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IDVY.AS vs. EUDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDVY.AS vs. EUDV.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IDVY.AS achieves a 8.21% return, which is significantly higher than EUDV.L's 5.84% return. Both investments have delivered pretty close results over the past 10 years, with IDVY.AS having a 7.33% annualized return and EUDV.L not far behind at 7.11%.


IDVY.AS

1D
0.33%
1M
2.29%
YTD
8.21%
6M
10.99%
1Y
20.66%
3Y*
20.03%
5Y*
9.08%
10Y*
7.33%

EUDV.L

1D
-0.06%
1M
0.65%
YTD
5.84%
6M
8.27%
1Y
7.74%
3Y*
13.57%
5Y*
8.04%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY.AS vs. EUDV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDVY.AS
iShares Euro Dividend UCITS ETF
8.21%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
5.84%19.37%8.60%18.00%-10.58%14.09%-11.96%22.80%-8.18%10.47%

Correlation

The correlation between IDVY.AS and EUDV.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.79

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

0.80

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.81

The correlation between IDVY.AS and EUDV.L has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

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Return for Risk

IDVY.AS vs. EUDV.L — Risk / Return Rank

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

IDVY.AS
IDVY.AS Risk / Return Rank: 5252
Overall Rank
IDVY.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5454
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4949
Martin Ratio Rank

EUDV.L
EUDV.L Risk / Return Rank: 2828
Overall Rank
EUDV.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 2929
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 2828
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.

IDVY.AS vs. EUDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) 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.


IDVY.ASEUDV.LDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.33

1.14

+0.19

Calmar ratioReturn relative to maximum drawdown

2.61

0.96

+1.66

Martin ratioReturn relative to average drawdown

8.13

3.07

+5.06

IDVY.AS vs. EUDV.L - Sharpe Ratio Comparison

The current IDVY.AS Sharpe Ratio is 1.77, which is higher than the EUDV.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IDVY.AS and EUDV.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


IDVY.ASEUDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.73

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.60

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.47

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.43

-0.20

Drawdowns

IDVY.AS vs. EUDV.L - Drawdown Comparison

The maximum IDVY.AS drawdown since its inception was -71.33%, which is greater than EUDV.L's maximum drawdown of -39.05%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and EUDV.L.


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Drawdown Indicators


IDVY.ASEUDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.33%

-39.05%

-32.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-8.04%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-11.51%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-23.72%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-39.05%

-3.29%

Current Drawdown

Current decline from peak

-1.42%

-2.36%

+0.94%

Average Drawdown

Average peak-to-trough decline

-22.54%

-6.37%

-16.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.50%

+0.07%

Volatility

IDVY.AS vs. EUDV.L - Volatility Comparison

iShares Euro Dividend UCITS ETF (IDVY.AS) has a higher volatility of 3.54% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) at 2.15%. This indicates that IDVY.AS'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.


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Volatility by Period


IDVY.ASEUDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

2.15%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

8.68%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

10.65%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

13.41%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.03%

+2.23%

IDVY.AS vs. EUDV.L - Expense Ratio Comparison

IDVY.AS has a 0.40% expense ratio, which is higher than EUDV.L's 0.30% expense ratio.


Dividends

IDVY.AS vs. EUDV.L - Dividend Comparison

IDVY.AS's dividend yield for the trailing twelve months is around 3.99%, more than EUDV.L's 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.61%4.04%3.68%3.29%3.56%2.86%3.14%3.23%3.71%3.13%2.94%2.97%
IDVY.AS
iShares Euro Dividend UCITS ETF
3.99%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%

Frequently Asked Questions


IDVY.AS and EUDV.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUDV.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUDV.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IDVY.AS.

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IDVY.AS and 0.30% for EUDV.L.

Portfolio Optimizer

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