EUDV.L vs. VBR

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) and Vanguard Small-Cap Value ETF (VBR).

EUDV.L and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004. Both EUDV.L and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EUDV.L vs. VBR - 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 Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

EUDV.L vs. VBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	4.30%	25.91%	3.63%	15.58%	-5.76%	7.13%	-6.89%	15.79%	-7.00%	14.97%
VBR Vanguard Small-Cap Value ETF	5.30%	1.31%	14.36%	10.20%	1.40%	29.30%	2.79%	18.11%	-7.08%	2.14%

Different Trading Currencies

EUDV.L is traded in GBP, while VBR is traded in USD. To make them comparable, the VBR 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 lower than VBR's 5.30% return. Over the past 10 years, EUDV.L has underperformed VBR with an annualized return of 7.98%, while VBR has yielded a comparatively higher 10.93% annualized 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%

VBR

• 1D: 0.18%
• 1M: -3.71%
• YTD: 5.30%
• 6M: 7.03%
• 1Y: 16.14%
• 3Y*: 10.88%
• 5Y*: 8.56%
• 10Y*: 10.93%

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

EUDV.L vs. VBR - Expense Ratio Comparison

EUDV.L has a 0.30% expense ratio, which is higher than VBR's 0.07% expense ratio.

EUDV.L

SPDR® S&P Euro Dividend Aristocrats UCITS ETF

VBR

Vanguard Small-Cap Value ETF

Return for Risk

EUDV.L vs. VBR — 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

VBR

VBR Risk / Return Rank: 51
VBR Sharpe Ratio Rank: 49
VBR Sortino Ratio Rank: 52
VBR Omega Ratio Rank: 49
VBR Calmar Ratio Rank: 51
VBR Martin Ratio Rank: 55

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. VBR - 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 Vanguard Small-Cap Value ETF (VBR). 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	VBR	Difference
Sharpe ratio Return per unit of total volatility	1.38	0.77	+0.60
Sortino ratio Return per unit of downside risk	1.79	1.19	+0.60
Omega ratio Gain probability vs. loss probability	1.27	1.17	+0.10
Calmar ratio Return relative to maximum drawdown	1.95	1.26	+0.68
Martin ratio Return relative to average drawdown	6.60	4.52	+2.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUDV.L vs. VBR - Sharpe Ratio Comparison

The current EUDV.L Sharpe Ratio is 1.38, which is higher than the VBR Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EUDV.L and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EUDV.L	VBR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	0.77	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.46	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.51	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.45	+0.11

Correlation

The correlation between EUDV.L and VBR is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EUDV.L vs. VBR - Dividend Comparison

EUDV.L's dividend yield for the trailing twelve months is around 3.63%, more than VBR's 1.90% yield.

	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%
VBR Vanguard Small-Cap Value ETF	1.90%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%

Drawdowns

EUDV.L vs. VBR - Drawdown Comparison

The maximum EUDV.L drawdown since its inception was -31.64%, smaller than the maximum VBR drawdown of -45.60%. Use the drawdown chart below to compare losses from any high point for EUDV.L and VBR.

Drawdown Indicators

	EUDV.L	VBR	Difference
Max Drawdown Largest peak-to-trough decline	-31.64%	-61.98%	+30.34%
Max Drawdown (1Y) Largest decline over 1 year	-9.19%	-14.18%	+4.99%
Max Drawdown (5Y) Largest decline over 5 years	-22.14%	-24.19%	+2.05%
Max Drawdown (10Y) Largest decline over 10 years	-31.64%	-45.28%	+13.64%
Current Drawdown Current decline from peak	-4.23%	-5.75%	+1.52%
Average Drawdown Average peak-to-trough decline	-5.28%	-8.32%	+3.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	3.46%	-0.75%

Volatility

EUDV.L vs. VBR - Volatility Comparison

SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 4.67% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUDV.L	VBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.67%	4.84%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.55%	11.42%	-2.87%
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	20.96%	-8.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	18.65%	-5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.85%	21.31%	-6.46%