IDVY.AS vs. EUDV.L
IDVY.AS (iShares Euro Dividend UCITS ETF) and EUDV.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) are both Europe Equities funds tracking the MSCI EMU NR EUR, from iShares and State Street respectively. Both are passively managed. Over the past 10 years, IDVY.AS returned 7.33%/yr vs 7.11%/yr for EUDV.L. Their correlation of 0.81 suggests significant overlap in exposure. IDVY.AS charges 0.40%/yr vs 0.30%/yr for EUDV.L.
Performance
IDVY.AS vs. EUDV.L - Performance Comparison
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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%
IDVY.AS vs. EUDV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IDVY.AS
EUDV.L
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.AS | EUDV.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDVY.AS | EUDV.L | Difference | |
|---|---|---|---|
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.AS | EUDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.42% | -2.36% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -6.37% | -16.17% |
Ulcer IndexDepth 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.AS | EUDV.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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