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GPSA.L vs. UDVD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GPSA.L vs. UDVD.L

Last updated Jun 5, 2026

GPSA.L (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - GPSA.L tracks the Russell 1000 TR USD while UDVD.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, GPSA.L returned 15.27%/yr vs 6.80%/yr for UDVD.L. A 0.58 correlation means they provide meaningful diversification when combined. GPSA.L charges 0.07%/yr vs 0.35%/yr for UDVD.L.

Performance

GPSA.L vs. UDVD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GPSA.L achieves a 10.42% return, which is significantly higher than UDVD.L's 7.40% return.

GPSA.L

1D
0.14%
1M
4.94%
YTD
10.42%
6M
9.60%
1Y
29.51%
3Y*
20.13%
5Y*
15.27%
10Y*
—

UDVD.L

1D
0.08%
1M
1.26%
YTD
7.40%
6M
6.79%
1Y
14.79%
3Y*
6.97%
5Y*
6.80%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPSA.L vs. UDVD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		10.42%9.72%28.95%23.60%-11.94%29.93%17.87%1.19%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		7.40%0.84%9.52%-3.04%11.52%26.22%-2.19%-0.56%

Correlation

The correlation between GPSA.L and UDVD.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

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

0.39

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

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.58

Over the past year, the correlation between GPSA.L and UDVD.L has dropped to 0.23 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

GPSA.L vs. UDVD.L - Sectors Allocation Comparison

Sectors
GPSA.L
UDVD.L

Technology

40.6%
8.9%

Communication Services

11.7%
3.5%

Financial Services

11.7%
11.5%

Consumer Cyclical

10.6%
5.2%

Healthcare

9.0%
6.2%

Industrials

7.3%
17.5%

Consumer Defensive

2.5%
17.0%

Real Estate

2.0%
4.6%

Basic Materials

1.8%
6.4%

Energy

1.7%
4.5%

Utilities

1.2%
14.8%

Technology

GPSA.L
40.6%
UDVD.L
8.9%

Communication Services

GPSA.L
11.7%
UDVD.L
3.5%

Financial Services

GPSA.L
11.7%
UDVD.L
11.5%

Consumer Cyclical

GPSA.L
10.6%
UDVD.L
5.2%

Healthcare

GPSA.L
9.0%
UDVD.L
6.2%

Industrials

GPSA.L
7.3%
UDVD.L
17.5%

Consumer Defensive

GPSA.L
2.5%
UDVD.L
17.0%

Real Estate

GPSA.L
2.0%
UDVD.L
4.6%

Basic Materials

GPSA.L
1.8%
UDVD.L
6.4%

Energy

GPSA.L
1.7%
UDVD.L
4.5%

Utilities

GPSA.L
1.2%
UDVD.L
14.8%

Compare stocks, funds, or ETFs

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iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

Often compared with GPSA.L:
GPSA.L vs. XDUS.LGPSA.L vs. SDUS.LGPSA.L vs. V3AA.DEGPSA.L vs. ESUS.LGPSA.L vs. VUAG.LGPSA.L vs. CSPX.LGPSA.L vs. VUSA.L
Often compared with UDVD.L:
UDVD.L vs. SCHDUDVD.L vs. USDV.LUDVD.L vs. VHYD.LUDVD.L vs. JEPQUDVD.L vs. VWRD.LUDVD.L vs. WQDV.LUDVD.L vs. DGRO

Return for Risk

GPSA.L vs. UDVD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GPSA.L
GPSA.L Risk / Return Rank: 7575
Overall Rank
GPSA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GPSA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
GPSA.L Omega Ratio Rank: 8181
Omega Ratio Rank
GPSA.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
GPSA.L Martin Ratio Rank: 6464
Martin Ratio Rank
UDVD.L
UDVD.L Risk / Return Rank: 3636
Overall Rank
UDVD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 3535
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 3232
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.

GPSA.L vs. UDVD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.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.

GPSA.LUDVD.LDifference
Sharpe ratioReturn per unit of total volatility
2.59
1.29

+1.31

Sortino ratioReturn per unit of downside risk
3.49
1.83

+1.67

Omega ratioGain probability vs. loss probability

1.48

1.22

+0.25

Calmar ratioReturn relative to maximum drawdown

3.32

2.15

+1.17

Martin ratioReturn relative to average drawdown

11.67

5.60

+6.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPSA.L vs. UDVD.L - Sharpe Ratio Comparison

The current GPSA.L Sharpe Ratio is 2.59, which is higher than the UDVD.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GPSA.L and UDVD.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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Sharpe Ratios by Period

GPSA.LUDVD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

1.29

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.49

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.77

+0.19

Drawdowns

GPSA.L vs. UDVD.L - Drawdown Comparison

The maximum GPSA.L drawdown since its inception was -23.14%, smaller than the maximum UDVD.L drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for GPSA.L and UDVD.L.

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Drawdown Indicators

GPSA.LUDVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.14%

-28.19%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-6.47%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-16.57%

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-16.57%

-5.76%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.19%

—

Current Drawdown

Current decline from peak

-0.19%

-3.29%

+3.10%

Average Drawdown

Average peak-to-trough decline

-4.09%

-4.22%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.48%

+0.07%

Volatility

GPSA.L vs. UDVD.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) have volatilities of 2.87% and 3.00%, 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.

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Volatility by Period

GPSA.LUDVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.00%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

8.23%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

10.81%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

13.76%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

16.06%

+0.64%

GPSA.L vs. UDVD.L - Expense Ratio Comparison

GPSA.L has a 0.07% expense ratio, which is lower than UDVD.L's 0.35% expense ratio.

Dividends

GPSA.L vs. UDVD.L - Dividend Comparison

GPSA.L has not paid dividends to shareholders, while UDVD.L's dividend yield for the trailing twelve months is around 2.05%.

PositionTTM20252024202320222021202020192018201720162015
GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.05%2.17%2.03%2.24%2.13%2.15%2.36%2.01%2.27%1.78%1.83%2.06%

Frequently Asked Questions

GPSA.L and UDVD.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GPSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPSA.L is cheaper with a 0.07% expense ratio, compared with 0.35% for UDVD.L.

GPSA.L tracks Russell 1000 TR USD, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for GPSA.L and 0.35% for UDVD.L.

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