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

EUDI.L vs. HIGH.L

Last updated Jun 5, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and HIGH.L (iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)) are both exchange-traded funds - EUDI.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while HIGH.L is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR. Both are passively managed. Over the past 5 years, EUDI.L returned 8.08%/yr vs 2.71%/yr for HIGH.L. A 0.63 correlation means they provide meaningful diversification when combined. EUDI.L charges 0.30%/yr vs 0.50%/yr for HIGH.L.

Performance

EUDI.L vs. HIGH.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 iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L). 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 5.47% return, which is significantly higher than HIGH.L's 1.03% 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%

HIGH.L

1D
0.13%
1M
0.90%
YTD
1.03%
6M
1.37%
1Y
3.20%
3Y*
6.34%
5Y*
2.71%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		5.47%19.78%8.49%17.82%-10.65%14.45%-11.74%21.41%-7.83%1.29%
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)		1.03%4.81%5.78%11.51%-9.32%2.82%1.10%9.76%-3.46%0.37%

Correlation

The correlation between EUDI.L and HIGH.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.49

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

0.53

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

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

0.63

The correlation between EUDI.L and HIGH.L shifts across timeframes, from 0.49 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

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

Sectors
EUDI.L
HIGH.L

Financial Services

23.1%
100.0%

Industrials

22.4%

-

Utilities

19.5%

-

Basic Materials

8.8%

-

Consumer Defensive

7.9%

-

Communication Services

6.7%

-

Healthcare

5.7%

-

Energy

2.7%

-

Real Estate

1.9%

-

Consumer Cyclical

1.3%

-

Technology

-

-

Financial Services

EUDI.L
23.1%
HIGH.L
100.0%

Industrials

EUDI.L
22.4%
HIGH.L

-

Utilities

EUDI.L
19.5%
HIGH.L

-

Basic Materials

EUDI.L
8.8%
HIGH.L

-

Consumer Defensive

EUDI.L
7.9%
HIGH.L

-

Communication Services

EUDI.L
6.7%
HIGH.L

-

Healthcare

EUDI.L
5.7%
HIGH.L

-

Energy

EUDI.L
2.7%
HIGH.L

-

Real Estate

EUDI.L
1.9%
HIGH.L

-

Consumer Cyclical

EUDI.L
1.3%
HIGH.L

-

Technology

EUDI.L

-

HIGH.L

-

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 EUR High Yield Corporate Bond UCITS ETF EUR (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 HIGH.L:
HIGH.L vs. SGOVHIGH.L vs. ARCCHIGH.L vs. EUNW.DEHIGH.L vs. SPYIHIGH.L vs. JEPQHIGH.L vs. SPYHIGH.L vs. IEAA.L

Return for Risk

EUDI.L vs. HIGH.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
HIGH.L
HIGH.L Risk / Return Rank: 2727
Overall Rank
HIGH.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 2727
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3232
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. HIGH.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 iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.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.LHIGH.LDifference
Sharpe ratioReturn per unit of total volatility
0.72
0.92

-0.20

Sortino ratioReturn per unit of downside risk
1.04
1.47

-0.43

Omega ratioGain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

0.97

1.11

-0.13

Martin ratioReturn relative to average drawdown

3.09

4.65

-1.55

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. HIGH.L - Sharpe Ratio Comparison

The current EUDI.L Sharpe Ratio is 0.72, which is comparable to the HIGH.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EUDI.L and HIGH.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.LHIGH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.92

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.51

+0.09

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

0.37

+0.20

Drawdowns

EUDI.L vs. HIGH.L - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.76%, which is greater than HIGH.L's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for EUDI.L and HIGH.L.

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Drawdown Indicators

EUDI.LHIGH.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.76%

-25.42%

-12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-2.88%

-5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-11.67%

-3.70%

-7.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.00%

-14.64%

-9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.76%

—

—

Current Drawdown

Current decline from peak

-2.57%

-0.14%

-2.43%

Average Drawdown

Average peak-to-trough decline

-5.78%

-2.72%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

0.69%

+1.82%

Volatility

EUDI.L vs. HIGH.L - Volatility Comparison

SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) has a higher volatility of 3.25% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) at 1.09%. This indicates that EUDI.L's price experiences larger fluctuations and is considered to be riskier than HIGH.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.LHIGH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

1.09%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

2.91%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

3.46%

+7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

5.32%

+8.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

7.15%

+7.73%

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

EUDI.L has a 0.30% expense ratio, which is lower than HIGH.L's 0.50% expense ratio.

Dividends

EUDI.L vs. HIGH.L - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
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%
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (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%

Frequently Asked Questions

EUDI.L and HIGH.L have a correlation of 0.49, 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 0.50% for HIGH.L.

EUDI.L is categorized as Europe Equities, while HIGH.L is European High Yield Bonds. EUDI.L tracks MSCI EMU NR EUR, while HIGH.L tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for EUDI.L and 0.50% for HIGH.L.

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