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IEDY.L vs. UIND.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IEDY.L vs. UIND.L

Last updated Jul 16, 2026
Documentation

IEDY.L (iShares EM Dividend UCITS ETF USD (Dist)) and UIND.L (First Trust US Equity Income UCITS ETF) are both Dividend funds - IEDY.L tracks the iShares EM Dividend UCITS ETF USD (Dist) while UIND.L tracks the First Trust US Equity Income UCITS ETF. Both are passively managed. Over the past 10 years, IEDY.L returned 6.30%/yr vs 10.02%/yr for UIND.L. At a 0.40 correlation, their price movements are largely independent.

Performance

IEDY.L vs. UIND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and First Trust US Equity Income UCITS ETF (UIND.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEDY.L achieves a 9.51% return, which is significantly lower than UIND.L's 17.33% return. Over the past 10 years, IEDY.L has underperformed UIND.L with an annualized return of 6.30%, while UIND.L has yielded a comparatively higher 10.02% annualized return.

IEDY.L

1D
0.11%
1M
-2.31%
6M
4.97%
YTD
9.51%
1Y
22.53%
3Y*
18.74%
5Y*
4.86%
10Y*
6.30%

UIND.L

1D
-0.05%
1M
2.08%
6M
14.18%
YTD
17.33%
1Y
23.34%
3Y*
15.67%
5Y*
-56.37%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDY.L vs. UIND.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)		9.51%27.60%7.02%19.23%-30.77%11.02%-2.56%13.94%-5.15%25.92%
UIND.L
First Trust US Equity Income UCITS ETF		17.33%7.36%6.74%17.10%-99.07%12,946.70%1.16%17.39%-8.36%15.10%

Correlation

The correlation between IEDY.L and UIND.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.38

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

0.41

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

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2016

0.40

The correlation between IEDY.L and UIND.L shifts across timeframes, from 0.27 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

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iShares EM Dividend UCITS ETF USD (Dist)

First Trust US Equity Income UCITS ETF

Return for Risk

IEDY.L vs. UIND.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IEDY.L
IEDY.L Risk / Return Rank: 5656
Overall Rank
IEDY.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IEDY.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IEDY.L Omega Ratio Rank: 5353
Omega Ratio Rank
IEDY.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IEDY.L Martin Ratio Rank: 5353
Martin Ratio Rank
UIND.L
UIND.L Risk / Return Rank: 7878
Overall Rank
UIND.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UIND.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
UIND.L Omega Ratio Rank: 7373
Omega Ratio Rank
UIND.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
UIND.L Martin Ratio Rank: 6868
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.

IEDY.L vs. UIND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and First Trust US Equity Income UCITS ETF (UIND.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IEDY.LUIND.LDifference
Sharpe ratioReturn per unit of total volatility
1.55
2.03

-0.48

Sortino ratioReturn per unit of downside risk
2.16
3.05

-0.89

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.48

3.69

-1.21

Martin ratioReturn relative to average drawdown

7.27

9.85

-2.58

IEDY.L vs. UIND.L - Sharpe Ratio Comparison

The current IEDY.L Sharpe Ratio is 1.55, which is comparable to the UIND.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of IEDY.L and UIND.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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Drawdowns

IEDY.L vs. UIND.L - Drawdown Comparison

The maximum IEDY.L drawdown since its inception was -48.42%, smaller than the maximum UIND.L drawdown of -99.21%. Use the drawdown chart below to compare losses from any high point for IEDY.L and UIND.L.

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Drawdown Indicators

IEDY.LUIND.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.42%

-99.21%

+50.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-6.83%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-21.42%

+7.08%

Max Drawdown (5Y)

Largest decline over 5 years

-41.24%

-99.21%

+57.97%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

-99.21%

+57.97%

Current Drawdown

Current decline from peak

-5.04%

-98.61%

+93.57%

Average Drawdown

Average peak-to-trough decline

-15.43%

-46.02%

+30.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.56%

+0.51%

Volatility

IEDY.L vs. UIND.L - Volatility Comparison

iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and First Trust US Equity Income UCITS ETF (UIND.L) have volatilities of 4.04% and 3.98%, 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

IEDY.LUIND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.98%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

8.53%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

12.48%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

47.78%

-30.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

3,136.02%

-3,117.66%

Dividends

IEDY.L vs. UIND.L - Dividend Comparison

IEDY.L's dividend yield for the trailing twelve months is around 5.09%, more than UIND.L's 2.78% yield.

PositionTTM20252024202320222021202020192018201720162015
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)		5.09%5.72%7.94%7.91%9.38%6.57%4.79%5.59%5.69%3.96%4.59%6.51%
UIND.L
First Trust US Equity Income UCITS ETF		2.78%3.00%2.90%3.14%3.27%0.02%3.14%3.04%3.14%2.42%1.69%0.00%

Frequently Asked Questions

IEDY.L and UIND.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEDY.L tracks iShares EM Dividend UCITS ETF USD (Dist), while UIND.L tracks First Trust US Equity Income UCITS ETF. They also come from different issuers: iShares and First Trust.

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