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EUDV.L vs. DXSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUDV.L vs. DXSA.DE - 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 Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). 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 DXSA.DE is traded in EUR. To make them comparable, the DXSA.DE 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 4.85% return, which is significantly lower than DXSA.DE's 8.37% return. Over the past 10 years, EUDV.L has underperformed DXSA.DE with an annualized return of 8.09%, while DXSA.DE has yielded a comparatively higher 10.25% annualized return.


EUDV.L

1D
0.00%
1M
0.65%
YTD
4.85%
6M
7.18%
1Y
10.61%
3Y*
14.01%
5Y*
8.09%
10Y*
8.09%

DXSA.DE

1D
0.31%
1M
2.44%
YTD
8.37%
6M
10.49%
1Y
22.17%
3Y*
19.60%
5Y*
12.17%
10Y*
10.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDV.L vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
4.85%25.94%3.61%15.55%-5.72%7.12%-6.90%15.46%-7.03%15.00%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
8.37%40.34%5.55%15.58%-4.88%10.30%-3.94%16.16%-11.78%15.12%

Correlation

The correlation between EUDV.L and DXSA.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.80

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

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.84

The correlation between EUDV.L and DXSA.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

EUDV.L vs. DXSA.DE — 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: 2828
Overall Rank
EUDV.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 2929
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 2828
Martin Ratio Rank

DXSA.DE
DXSA.DE Risk / Return Rank: 5454
Overall Rank
DXSA.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 5252
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. DXSA.DE - 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 Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.


EUDV.LDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.18

1.38

-0.20

Calmar ratioReturn relative to maximum drawdown

1.15

2.58

-1.43

Martin ratioReturn relative to average drawdown

3.67

9.00

-5.33

EUDV.L vs. DXSA.DE - Sharpe Ratio Comparison

The current EUDV.L Sharpe Ratio is 0.98, which is lower than the DXSA.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EUDV.L and DXSA.DE, 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.LDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.09

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.83

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.65

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.23

Drawdowns

EUDV.L vs. DXSA.DE - Drawdown Comparison

The maximum EUDV.L drawdown since its inception was -31.67%, smaller than the maximum DXSA.DE drawdown of -60.60%. Use the drawdown chart below to compare losses from any high point for EUDV.L and DXSA.DE.


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Drawdown Indicators


EUDV.LDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.67%

-60.60%

+28.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-8.84%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-9.80%

-13.85%

+4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

-21.27%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-31.67%

-31.06%

-0.61%

Current Drawdown

Current decline from peak

-3.72%

-1.05%

-2.67%

Average Drawdown

Average peak-to-trough decline

-5.98%

-15.69%

+9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.54%

+0.34%

Volatility

EUDV.L vs. DXSA.DE - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) is 2.06%, while Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a volatility of 2.66%. This indicates that EUDV.L experiences smaller price fluctuations and is considered to be less risky than DXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDV.LDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.66%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

8.80%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

10.89%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

14.52%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

15.69%

-0.83%

EUDV.L vs. DXSA.DE - Expense Ratio Comparison

Both EUDV.L and DXSA.DE have an expense ratio of 0.30%.


Dividends

EUDV.L vs. DXSA.DE - Dividend Comparison

EUDV.L's dividend yield for the trailing twelve months is around 3.61%, less than DXSA.DE's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
4.51%4.96%5.39%4.32%4.62%5.73%5.96%2.34%4.64%3.00%2.93%0.14%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.61%4.04%3.68%3.29%3.56%2.86%3.14%3.23%3.71%3.13%2.94%2.97%

Frequently Asked Questions


EUDV.L and DXSA.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUDV.L and DXSA.DE have the same expense ratio: 0.30% per year.

EUDV.L tracks MSCI EMU NR EUR, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: State Street and Xtrackers.

Portfolio Optimizer

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