PortfoliosLab logoPortfoliosLab logo
GLDV.MI vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDV.MI vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GLDV.MI is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDV.MI achieves a 6.85% return, which is significantly lower than URTH's 11.48% return. Over the past 10 years, GLDV.MI has underperformed URTH with an annualized return of 6.33%, while URTH has yielded a comparatively higher 12.95% annualized return.


GLDV.MI

1D
-0.42%
1M
-0.09%
YTD
6.85%
6M
7.48%
1Y
14.76%
3Y*
11.37%
5Y*
6.43%
10Y*
6.33%

URTH

1D
-0.53%
1M
5.39%
YTD
11.48%
6M
11.49%
1Y
23.55%
3Y*
17.61%
5Y*
12.91%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDV.MI vs. URTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLDV.MI
SPDR S&P Global Dividend Aristocrats UCITS
6.85%4.55%14.31%3.25%-1.62%25.05%-16.89%22.98%-4.10%4.11%
URTH
iShares MSCI World ETF
11.48%6.96%26.49%20.23%-12.88%31.42%6.24%31.04%-4.27%7.84%

Correlation

The correlation between GLDV.MI and URTH is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.36

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

0.40

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2014

0.52

The correlation between GLDV.MI and URTH shifts across timeframes, from 0.36 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

GLDV.MI vs. URTH — Risk / Return Rank

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

GLDV.MI
GLDV.MI Risk / Return Rank: 4848
Overall Rank
GLDV.MI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GLDV.MI Sortino Ratio Rank: 4848
Sortino Ratio Rank
GLDV.MI Omega Ratio Rank: 4343
Omega Ratio Rank
GLDV.MI Calmar Ratio Rank: 5454
Calmar Ratio Rank
GLDV.MI Martin Ratio Rank: 5151
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 6363
Overall Rank
URTH Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6363
Sortino Ratio Rank
URTH Omega Ratio Rank: 6363
Omega Ratio Rank
URTH Calmar Ratio Rank: 5757
Calmar Ratio Rank
URTH Martin Ratio Rank: 6969
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.

GLDV.MI vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) and iShares MSCI World ETF (URTH). 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.


GLDV.MIURTHDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.68

3.61

-0.93

Martin ratioReturn relative to average drawdown

8.62

14.81

-6.19

GLDV.MI vs. URTH - Sharpe Ratio Comparison

The current GLDV.MI Sharpe Ratio is 1.64, which is comparable to the URTH Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of GLDV.MI and URTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GLDV.MIURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.01

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.84

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.76

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.74

-0.27

Drawdowns

GLDV.MI vs. URTH - Drawdown Comparison

The maximum GLDV.MI drawdown since its inception was -41.02%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for GLDV.MI and URTH.


Loading charts...

Drawdown Indicators


GLDV.MIURTHDifference

Max Drawdown

Largest peak-to-trough decline

-41.02%

-33.45%

-7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-6.56%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-20.94%

+4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-20.94%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-41.02%

-33.45%

-7.57%

Current Drawdown

Current decline from peak

-1.80%

-0.53%

-1.27%

Average Drawdown

Average peak-to-trough decline

-6.84%

-4.11%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.59%

+0.12%

Volatility

GLDV.MI vs. URTH - Volatility Comparison

The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) is 2.44%, while iShares MSCI World ETF (URTH) has a volatility of 2.65%. This indicates that GLDV.MI experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDV.MIURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

2.65%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.49%

8.61%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.04%

11.81%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.35%

15.37%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

17.21%

-2.43%

GLDV.MI vs. URTH - Expense Ratio Comparison

GLDV.MI has a 0.45% expense ratio, which is higher than URTH's 0.24% expense ratio.


Dividends

GLDV.MI vs. URTH - Dividend Comparison

GLDV.MI's dividend yield for the trailing twelve months is around 3.91%, more than URTH's 1.35% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDV.MI
SPDR S&P Global Dividend Aristocrats UCITS
3.91%4.25%3.73%4.25%4.51%3.57%3.97%3.46%5.10%3.36%3.62%3.80%
URTH
iShares MSCI World ETF
1.35%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions


GLDV.MI and URTH have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.45% for GLDV.MI.

GLDV.MI is categorized as Global Equity Income, while URTH is Global Equities. GLDV.MI tracks S&P Global BMI Index, while URTH tracks MSCI World Index (Net). They also come from different issuers: State Street and iShares. Their fees differ too: 0.45% for GLDV.MI and 0.24% for URTH.

Portfolio Optimizer

Find the right allocation for GLDV.MI and URTH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer