IDVY.L vs. EUDI.L
Compare and contrast key facts about iShares EURO Dividend UCITS (IDVY.L) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L).
IDVY.L and EUDI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDVY.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005. EUDI.L is a passively managed fund by State Street that tracks the performance of the MSCI EMU NR EUR. It was launched on Feb 28, 2012. Both IDVY.L and EUDI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDVY.L or EUDI.L.
Key characteristics
| IDVY.L | EUDI.L | |
|---|---|---|
| YTD Return | 2.77% | 7.97% |
| 1Y Return | 10.00% | 15.92% |
| 3Y Return (Ann) | -0.83% | 4.57% |
| 5Y Return (Ann) | -0.12% | 2.99% |
| 10Y Return (Ann) | 6.36% | 7.01% |
| Sharpe Ratio | 0.79 | 1.31 |
| Sortino Ratio | 1.14 | 1.79 |
| Omega Ratio | 1.14 | 1.23 |
| Calmar Ratio | 0.74 | 2.09 |
| Martin Ratio | 2.93 | 7.45 |
| Ulcer Index | 3.01% | 1.86% |
| Daily Std Dev | 11.12% | 10.69% |
| Max Drawdown | -60.91% | -37.76% |
| Current Drawdown | -6.80% | -6.63% |
Correlation
The correlation between IDVY.L and EUDI.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDVY.L vs. EUDI.L - Performance Comparison
In the year-to-date period, IDVY.L achieves a 2.77% return, which is significantly lower than EUDI.L's 7.97% return. Over the past 10 years, IDVY.L has underperformed EUDI.L with an annualized return of 6.36%, while EUDI.L has yielded a comparatively higher 7.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IDVY.L vs. EUDI.L - Expense Ratio Comparison
IDVY.L has a 0.40% expense ratio, which is higher than EUDI.L's 0.30% expense ratio.
Risk-Adjusted Performance
IDVY.L vs. EUDI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.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.
Dividends
IDVY.L vs. EUDI.L - Dividend Comparison
IDVY.L's dividend yield for the trailing twelve months is around 7.06%, more than EUDI.L's 3.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 7.06% | 6.70% | 5.92% | 4.40% | 3.97% | 5.68% | 5.34% | 4.40% | 4.63% | 10.91% | 9.80% | 10.19% |
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 3.68% | 3.31% | 3.61% | 2.80% | 3.07% | 3.11% | 3.75% | 3.15% | 2.97% | 3.02% | 3.60% | 3.71% |
Drawdowns
IDVY.L vs. EUDI.L - Drawdown Comparison
The maximum IDVY.L drawdown since its inception was -60.91%, which is greater than EUDI.L's maximum drawdown of -37.76%. Use the drawdown chart below to compare losses from any high point for IDVY.L and EUDI.L. For additional features, visit the drawdowns tool.
Volatility
IDVY.L vs. EUDI.L - Volatility Comparison
iShares EURO Dividend UCITS (IDVY.L) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) have volatilities of 5.11% and 5.30%, 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.