EUDI.L vs. XNKY.DE
EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) are both exchange-traded funds - EUDI.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while XNKY.DE is a Japan Equities fund tracking the Nikkei 225®. Both are passively managed. Over the past 5 years, EUDI.L returned 8.28%/yr vs 12.43%/yr for XNKY.DE. At a 0.43 correlation, their price movements are largely independent. EUDI.L charges 0.30%/yr vs 0.09%/yr for XNKY.DE.
Performance
EUDI.L vs. XNKY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUDI.L achieves a 7.54% return, which is significantly lower than XNKY.DE's 32.35% 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%
XNKY.DE
- 1D
- -1.43%
- 1M
- 6.07%
- YTD
- 32.35%
- 6M
- 33.84%
- 1Y
- 59.86%
- 3Y*
- 20.83%
- 5Y*
- 12.43%
- 10Y*
- —
EUDI.L vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 7.54% | 19.78% | 8.49% | 17.84% | -10.67% | 14.45% | 16.18% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 32.35% | 16.16% | 14.34% | 18.03% | -15.35% | 3.16% | 13.56% |
Correlation
The correlation between EUDI.L and XNKY.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2020 | 0.43 |
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Return for Risk
EUDI.L vs. XNKY.DE — Risk / Return Rank
EUDI.L
XNKY.DE
EUDI.L vs. XNKY.DE - 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 Xtrackers Nikkei 225 UCITS ETF (XNKY.DE). 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.L | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 4.59 | -3.32 |
| Martin ratioReturn relative to average drawdown | 4.16 | 13.91 | -9.75 |
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Drawdowns
EUDI.L vs. XNKY.DE - Drawdown Comparison
The maximum EUDI.L drawdown since its inception was -37.79%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for EUDI.L and XNKY.DE.
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Drawdown Indicators
| EUDI.L | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.79% | -21.47% | -16.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.96% | -12.99% | +5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -20.16% | +8.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -21.15% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.79% | — | — |
Current DrawdownCurrent decline from peak | -0.66% | -1.43% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -7.84% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 4.29% | -1.85% |
Volatility
EUDI.L vs. XNKY.DE - Volatility Comparison
The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 2.50%, while Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a volatility of 6.59%. This indicates that EUDI.L experiences smaller price fluctuations and is considered to be less risky than XNKY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUDI.L | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 6.59% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 18.61% | -9.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 23.59% | -12.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 18.57% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 18.41% | -3.56% |
EUDI.L vs. XNKY.DE - Expense Ratio Comparison
EUDI.L has a 0.30% expense ratio, which is higher than XNKY.DE's 0.09% expense ratio.
Dividends
EUDI.L vs. XNKY.DE - Dividend Comparison
EUDI.L's dividend yield for the trailing twelve months is around 3.53%, while XNKY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUDI.L and XNKY.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for EUDI.L.
EUDI.L is categorized as Europe Equities, while XNKY.DE is Japan Equities. EUDI.L tracks MSCI EMU NR EUR, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for EUDI.L and 0.09% for XNKY.DE.
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