EUDV.L vs. IPDP

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) and Dividend Performers ETF (IPDP).

EUDV.L and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUDV.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. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.

Performance

EUDV.L vs. IPDP - 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 Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

EUDV.L vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	0.72%
IPDP Dividend Performers ETF	2.71%

Different Trading Currencies

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

Returns By Period

EUDV.L

• 1D: 1.51%
• 1M: -2.10%
• YTD: 4.30%
• 6M: 7.61%
• 1Y: 17.66%
• 3Y*: 13.44%
• 5Y*: 9.27%
• 10Y*: 7.98%

IPDP

• 1D: -0.23%
• 1M: 1.13%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDV.L vs. IPDP - Expense Ratio Comparison

EUDV.L has a 0.30% expense ratio, which is lower than IPDP's 1.52% expense ratio.

IPDP

Dividend Performers ETF

EUDV.L

SPDR® S&P Euro Dividend Aristocrats UCITS ETF

Return for Risk

EUDV.L vs. IPDP — 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: 70
EUDV.L Sharpe Ratio Rank: 74
EUDV.L Sortino Ratio Rank: 69
EUDV.L Omega Ratio Rank: 71
EUDV.L Calmar Ratio Rank: 72
EUDV.L Martin Ratio Rank: 63

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. IPDP - 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 Dividend Performers ETF (IPDP). 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.L	IPDP	Difference
Sharpe ratio Return per unit of total volatility	1.38	—	—
Sortino ratio Return per unit of downside risk	1.79	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	1.95	—	—
Martin ratio Return relative to average drawdown	6.60	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EUDV.L	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	3.45	-2.89

Correlation

The correlation between EUDV.L and IPDP is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EUDV.L vs. IPDP - Dividend Comparison

EUDV.L's dividend yield for the trailing twelve months is around 3.63%, while IPDP has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	3.63%	4.04%	3.68%	3.29%	3.56%	2.86%	3.14%	3.52%	3.71%	3.14%	2.94%	2.97%
IPDP Dividend Performers 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%

Drawdowns

EUDV.L vs. IPDP - Drawdown Comparison

The maximum EUDV.L drawdown since its inception was -31.64%, which is greater than IPDP's maximum drawdown of -1.22%. Use the drawdown chart below to compare losses from any high point for EUDV.L and IPDP.

Drawdown Indicators

	EUDV.L	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-31.64%	0.00%	-31.64%
Max Drawdown (1Y) Largest decline over 1 year	-9.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.64%	—	—
Current Drawdown Current decline from peak	-4.23%	0.00%	-4.23%
Average Drawdown Average peak-to-trough decline	-5.28%	0.00%	-5.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	—	—

Volatility

Volatility by Period

	EUDV.L	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	6.67%	+6.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	6.67%	+6.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.85%	6.67%	+8.18%