IQQA.DE vs. EUDV.L
Compare and contrast key facts about iShares Euro Dividend UCITS ETF (IQQA.DE) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L).
IQQA.DE and EUDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQA.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX® Select Dividend 30. It was launched on Nov 28, 2005. EUDV.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 IQQA.DE and EUDV.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: IQQA.DE or EUDV.L.
Key characteristics
| IQQA.DE | EUDV.L | |
|---|---|---|
| YTD Return | 9.91% | 4.05% |
| 1Y Return | 18.12% | 12.91% |
| 3Y Return (Ann) | -0.05% | 4.18% |
| 5Y Return (Ann) | 0.30% | 2.83% |
| 10Y Return (Ann) | 4.31% | 7.35% |
| Sharpe Ratio | 1.77 | 1.25 |
| Sortino Ratio | 2.39 | 1.73 |
| Omega Ratio | 1.31 | 1.22 |
| Calmar Ratio | 1.00 | 2.33 |
| Martin Ratio | 7.62 | 5.47 |
| Ulcer Index | 2.47% | 2.46% |
| Daily Std Dev | 10.59% | 10.71% |
| Max Drawdown | -71.62% | -31.64% |
| Current Drawdown | -3.54% | -5.58% |
Correlation
The correlation between IQQA.DE and EUDV.L is 0.86, 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
IQQA.DE vs. EUDV.L - Performance Comparison
In the year-to-date period, IQQA.DE achieves a 9.91% return, which is significantly higher than EUDV.L's 4.05% return. Over the past 10 years, IQQA.DE has underperformed EUDV.L with an annualized return of 4.31%, while EUDV.L has yielded a comparatively higher 7.35% 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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IQQA.DE vs. EUDV.L - Expense Ratio Comparison
IQQA.DE has a 0.40% expense ratio, which is higher than EUDV.L's 0.30% expense ratio.
Risk-Adjusted Performance
IQQA.DE vs. EUDV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) 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.
Dividends
IQQA.DE vs. EUDV.L - Dividend Comparison
IQQA.DE's dividend yield for the trailing twelve months is around 5.69%, more than EUDV.L's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQA.DE iShares Euro Dividend UCITS ETF | 5.69% | 5.83% | 5.26% | 3.68% | 3.54% | 4.81% | 4.81% | 3.90% | 3.96% | 3.98% | 3.82% | 4.25% |
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 0.59% | 3.79% | 4.06% | 3.33% | 3.41% | 3.65% | 4.14% | 3.53% | 3.44% | 4.14% | 4.62% | 4.38% |
Drawdowns
IQQA.DE vs. EUDV.L - Drawdown Comparison
The maximum IQQA.DE drawdown since its inception was -71.62%, which is greater than EUDV.L's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and EUDV.L. For additional features, visit the drawdowns tool.
Volatility
IQQA.DE vs. EUDV.L - Volatility Comparison
The current volatility for iShares Euro Dividend UCITS ETF (IQQA.DE) is 2.37%, while SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) has a volatility of 3.08%. This indicates that IQQA.DE experiences smaller price fluctuations and is considered to be less risky than EUDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.