PortfoliosLab logoPortfoliosLab logo
EUDV vs. EUDV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUDV vs. EUDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Europe Dividend Growers ETF (EUDV) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EUDV vs. EUDV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUDV
ProShares MSCI Europe Dividend Growers ETF
-0.56%14.05%0.03%20.41%-24.87%19.56%5.81%25.89%-11.12%21.57%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.13%35.41%1.91%21.68%-15.83%6.16%-4.04%20.44%-12.26%25.91%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, EUDV achieves a -0.56% return, which is significantly lower than EUDV.L's 3.13% return. Over the past 10 years, EUDV has underperformed EUDV.L with an annualized return of 5.28%, while EUDV.L has yielded a comparatively higher 7.26% annualized return.


EUDV

1D
1.24%
1M
-4.54%
YTD
-0.56%
6M
-1.44%
1Y
6.99%
3Y*
7.10%
5Y*
3.83%
10Y*
5.28%

EUDV.L

1D
2.18%
1M
-2.84%
YTD
3.13%
6M
6.24%
1Y
21.14%
3Y*
16.36%
5Y*
8.42%
10Y*
7.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EUDV vs. EUDV.L - Expense Ratio Comparison

EUDV has a 0.55% expense ratio, which is higher than EUDV.L's 0.30% expense ratio.


Return for Risk

EUDV vs. EUDV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUDV
EUDV Risk / Return Rank: 2424
Overall Rank
EUDV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EUDV Sortino Ratio Rank: 2424
Sortino Ratio Rank
EUDV Omega Ratio Rank: 2222
Omega Ratio Rank
EUDV Calmar Ratio Rank: 2626
Calmar Ratio Rank
EUDV Martin Ratio Rank: 2323
Martin Ratio Rank

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
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 vs. EUDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Europe Dividend Growers ETF (EUDV) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.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.


EUDVEUDV.LDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.32

-0.88

Sortino ratio

Return per unit of downside risk

0.73

1.72

-0.99

Omega ratio

Gain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratio

Return relative to maximum drawdown

0.65

1.95

-1.29

Martin ratio

Return relative to average drawdown

1.73

6.43

-4.70

EUDV vs. EUDV.L - Sharpe Ratio Comparison

The current EUDV Sharpe Ratio is 0.45, which is lower than the EUDV.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of EUDV and EUDV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EUDVEUDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.32

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.50

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.42

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.41

-0.15

Correlation

The correlation between EUDV and EUDV.L is 0.65, 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 vs. EUDV.L - Dividend Comparison

EUDV's dividend yield for the trailing twelve months is around 1.74%, less than EUDV.L's 3.63% yield.


TTM20252024202320222021202020192018201720162015
EUDV
ProShares MSCI Europe Dividend Growers ETF
1.74%1.74%1.92%1.87%1.77%2.30%1.27%2.20%2.22%2.33%2.53%0.37%
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%

Drawdowns

EUDV vs. EUDV.L - Drawdown Comparison

The maximum EUDV drawdown since its inception was -37.51%, roughly equal to the maximum EUDV.L drawdown of -39.00%. Use the drawdown chart below to compare losses from any high point for EUDV and EUDV.L.


Loading graphics...

Drawdown Indicators


EUDVEUDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-31.64%

-5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-9.19%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-37.51%

-22.14%

-15.37%

Max Drawdown (10Y)

Largest decline over 10 years

-37.51%

-31.64%

-5.87%

Current Drawdown

Current decline from peak

-6.25%

-4.23%

-2.02%

Average Drawdown

Average peak-to-trough decline

-8.69%

-5.28%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

2.71%

+1.32%

Volatility

EUDV vs. EUDV.L - Volatility Comparison

ProShares MSCI Europe Dividend Growers ETF (EUDV) has a higher volatility of 6.04% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) at 5.02%. This indicates that EUDV's price experiences larger fluctuations and is considered to be riskier than EUDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EUDVEUDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.02%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

9.38%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

15.93%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

17.00%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

17.35%

-0.01%