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IPDP vs. EUDV.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IPDP and EUDV.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

IPDP vs. EUDV.L - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
39.78%
55.78%
IPDP
EUDV.L

Key characteristics

Sharpe Ratio

IPDP:

0.46

EUDV.L:

0.85

Sortino Ratio

IPDP:

0.83

EUDV.L:

1.19

Omega Ratio

IPDP:

1.13

EUDV.L:

1.16

Calmar Ratio

IPDP:

0.52

EUDV.L:

1.11

Martin Ratio

IPDP:

2.16

EUDV.L:

2.57

Ulcer Index

IPDP:

5.77%

EUDV.L:

4.58%

Daily Std Dev

IPDP:

27.07%

EUDV.L:

13.96%

Max Drawdown

IPDP:

-31.85%

EUDV.L:

-31.64%

Current Drawdown

IPDP:

-7.93%

EUDV.L:

0.00%

Returns By Period

In the year-to-date period, IPDP achieves a -0.12% return, which is significantly lower than EUDV.L's 15.95% return.


IPDP

YTD

-0.12%

1M

-2.04%

6M

0.01%

1Y

12.23%

5Y*

N/A

10Y*

N/A

EUDV.L

YTD

15.95%

1M

5.00%

6M

12.06%

1Y

12.25%

5Y*

10.23%

10Y*

7.36%

*Annualized

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IPDP vs. EUDV.L - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than EUDV.L's 0.30% expense ratio.


Expense ratio chart for IPDP: current value is 1.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IPDP: 1.52%
Expense ratio chart for EUDV.L: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EUDV.L: 0.30%

Risk-Adjusted Performance

IPDP vs. EUDV.L — Risk-Adjusted Performance Rank

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

IPDP
The Risk-Adjusted Performance Rank of IPDP is 5454
Overall Rank
The Sharpe Ratio Rank of IPDP is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of IPDP is 5252
Sortino Ratio Rank
The Omega Ratio Rank of IPDP is 5757
Omega Ratio Rank
The Calmar Ratio Rank of IPDP is 5757
Calmar Ratio Rank
The Martin Ratio Rank of IPDP is 5858
Martin Ratio Rank

EUDV.L
The Risk-Adjusted Performance Rank of EUDV.L is 7171
Overall Rank
The Sharpe Ratio Rank of EUDV.L is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDV.L is 6969
Sortino Ratio Rank
The Omega Ratio Rank of EUDV.L is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EUDV.L is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EUDV.L is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IPDP vs. EUDV.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) 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.


The chart of Sharpe ratio for IPDP, currently valued at 0.29, compared to the broader market-1.000.001.002.003.004.00
IPDP: 0.29
EUDV.L: 0.84
The chart of Sortino ratio for IPDP, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.00
IPDP: 0.60
EUDV.L: 1.18
The chart of Omega ratio for IPDP, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
IPDP: 1.09
EUDV.L: 1.17
The chart of Calmar ratio for IPDP, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
IPDP: 0.33
EUDV.L: 0.96
The chart of Martin ratio for IPDP, currently valued at 1.35, compared to the broader market0.0020.0040.0060.00
IPDP: 1.35
EUDV.L: 2.12

The current IPDP Sharpe Ratio is 0.46, which is lower than the EUDV.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IPDP and EUDV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.29
0.84
IPDP
EUDV.L

Dividends

IPDP vs. EUDV.L - Dividend Comparison

IPDP's dividend yield for the trailing twelve months is around 4.07%, while EUDV.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IPDP
Dividend Performers ETF
4.07%3.97%1.88%2.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
0.00%0.61%3.79%4.06%3.33%3.41%3.65%4.14%3.53%3.44%4.14%4.62%

Drawdowns

IPDP vs. EUDV.L - Drawdown Comparison

The maximum IPDP drawdown since its inception was -31.85%, roughly equal to the maximum EUDV.L drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for IPDP and EUDV.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.93%
0
IPDP
EUDV.L

Volatility

IPDP vs. EUDV.L - Volatility Comparison

Dividend Performers ETF (IPDP) has a higher volatility of 21.93% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) at 10.51%. This indicates that IPDP'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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
21.93%
10.51%
IPDP
EUDV.L