EUDI.L vs. WDIV
Compare and contrast key facts about SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and SPDR S&P Global Dividend ETF (WDIV).
EUDI.L and WDIV 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. WDIV is a passively managed fund by State Street that tracks the performance of the S&P Global Dividend Aristocrats Index sp_43. It was launched on May 29, 2013. Both EUDI.L and WDIV 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 WDIV.
Key characteristics
| EUDI.L | WDIV | |
|---|---|---|
| YTD Return | 7.58% | 10.26% |
| 1Y Return | 13.45% | 19.60% |
| 3Y Return (Ann) | 4.44% | 3.41% |
| 5Y Return (Ann) | 2.82% | 3.40% |
| 10Y Return (Ann) | 6.96% | 4.43% |
| Sharpe Ratio | 1.26 | 2.03 |
| Sortino Ratio | 1.72 | 2.89 |
| Omega Ratio | 1.22 | 1.36 |
| Calmar Ratio | 1.91 | 2.07 |
| Martin Ratio | 6.96 | 11.63 |
| Ulcer Index | 1.91% | 2.00% |
| Daily Std Dev | 10.68% | 11.40% |
| Max Drawdown | -37.76% | -42.35% |
| Current Drawdown | -6.96% | -4.03% |
Correlation
The correlation between EUDI.L and WDIV is 0.56, 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. WDIV - Performance Comparison
In the year-to-date period, EUDI.L achieves a 7.58% return, which is significantly lower than WDIV's 10.26% return. Over the past 10 years, EUDI.L has outperformed WDIV with an annualized return of 6.96%, while WDIV has yielded a comparatively lower 4.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EUDI.L vs. WDIV - Expense Ratio Comparison
EUDI.L has a 0.30% expense ratio, which is lower than WDIV's 0.40% expense ratio.
Risk-Adjusted Performance
EUDI.L vs. WDIV - 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 SPDR S&P Global Dividend ETF (WDIV). 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. WDIV - Dividend Comparison
EUDI.L's dividend yield for the trailing twelve months is around 3.69%, less than WDIV's 4.53% 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% |
WDIV SPDR S&P Global Dividend ETF | 4.53% | 4.73% | 5.12% | 4.16% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% | 4.73% | 2.17% |
Drawdowns
EUDI.L vs. WDIV - Drawdown Comparison
The maximum EUDI.L drawdown since its inception was -37.76%, smaller than the maximum WDIV drawdown of -42.35%. Use the drawdown chart below to compare losses from any high point for EUDI.L and WDIV. For additional features, visit the drawdowns tool.
Volatility
EUDI.L vs. WDIV - Volatility Comparison
SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) has a higher volatility of 5.28% compared to SPDR S&P Global Dividend ETF (WDIV) at 2.83%. This indicates that EUDI.L's price experiences larger fluctuations and is considered to be riskier than WDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.