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GBDV.L vs. QUID.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GBDV.L vs. QUID.L

Last updated Jul 16, 2026
Documentation

GBDV.L (SPDR S&P Global Dividend Aristocrats UCITS) and QUID.L (PIMCO Sterling Short Maturity UCITS ETF) are both Global Equities funds - GBDV.L tracks the S&P Global Dividend Aristocrats index while QUID.L tracks the PIMCO Sterling Short Maturity UCITS ETF. Both are passively managed. Over the past 10 years, GBDV.L returned 6.34%/yr vs 2.00%/yr for QUID.L. At a 0.01 correlation, their price movements are largely independent.

Performance

GBDV.L vs. QUID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) and PIMCO Sterling Short Maturity UCITS ETF (QUID.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBDV.L achieves a 10.40% return, which is significantly higher than QUID.L's 2.18% return. Over the past 10 years, GBDV.L has outperformed QUID.L with an annualized return of 6.34%, while QUID.L has yielded a comparatively lower 2.00% annualized return.

GBDV.L

1D
-0.03%
1M
1.54%
6M
7.72%
YTD
10.40%
1Y
16.44%
3Y*
13.61%
5Y*
7.68%
10Y*
6.34%

QUID.L

1D
0.10%
1M
0.36%
6M
1.97%
YTD
2.18%
1Y
4.36%
3Y*
5.10%
5Y*
3.28%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBDV.L vs. QUID.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS		10.40%9.25%8.98%1.23%4.57%16.69%-12.13%15.83%-3.84%8.16%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		2.18%4.89%5.67%4.95%-0.96%-0.07%0.71%1.57%0.26%0.52%

Correlation

The correlation between GBDV.L and QUID.L is 0.08, 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

0.08

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

0.10

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

0.06

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.01

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SPDR S&P Global Dividend Aristocrats UCITS

PIMCO Sterling Short Maturity UCITS ETF

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Return for Risk

GBDV.L vs. QUID.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GBDV.L
GBDV.L Risk / Return Rank: 6868
Overall Rank
GBDV.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GBDV.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
GBDV.L Omega Ratio Rank: 7171
Omega Ratio Rank
GBDV.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
GBDV.L Martin Ratio Rank: 5959
Martin Ratio Rank
QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
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.

GBDV.L vs. QUID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) and PIMCO Sterling Short Maturity UCITS ETF (QUID.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.

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.

GBDV.LQUID.LDifference
Sharpe ratioReturn per unit of total volatility
1.89
6.00

-4.11

Sortino ratioReturn per unit of downside risk
2.60
10.83

-8.23

Omega ratioGain probability vs. loss probability

1.34

2.80

-1.46

Calmar ratioReturn relative to maximum drawdown

2.70

9.83

-7.13

Martin ratioReturn relative to average drawdown

8.37

78.74

-70.37

GBDV.L vs. QUID.L - Sharpe Ratio Comparison

The current GBDV.L Sharpe Ratio is 1.89, which is lower than the QUID.L Sharpe Ratio of 6.00. The chart below compares the historical Sharpe Ratios of GBDV.L and QUID.L, 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

GBDV.L vs. QUID.L - Drawdown Comparison

The maximum GBDV.L drawdown since its inception was -40.46%, which is greater than QUID.L's maximum drawdown of -2.47%. Use the drawdown chart below to compare losses from any high point for GBDV.L and QUID.L.

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Drawdown Indicators

GBDV.LQUID.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.46%

-2.47%

-37.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-0.45%

-5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-13.57%

-0.45%

-13.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-2.47%

-13.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.77%

-2.47%

-32.30%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-11.55%

-0.21%

-11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.06%

+1.90%

Volatility

GBDV.L vs. QUID.L - Volatility Comparison

SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) has a higher volatility of 2.36% compared to PIMCO Sterling Short Maturity UCITS ETF (QUID.L) at 0.19%. This indicates that GBDV.L's price experiences larger fluctuations and is considered to be riskier than QUID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GBDV.LQUID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

0.19%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

0.64%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

8.67%

0.74%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.73%

0.74%

+10.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.05%

0.62%

+13.43%

Dividends

GBDV.L vs. QUID.L - Dividend Comparison

GBDV.L's dividend yield for the trailing twelve months is around 3.78%, less than QUID.L's 4.17% yield.

PositionTTM20252024202320222021202020192018201720162015
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS		3.78%4.21%3.80%4.25%4.26%3.68%3.91%3.60%3.87%3.28%3.49%3.73%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		4.17%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%

Frequently Asked Questions

GBDV.L and QUID.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBDV.L tracks S&P Global Dividend Aristocrats index, while QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF. They also come from different issuers: State Street and PIMCO.

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