EUDI.L vs. IUIT.L
Compare and contrast key facts about SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).
EUDI.L and IUIT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUDI.L is a passively managed fund by State Street that tracks the performance of the MSCI EMU NR EUR. It was launched on Feb 28, 2012. IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both EUDI.L and IUIT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUDI.L or IUIT.L.
Key characteristics
| EUDI.L | IUIT.L | |
|---|---|---|
| YTD Return | 7.58% | 35.56% |
| 1Y Return | 13.45% | 43.38% |
| 3Y Return (Ann) | 4.44% | 16.86% |
| 5Y Return (Ann) | 2.82% | 25.31% |
| Sharpe Ratio | 1.26 | 2.08 |
| Sortino Ratio | 1.72 | 2.75 |
| Omega Ratio | 1.22 | 1.36 |
| Calmar Ratio | 1.91 | 2.91 |
| Martin Ratio | 6.96 | 9.71 |
| Ulcer Index | 1.91% | 4.38% |
| Daily Std Dev | 10.68% | 20.48% |
| Max Drawdown | -37.76% | -33.46% |
| Current Drawdown | -6.96% | -0.71% |
Correlation
The correlation between EUDI.L and IUIT.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EUDI.L vs. IUIT.L - Performance Comparison
In the year-to-date period, EUDI.L achieves a 7.58% return, which is significantly lower than IUIT.L's 35.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUDI.L vs. IUIT.L - Expense Ratio Comparison
EUDI.L has a 0.30% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.
Risk-Adjusted Performance
EUDI.L vs. IUIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.
Dividends
EUDI.L vs. IUIT.L - Dividend Comparison
EUDI.L's dividend yield for the trailing twelve months is around 3.69%, while IUIT.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 3.69% | 3.31% | 3.61% | 2.80% | 3.07% | 3.11% | 3.75% | 3.15% | 2.97% | 3.02% | 3.60% | 3.71% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EUDI.L vs. IUIT.L - Drawdown Comparison
The maximum EUDI.L drawdown since its inception was -37.76%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for EUDI.L and IUIT.L. For additional features, visit the drawdowns tool.
Volatility
EUDI.L vs. IUIT.L - Volatility Comparison
The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 5.28%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 5.70%. This indicates that EUDI.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.