IDVY.L vs. SPYW.DE
IDVY.L (iShares EURO Dividend UCITS) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both Europe Equities funds - IDVY.L tracks the MSCI EMU NR EUR while SPYW.DE tracks the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 10 years, IDVY.L returned 8.60%/yr vs 8.06%/yr for SPYW.DE. Their correlation of 0.83 suggests significant overlap in exposure. IDVY.L charges 0.40%/yr vs 0.30%/yr for SPYW.DE.
Performance
IDVY.L vs. SPYW.DE - Performance Comparison
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Different Trading Currencies
IDVY.L is traded in GBp, while SPYW.DE is traded in EUR. To make them comparable, the SPYW.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDVY.L achieves a 6.92% return, which is significantly higher than SPYW.DE's 4.76% return. Over the past 10 years, IDVY.L has outperformed SPYW.DE with an annualized return of 8.60%, while SPYW.DE has yielded a comparatively lower 8.06% annualized return.
IDVY.L
- 1D
- -0.05%
- 1M
- 1.87%
- YTD
- 6.92%
- 6M
- 8.25%
- 1Y
- 23.35%
- 3Y*
- 20.36%
- 5Y*
- 9.09%
- 10Y*
- 8.60%
SPYW.DE
- 1D
- 0.00%
- 1M
- 0.39%
- YTD
- 4.76%
- 6M
- 6.74%
- 1Y
- 10.68%
- 3Y*
- 14.01%
- 5Y*
- 8.20%
- 10Y*
- 8.06%
IDVY.L vs. SPYW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 6.92% | 48.82% | 3.38% | 2.07% | -8.05% | 15.68% | -13.27% | 15.14% | -9.98% | 13.82% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 4.76% | 26.46% | 3.59% | 15.56% | -6.35% | 6.31% | -6.91% | 16.92% | -7.27% | 15.98% |
Correlation
The correlation between IDVY.L and SPYW.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 29, 2012 | 0.83 |
The correlation between IDVY.L and SPYW.DE shifts across timeframes, from 0.72 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDVY.L vs. SPYW.DE — Risk / Return Rank
IDVY.L
SPYW.DE
IDVY.L vs. SPYW.DE - Risk-Adjusted Trends 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 (Dist) (SPYW.DE). 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.L | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.18 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.16 | +1.43 |
| Martin ratioReturn relative to average drawdown | 8.88 | 3.79 | +5.10 |
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.L | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.99 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.59 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.53 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.54 | -0.45 |
Drawdowns
IDVY.L vs. SPYW.DE - Drawdown Comparison
The maximum IDVY.L drawdown since its inception was -74.07%, which is greater than SPYW.DE's maximum drawdown of -31.24%. Use the drawdown chart below to compare losses from any high point for IDVY.L and SPYW.DE.
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Drawdown Indicators
| IDVY.L | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.07% | -31.24% | -42.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -9.15% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | -10.39% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.98% | -22.18% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -31.24% | -7.88% |
Current DrawdownCurrent decline from peak | -1.45% | -3.58% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -33.84% | -5.31% | -28.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.81% | -0.19% |
Volatility
IDVY.L vs. SPYW.DE - Volatility Comparison
iShares EURO Dividend UCITS (IDVY.L) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) have volatilities of 2.43% and 2.52%, 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
| IDVY.L | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.52% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 8.97% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 10.80% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 13.67% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 15.04% | +2.37% |
IDVY.L vs. SPYW.DE - Expense Ratio Comparison
IDVY.L has a 0.40% expense ratio, which is higher than SPYW.DE's 0.30% expense ratio.
Dividends
IDVY.L vs. SPYW.DE - Dividend Comparison
IDVY.L's dividend yield for the trailing twelve months is around 3.98%, more than SPYW.DE's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 3.98% | 4.28% | 5.94% | 5.75% | 5.08% | 3.76% | 3.59% | 5.03% | 4.68% | 3.85% | 3.69% | 3.93% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.57% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
IDVY.L and SPYW.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IDVY.L.
IDVY.L tracks MSCI EMU NR EUR, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IDVY.L and 0.30% for SPYW.DE.
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