EUDI.L vs. VUAG.L
Compare and contrast key facts about SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
EUDI.L and VUAG.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. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019. Both EUDI.L and VUAG.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 VUAG.L.
Key characteristics
| EUDI.L | VUAG.L | |
|---|---|---|
| YTD Return | 7.58% | 26.70% |
| 1Y Return | 13.45% | 32.12% |
| 3Y Return (Ann) | 4.44% | 11.97% |
| 5Y Return (Ann) | 2.82% | 15.81% |
| Sharpe Ratio | 1.26 | 0.95 |
| Sortino Ratio | 1.72 | 1.57 |
| Omega Ratio | 1.22 | 1.46 |
| Calmar Ratio | 1.91 | 1.55 |
| Martin Ratio | 6.96 | 3.13 |
| Ulcer Index | 1.91% | 10.05% |
| Daily Std Dev | 10.68% | 33.10% |
| Max Drawdown | -37.76% | -25.61% |
| Current Drawdown | -6.96% | 0.00% |
Correlation
The correlation between EUDI.L and VUAG.L is 0.65, 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. VUAG.L - Performance Comparison
In the year-to-date period, EUDI.L achieves a 7.58% return, which is significantly lower than VUAG.L's 26.70% 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. VUAG.L - Expense Ratio Comparison
EUDI.L has a 0.30% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.
Risk-Adjusted Performance
EUDI.L vs. VUAG.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 S&P 500 UCITS ETF (USD) Accumulating (VUAG.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. VUAG.L - Dividend Comparison
EUDI.L's dividend yield for the trailing twelve months is around 3.69%, while VUAG.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% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 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. VUAG.L - Drawdown Comparison
The maximum EUDI.L drawdown since its inception was -37.76%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for EUDI.L and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
EUDI.L vs. VUAG.L - Volatility Comparison
SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) has a higher volatility of 5.28% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.30%. This indicates that EUDI.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.