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

Performance

EUDV.L vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
4.30%25.91%3.63%10.06%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
-2.71%10.16%26.56%9.17%
Different Trading Currencies

EUDV.L is traded in GBP, while SPYL.DE is traded in EUR. To make them comparable, the SPYL.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 4.30% return, which is significantly higher than SPYL.DE's -2.71% return.


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%

SPYL.DE

1D
1.83%
1M
-2.77%
YTD
-2.71%
6M
0.59%
1Y
15.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EUDV.L has a 0.30% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


Return for Risk

EUDV.L vs. SPYL.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: 7070
Overall Rank
EUDV.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 7171
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 6363
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 3636
Overall Rank
SPYL.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 4545
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. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.LSPYL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.95

+0.43

Sortino ratio

Return per unit of downside risk

1.79

1.37

+0.42

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.95

2.15

-0.21

Martin ratio

Return relative to average drawdown

6.60

7.38

-0.78

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

The current EUDV.L Sharpe Ratio is 1.38, which is higher than the SPYL.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EUDV.L and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUDV.LSPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.95

+0.43

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

1.25

-0.69

Correlation

The correlation between EUDV.L and SPYL.DE is 0.24, 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. SPYL.DE - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
SPYL.DE
State Street SPDR S&P 500 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%

Drawdowns

EUDV.L vs. SPYL.DE - Drawdown Comparison

The maximum EUDV.L drawdown since its inception was -31.64%, which is greater than SPYL.DE's maximum drawdown of -22.01%. Use the drawdown chart below to compare losses from any high point for EUDV.L and SPYL.DE.


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Drawdown Indicators


EUDV.LSPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-23.27%

-8.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-13.42%

+4.23%

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%

-5.21%

+0.98%

Average Drawdown

Average peak-to-trough decline

-5.28%

-3.41%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.31%

+0.40%

Volatility

EUDV.L vs. SPYL.DE - Volatility Comparison

SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) has a higher volatility of 4.67% compared to State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) at 3.86%. This indicates that EUDV.L's price experiences larger fluctuations and is considered to be riskier than SPYL.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.LSPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

3.86%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

8.59%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

16.37%

-3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

14.06%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

14.06%

+0.79%