EUDI.L vs. VFEG.L
Compare and contrast key facts about SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L).
EUDI.L and VFEG.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. VFEG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on Sep 24, 2019. Both EUDI.L and VFEG.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 VFEG.L.
Key characteristics
| EUDI.L | VFEG.L | |
|---|---|---|
| YTD Return | 7.58% | 12.72% |
| 1Y Return | 13.45% | 14.57% |
| 3Y Return (Ann) | 4.44% | 0.27% |
| 5Y Return (Ann) | 2.82% | 4.19% |
| Sharpe Ratio | 1.26 | 0.99 |
| Sortino Ratio | 1.72 | 1.50 |
| Omega Ratio | 1.22 | 1.18 |
| Calmar Ratio | 1.91 | 0.66 |
| Martin Ratio | 6.96 | 5.18 |
| Ulcer Index | 1.91% | 2.44% |
| Daily Std Dev | 10.68% | 12.84% |
| Max Drawdown | -37.76% | -25.35% |
| Current Drawdown | -6.96% | -4.63% |
Correlation
The correlation between EUDI.L and VFEG.L is 0.59, 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. VFEG.L - Performance Comparison
In the year-to-date period, EUDI.L achieves a 7.58% return, which is significantly lower than VFEG.L's 12.72% 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. VFEG.L - Expense Ratio Comparison
EUDI.L has a 0.30% expense ratio, which is higher than VFEG.L's 0.22% expense ratio.
Risk-Adjusted Performance
EUDI.L vs. VFEG.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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.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. VFEG.L - Dividend Comparison
EUDI.L's dividend yield for the trailing twelve months is around 3.69%, while VFEG.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% |
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF 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% |
Drawdowns
EUDI.L vs. VFEG.L - Drawdown Comparison
The maximum EUDI.L drawdown since its inception was -37.76%, which is greater than VFEG.L's maximum drawdown of -25.35%. Use the drawdown chart below to compare losses from any high point for EUDI.L and VFEG.L. For additional features, visit the drawdowns tool.
Volatility
EUDI.L vs. VFEG.L - Volatility Comparison
SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) have volatilities of 5.28% and 5.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.