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

EUDI.L vs. META

Last updated Jun 13, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, EUDI.L returned 7.64%/yr vs 17.02%/yr for META. At a 0.21 correlation, their price movements are largely independent.

Performance

EUDI.L vs. META - 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 Meta Platforms, Inc. (META). 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 META is traded in USD. To make them comparable, the META 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 7.54% return, which is significantly higher than META's -12.71% return. Over the past 10 years, EUDI.L has underperformed META with an annualized return of 7.64%, while META has yielded a comparatively higher 17.02% annualized return.

EUDI.L

1D
0.76%
1M
2.45%
YTD
7.54%
6M
9.86%
1Y
10.16%
3Y*
13.93%
5Y*
8.28%
10Y*
7.64%

META

1D
-0.17%
1M
-6.89%
YTD
-12.71%
6M
-10.54%
1Y
-17.83%
3Y*
25.24%
5Y*
12.54%
10Y*
17.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDI.L vs. META - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		7.54%19.78%8.49%17.84%-10.67%14.45%-11.74%21.42%-7.84%11.12%
META
Meta Platforms, Inc.		-12.71%-0.33%77.01%185.31%-62.00%32.34%22.12%60.11%-22.22%34.53%

Correlation

The correlation between EUDI.L and META is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.09

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.21

The correlation between EUDI.L and META shifts across timeframes, from 0.09 (3 years) to 0.21 (all time), reflecting how their relationship changes across market environments.

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

Meta Platforms, Inc.

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. SPY
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

EUDI.L vs. META — 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: 2929
Overall Rank
EUDI.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EUDI.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EUDI.L Omega Ratio Rank: 2929
Omega Ratio Rank
EUDI.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EUDI.L Martin Ratio Rank: 3232
Martin Ratio Rank
META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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. META - 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 Meta Platforms, Inc. (META). 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.LMETADifference
Sharpe ratioReturn per unit of total volatility
0.94
-0.51

+1.45

Sortino ratioReturn per unit of downside risk
1.33
-0.54

+1.87

Omega ratioGain probability vs. loss probability

1.18

0.93

+0.25

Calmar ratioReturn relative to maximum drawdown

1.27

-0.55

+1.82

Martin ratioReturn relative to average drawdown

4.16

-1.11

+5.27

EUDI.L vs. META - Sharpe Ratio Comparison

The current EUDI.L Sharpe Ratio is 0.94, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of EUDI.L and META, 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. META - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.79%, smaller than the maximum META drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for EUDI.L and META.

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Drawdown Indicators

EUDI.LMETADifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-71.76%

+33.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-32.44%

+24.48%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

-39.99%

+28.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-71.76%

+47.74%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

-71.76%

+33.97%

Current Drawdown

Current decline from peak

-0.66%

-29.92%

+29.26%

Average Drawdown

Average peak-to-trough decline

-5.60%

-15.11%

+9.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

16.10%

-13.66%

Volatility

EUDI.L vs. META - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 2.50%, while Meta Platforms, Inc. (META) has a volatility of 9.80%. This indicates that EUDI.L experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUDI.LMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

9.80%

-7.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

26.24%

-17.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

35.08%

-24.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

43.86%

-30.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

38.90%

-24.05%

Dividends

EUDI.L vs. META - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.53%, more than META's 0.37% yield.

PositionTTM20252024202320222021202020192018201720162015
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.53%4.08%3.66%3.31%3.61%2.80%3.07%3.12%3.71%3.15%2.97%3.01%
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EUDI.L and META have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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