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EUDV.L vs. CRPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUDV.L vs. CRPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) and iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUDV.L is traded in GBP, while CRPA.L is traded in USD. To make them comparable, the CRPA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUDV.L achieves a 4.50% return, which is significantly higher than CRPA.L's 0.55% return.


EUDV.L

1D
0.21%
1M
-1.38%
YTD
4.50%
6M
6.48%
1Y
10.61%
3Y*
13.32%
5Y*
8.23%
10Y*
7.85%

CRPA.L

1D
0.27%
1M
1.22%
YTD
0.55%
6M
-0.18%
1Y
5.70%
3Y*
3.21%
5Y*
1.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDV.L vs. CRPA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
4.50%25.91%3.63%15.58%-5.76%7.13%-6.89%15.79%-9.35%
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)
0.52%2.14%2.88%3.91%-6.39%-2.74%6.84%7.29%5.33%

Correlation

The correlation between EUDV.L and CRPA.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since May 15, 2018

0.20

The correlation between EUDV.L and CRPA.L shifts across timeframes, from 0.15 (5 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUDV.L vs. CRPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUDV.L
EUDV.L Risk / Return Rank: 2727
Overall Rank
EUDV.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 2828
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 2727
Martin Ratio Rank

CRPA.L
CRPA.L Risk / Return Rank: 2626
Overall Rank
CRPA.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CRPA.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
CRPA.L Omega Ratio Rank: 2424
Omega Ratio Rank
CRPA.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
CRPA.L Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUDV.L vs. CRPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) and iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.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.


EUDV.LCRPA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.02

Calmar ratioReturn relative to maximum drawdown

1.17

1.38

-0.21

Martin ratioReturn relative to average drawdown

3.75

3.24

+0.51

EUDV.L vs. CRPA.L - Sharpe Ratio Comparison

The current EUDV.L Sharpe Ratio is 1.00, which is comparable to the CRPA.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EUDV.L and CRPA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUDV.LCRPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.92

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.15

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.28

+0.27

Drawdowns

EUDV.L vs. CRPA.L - Drawdown Comparison

The maximum EUDV.L drawdown since its inception was -31.64%, which is greater than CRPA.L's maximum drawdown of -15.34%. Use the drawdown chart below to compare losses from any high point for EUDV.L and CRPA.L.


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Drawdown Indicators


EUDV.LCRPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-15.34%

-16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-4.10%

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-9.82%

-6.12%

-3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-12.43%

-9.71%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

Current Drawdown

Current decline from peak

-4.04%

-3.34%

-0.70%

Average Drawdown

Average peak-to-trough decline

-5.25%

-6.28%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

1.75%

+1.12%

Volatility

EUDV.L vs. CRPA.L - Volatility Comparison

SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) has a higher volatility of 2.61% compared to iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) at 1.89%. This indicates that EUDV.L's price experiences larger fluctuations and is considered to be riskier than CRPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDV.LCRPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

1.89%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

5.09%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

6.20%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

7.92%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

8.35%

+6.51%

EUDV.L vs. CRPA.L - Expense Ratio Comparison

EUDV.L has a 0.30% expense ratio, which is higher than CRPA.L's 0.20% expense ratio.


Dividends

EUDV.L vs. CRPA.L - Dividend Comparison

EUDV.L's dividend yield for the trailing twelve months is around 3.62%, while CRPA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (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%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.62%4.04%3.68%3.29%3.56%2.86%3.14%3.52%3.71%3.14%2.94%2.97%

Frequently Asked Questions


EUDV.L and CRPA.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRPA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRPA.L is cheaper with a 0.20% expense ratio, compared with 0.30% for EUDV.L.

EUDV.L is categorized as Europe Equities, while CRPA.L is Global Corporate Bonds. EUDV.L tracks MSCI EMU NR EUR, while CRPA.L tracks Bloomberg Gbl Agg Corp TR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for EUDV.L and 0.20% for CRPA.L.

Portfolio Optimizer

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