA Omega Ratio Rank: 3737
Omega Ratio Rank
EFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFA Martin Ratio Rank: 4141
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. EFA - 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 EAFE ETF (EFA). 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.LEFADifference
Sharpe ratioReturn per unit of total volatility
0.72
1.31

-0.59

Sortino ratioReturn per unit of downside risk
1.04
1.86

-0.83

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.97

1.81

-0.84

Martin ratioReturn relative to average drawdown

3.09

7.25

-4.16

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. EFA - Sharpe Ratio Comparison

The current EUDI.L Sharpe Ratio is 0.72, which is lower than the EFA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EUDI.L and EFA, 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.LEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.31

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.66

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.57

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.29

+0.25

Drawdowns

EUDI.L vs. EFA - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.79%, smaller than the maximum EFA drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for EUDI.L and EFA.

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Drawdown Indicators

EUDI.LEFADifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-55.58%

+17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-9.60%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

-15.70%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-17.18%

-6.84%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

-33.89%

-3.90%

Current Drawdown

Current decline from peak

-2.18%

-1.32%

-0.86%

Average Drawdown

Average peak-to-trough decline

-5.61%

-11.02%

+5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.40%

+0.08%

Volatility

EUDI.L vs. EFA - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 2.78%, while iShares MSCI EAFE ETF (EFA) has a volatility of 3.45%. This indicates that EUDI.L experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUDI.LEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

3.45%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

10.99%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

13.32%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

14.01%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

16.01%

-1.13%

EUDI.L vs. EFA - Expense Ratio Comparison

EUDI.L has a 0.30% expense ratio, which is lower than EFA's 0.32% expense ratio.

Dividends

EUDI.L vs. EFA - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.58%, more than EFA's 3.16% yield.

PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF		3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
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 EFA have a correlation of 0.52, 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 0.32% for EFA.

EUDI.L is categorized as Europe Equities, while EFA is Foreign Large Cap Equities. EUDI.L tracks MSCI EMU NR EUR, while EFA tracks MSCI EAFE Index (Net). They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for EUDI.L and 0.32% for EFA.

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