EUDI.L vs. SCHD
Compare and contrast key facts about SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and Schwab US Dividend Equity ETF (SCHD).
EUDI.L and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both EUDI.L and SCHD 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 SCHD.
Key characteristics
| EUDI.L | SCHD | |
|---|---|---|
| YTD Return | 7.58% | 17.47% |
| 1Y Return | 13.45% | 27.61% |
| 3Y Return (Ann) | 4.44% | 6.96% |
| 5Y Return (Ann) | 2.82% | 12.74% |
| 10Y Return (Ann) | 6.96% | 11.66% |
| Sharpe Ratio | 1.26 | 2.70 |
| Sortino Ratio | 1.72 | 3.89 |
| Omega Ratio | 1.22 | 1.48 |
| Calmar Ratio | 1.91 | 3.71 |
| Martin Ratio | 6.96 | 14.94 |
| Ulcer Index | 1.91% | 2.04% |
| Daily Std Dev | 10.68% | 11.25% |
| Max Drawdown | -37.76% | -33.37% |
| Current Drawdown | -6.96% | -0.51% |
Correlation
The correlation between EUDI.L and SCHD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EUDI.L vs. SCHD - Performance Comparison
In the year-to-date period, EUDI.L achieves a 7.58% return, which is significantly lower than SCHD's 17.47% return. Over the past 10 years, EUDI.L has underperformed SCHD with an annualized return of 6.96%, while SCHD has yielded a comparatively higher 11.66% annualized 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. SCHD - Expense Ratio Comparison
EUDI.L has a 0.30% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
EUDI.L vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
EUDI.L's dividend yield for the trailing twelve months is around 3.69%, more than SCHD's 3.37% yield.
| 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% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
EUDI.L vs. SCHD - Drawdown Comparison
The maximum EUDI.L drawdown since its inception was -37.76%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EUDI.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
EUDI.L vs. SCHD - Volatility Comparison
SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) has a higher volatility of 5.28% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that EUDI.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.