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

EUDI.L vs. IMIB.L

Last updated Jun 26, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and IMIB.L (iShares FTSE MIB UCITS ETF EUR (Dist)) are both Europe Equities funds - EUDI.L tracks the MSCI EMU NR EUR while IMIB.L tracks the FTSE Italia AllShare TR EUR. Both are passively managed. Over the past 10 years, EUDI.L returned 8.07%/yr vs 17.03%/yr for IMIB.L. A 0.78 correlation means they provide meaningful diversification when combined. EUDI.L charges 0.30%/yr vs 0.35%/yr for IMIB.L.

Performance

EUDI.L vs. IMIB.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 FTSE MIB UCITS ETF EUR (Dist) (IMIB.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 IMIB.L is traded in GBp. To make them comparable, the IMIB.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 7.83% return, which is significantly lower than IMIB.L's 18.41% return. Over the past 10 years, EUDI.L has underperformed IMIB.L with an annualized return of 8.07%, while IMIB.L has yielded a comparatively higher 17.03% annualized return.

EUDI.L

1D
0.51%
1M
0.48%
YTD
7.83%
6M
8.30%
1Y
13.54%
3Y*
15.14%
5Y*
8.61%
10Y*
8.07%

IMIB.L

1D
0.20%
1M
3.61%
YTD
18.41%
6M
18.99%
1Y
36.97%
3Y*
29.48%
5Y*
20.45%
10Y*
17.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		7.83%19.78%8.49%17.84%-10.67%14.45%-11.74%21.42%-7.84%11.12%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		18.41%36.28%18.63%33.31%-8.56%26.00%-4.05%32.79%-13.76%16.18%

Correlation

The correlation between EUDI.L and IMIB.L is 0.67, 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

0.67

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

0.72

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

0.76

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

0.76

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

0.78

The correlation between EUDI.L and IMIB.L shifts across timeframes, from 0.67 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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

Sectors
EUDI.L
IMIB.L

Industrials

23.2%
11.4%

Financial Services

23.2%
45.3%

Utilities

19.3%
15.9%

Basic Materials

8.9%
0.5%

Consumer Defensive

8.3%
0.4%

Communication Services

6.8%
1.7%

Healthcare

6.1%
1.2%

Energy

2.9%
7.9%

Real Estate

1.9%
0.3%

Consumer Cyclical

1.3%
9.9%

Technology

-

5.5%

Industrials

EUDI.L
23.2%
IMIB.L
11.4%

Financial Services

EUDI.L
23.2%
IMIB.L
45.3%

Utilities

EUDI.L
19.3%
IMIB.L
15.9%

Basic Materials

EUDI.L
8.9%
IMIB.L
0.5%

Consumer Defensive

EUDI.L
8.3%
IMIB.L
0.4%

Communication Services

EUDI.L
6.8%
IMIB.L
1.7%

Healthcare

EUDI.L
6.1%
IMIB.L
1.2%

Energy

EUDI.L
2.9%
IMIB.L
7.9%

Real Estate

EUDI.L
1.9%
IMIB.L
0.3%

Consumer Cyclical

EUDI.L
1.3%
IMIB.L
9.9%

Technology

EUDI.L

-

IMIB.L
5.5%

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 FTSE MIB UCITS ETF EUR (Dist)

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. SPY
Often compared with IMIB.L:
IMIB.L vs. ESIF.LIMIB.L vs. SPMOIMIB.L vs. X7PP.LIMIB.L vs. VOOIMIB.L vs. BNKE.LIMIB.L vs. PSRE.LIMIB.L vs. EEIP.L

Return for Risk

EUDI.L vs. IMIB.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: 3939
Overall Rank
EUDI.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EUDI.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUDI.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUDI.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
EUDI.L Martin Ratio Rank: 3939
Martin Ratio Rank
IMIB.L
IMIB.L Risk / Return Rank: 8484
Overall Rank
IMIB.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IMIB.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
IMIB.L Omega Ratio Rank: 8585
Omega Ratio Rank
IMIB.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
IMIB.L Martin Ratio Rank: 7979
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. IMIB.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 FTSE MIB UCITS ETF EUR (Dist) (IMIB.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.

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.LIMIB.LDifference
Sharpe ratioReturn per unit of total volatility
1.27
2.44

-1.17

Sortino ratioReturn per unit of downside risk
1.76
3.31

-1.55

Omega ratioGain probability vs. loss probability

1.24

1.44

-0.20

Calmar ratioReturn relative to maximum drawdown

1.69

3.95

-2.25

Martin ratioReturn relative to average drawdown

5.59

14.37

-8.78

EUDI.L vs. IMIB.L - Sharpe Ratio Comparison

The current EUDI.L Sharpe Ratio is 1.27, which is lower than the IMIB.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of EUDI.L and IMIB.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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Drawdowns

EUDI.L vs. IMIB.L - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.79%, smaller than the maximum IMIB.L drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for EUDI.L and IMIB.L.

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Drawdown Indicators

EUDI.LIMIB.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-74.08%

+36.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-9.33%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

-17.52%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-25.04%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

-41.31%

+3.52%

Current Drawdown

Current decline from peak

-0.39%

-2.22%

+1.83%

Average Drawdown

Average peak-to-trough decline

-5.59%

-39.22%

+33.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.57%

-0.15%

Volatility

EUDI.L vs. IMIB.L - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 1.88%, while iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) has a volatility of 3.87%. This indicates that EUDI.L experiences smaller price fluctuations and is considered to be less risky than IMIB.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.LIMIB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

3.87%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

12.20%

-3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

10.68%

15.10%

-4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

18.12%

-4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

19.59%

-4.90%

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

EUDI.L has a 0.30% expense ratio, which is lower than IMIB.L's 0.35% expense ratio.

Dividends

EUDI.L vs. IMIB.L - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.52%, less than IMIB.L's 3.75% yield.

PositionTTM20252024202320222021202020192018201720162015
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.52%4.08%3.66%3.31%3.61%2.80%3.07%3.12%3.71%3.15%2.97%3.01%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		3.75%3.83%4.53%3.77%3.90%3.15%1.44%3.41%3.25%2.29%2.82%2.15%

Frequently Asked Questions

EUDI.L and IMIB.L have a correlation of 0.67, 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 0.35% for IMIB.L.

EUDI.L tracks MSCI EMU NR EUR, while IMIB.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for EUDI.L and 0.35% for IMIB.L.

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