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EUDV.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

EUDV.L vs. USD=X - 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 USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 7.03% return, which is significantly higher than USD=X's 0.66% return. Over the past 10 years, EUDV.L has outperformed USD=X with an annualized return of 7.44%, while USD=X has yielded a comparatively lower -0.21% annualized return.


EUDV.L

1D
-0.20%
1M
0.12%
6M
8.35%
YTD
7.03%
1Y
11.77%
3Y*
13.84%
5Y*
8.73%
10Y*
7.44%
ALL TIME*
7.22%

USD=X

1D
0.00%
1M
-1.32%
6M
0.43%
YTD
0.66%
1Y
0.80%
3Y*
-1.34%
5Y*
0.54%
10Y*
-0.21%
ALL TIME*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDV.L vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
7.03%25.94%3.61%15.55%-5.72%7.12%-6.90%15.46%-7.03%15.00%
USD=X
USD Cash
0.66%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%

Correlation

The correlation between EUDV.L and USD=X is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.06

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

-0.09

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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2012

0.09

The correlation between EUDV.L and USD=X shifts across timeframes, from -0.09 (5 years) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUDV.L vs. USD=X — 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: 3838
Overall Rank
EUDV.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 3939
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 3636
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - 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 USD Cash (USD=X). 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.


EUDV.LUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.20

1.03

+0.17

Calmar ratioReturn relative to maximum drawdown

1.28

0.18

+1.10

Martin ratioReturn relative to average drawdown

3.95

0.39

+3.56

EUDV.L vs. USD=X - Sharpe Ratio Comparison

The current EUDV.L Sharpe Ratio is 1.09, which is higher than the USD=X Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of EUDV.L and USD=X, 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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Drawdowns

EUDV.L vs. USD=X - Drawdown Comparison

The maximum EUDV.L drawdown since its inception was -31.67%, which is greater than USD=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for EUDV.L and USD=X.


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Drawdown Indicators


EUDV.LUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-31.67%

-22.85%

-8.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-5.98%

-3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-9.80%

-12.79%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

-22.85%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.67%

-22.85%

-8.82%

Current Drawdown

Current decline from peak

-1.72%

-20.18%

+18.46%

Average Drawdown

Average peak-to-trough decline

-5.95%

-11.19%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.83%

+0.14%

Volatility

EUDV.L vs. USD=X - Volatility Comparison

SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) has a higher volatility of 2.84% compared to USD Cash (USD=X) at 1.69%. This indicates that EUDV.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDV.LUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

1.69%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

5.40%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

5.75%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.45%

7.11%

+6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

7.32%

+7.45%

Frequently Asked Questions


EUDV.L and USD=X have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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