EUDV.L vs. WENS.L
EUDV.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - EUDV.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, EUDV.L returned 13.32%/yr vs 13.87%/yr for WENS.L. At a 0.15 correlation, their price movements are largely independent. EUDV.L charges 0.30%/yr vs 0.25%/yr for WENS.L.
Performance
EUDV.L vs. WENS.L - Performance Comparison
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Returns By Period
In the year-to-date period, EUDV.L achieves a 4.50% return, which is significantly lower than WENS.L's 31.38% return.
EUDV.L
- 1D
- 0.21%
- 1M
- -0.08%
- YTD
- 4.50%
- 6M
- 6.32%
- 1Y
- 10.80%
- 3Y*
- 13.32%
- 5Y*
- 8.23%
- 10Y*
- 7.85%
WENS.L
- 1D
- -0.43%
- 1M
- -0.63%
- YTD
- 31.38%
- 6M
- 26.68%
- 1Y
- 44.00%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
EUDV.L vs. WENS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 4.50% | 25.91% | 3.63% | 15.58% | 8.24% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 31.38% | 3.24% | 2.09% | -2.00% | 17.73% |
Correlation
The correlation between EUDV.L and WENS.L is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2022 | 0.15 |
The correlation between EUDV.L and WENS.L shifts across timeframes, from -0.09 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUDV.L vs. WENS.L — Risk / Return Rank
EUDV.L
WENS.L
EUDV.L vs. WENS.L - 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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). 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 | WENS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 2.99 | -1.82 |
| Martin ratioReturn relative to average drawdown | 3.75 | 9.66 | -5.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUDV.L | WENS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.06 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.59 | -0.03 |
Drawdowns
EUDV.L vs. WENS.L - Drawdown Comparison
The maximum EUDV.L drawdown since its inception was -31.64%, which is greater than WENS.L's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for EUDV.L and WENS.L.
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Drawdown Indicators
| EUDV.L | WENS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.64% | -22.49% | -9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -14.63% | +5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -9.82% | -22.49% | +12.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.64% | — | — |
Current DrawdownCurrent decline from peak | -4.04% | -7.62% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -9.15% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 4.54% | -1.67% |
Volatility
EUDV.L vs. WENS.L - Volatility Comparison
The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) is 2.61%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a volatility of 7.96%. This indicates that EUDV.L experiences smaller price fluctuations and is considered to be less risky than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUDV.L | WENS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 7.96% | -5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 18.19% | -9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 21.33% | -10.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 21.49% | -7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 21.49% | -6.63% |
EUDV.L vs. WENS.L - Expense Ratio Comparison
EUDV.L has a 0.30% expense ratio, which is higher than WENS.L's 0.25% expense ratio.
Dividends
EUDV.L vs. WENS.L - Dividend Comparison
EUDV.L's dividend yield for the trailing twelve months is around 3.62%, while WENS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 3.62% | 4.04% | 3.68% | 3.29% | 3.56% | 2.86% | 3.14% | 3.52% | 3.71% | 3.14% | 2.94% | 2.97% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 0.00% | 0.00% | 1.75% | 3.61% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUDV.L and WENS.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WENS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WENS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for EUDV.L.
EUDV.L is categorized as Europe Equities, while WENS.L is Energy Equities. EUDV.L tracks MSCI EMU NR EUR, while WENS.L tracks MSCI World/Energy NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for EUDV.L and 0.25% for WENS.L.
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