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IUKD.L vs. GLDV.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUKD.L vs. GLDV.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Dividend UCITS ETF (IUKD.L) and SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUKD.L is traded in GBp, while GLDV.MI is traded in EUR. To make them comparable, the GLDV.MI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUKD.L achieves a 7.22% return, which is significantly higher than GLDV.MI's 6.55% return. Both investments have delivered pretty close results over the past 10 years, with IUKD.L having a 7.03% annualized return and GLDV.MI not far ahead at 7.26%.


IUKD.L

1D
0.49%
1M
1.90%
YTD
7.22%
6M
9.76%
1Y
24.68%
3Y*
18.89%
5Y*
11.88%
10Y*
7.03%

GLDV.MI

1D
0.64%
1M
-0.36%
YTD
6.55%
6M
6.98%
1Y
18.73%
3Y*
11.77%
5Y*
6.69%
10Y*
7.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUKD.L vs. GLDV.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUKD.L
iShares UK Dividend UCITS ETF
7.22%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%
GLDV.MI
SPDR S&P Global Dividend Aristocrats UCITS
6.55%9.99%9.32%1.19%3.77%16.23%-12.20%16.58%-2.75%8.56%

Correlation

The correlation between IUKD.L and GLDV.MI is 0.56, 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

0.56

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

0.61

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

0.61

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2014

0.65

The correlation between IUKD.L and GLDV.MI has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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Return for Risk

IUKD.L vs. GLDV.MI — Risk / Return Rank

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

IUKD.L
IUKD.L Risk / Return Rank: 6161
Overall Rank
IUKD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5353
Martin Ratio Rank

GLDV.MI
GLDV.MI Risk / Return Rank: 5252
Overall Rank
GLDV.MI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GLDV.MI Sortino Ratio Rank: 5252
Sortino Ratio Rank
GLDV.MI Omega Ratio Rank: 4747
Omega Ratio Rank
GLDV.MI Calmar Ratio Rank: 5757
Calmar Ratio Rank
GLDV.MI Martin Ratio Rank: 5353
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.

IUKD.L vs. GLDV.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF (IUKD.L) and SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI). 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.


IUKD.LGLDV.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

2.48

2.99

-0.52

Martin ratioReturn relative to average drawdown

8.97

9.98

-1.01

IUKD.L vs. GLDV.MI - Sharpe Ratio Comparison

The current IUKD.L Sharpe Ratio is 2.19, which is comparable to the GLDV.MI Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IUKD.L and GLDV.MI, 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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Sharpe Ratios by Period


IUKD.LGLDV.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.08

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.55

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.50

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.53

-0.25

Drawdowns

IUKD.L vs. GLDV.MI - Drawdown Comparison

The maximum IUKD.L drawdown since its inception was -61.95%, which is greater than GLDV.MI's maximum drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for IUKD.L and GLDV.MI.


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Drawdown Indicators


IUKD.LGLDV.MIDifference

Max Drawdown

Largest peak-to-trough decline

-61.95%

-34.39%

-27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-6.21%

-3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-10.52%

-14.80%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-16.10%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-44.34%

-34.39%

-9.95%

Current Drawdown

Current decline from peak

-3.39%

-1.55%

-1.84%

Average Drawdown

Average peak-to-trough decline

-14.97%

-5.53%

-9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.86%

+0.88%

Volatility

IUKD.L vs. GLDV.MI - Volatility Comparison

iShares UK Dividend UCITS ETF (IUKD.L) has a higher volatility of 3.72% compared to SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) at 2.41%. This indicates that IUKD.L's price experiences larger fluctuations and is considered to be riskier than GLDV.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUKD.LGLDV.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

2.41%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

6.84%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

8.95%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

12.15%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

14.54%

+2.68%

IUKD.L vs. GLDV.MI - Expense Ratio Comparison

IUKD.L has a 0.40% expense ratio, which is lower than GLDV.MI's 0.45% expense ratio.


Dividends

IUKD.L vs. GLDV.MI - Dividend Comparison

IUKD.L's dividend yield for the trailing twelve months is around 4.53%, more than GLDV.MI's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDV.MI
SPDR S&P Global Dividend Aristocrats UCITS
3.89%4.25%3.73%4.25%4.51%3.57%3.97%3.46%5.10%3.36%3.62%3.80%
IUKD.L
iShares UK Dividend UCITS ETF
4.53%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Frequently Asked Questions


IUKD.L and GLDV.MI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUKD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUKD.L is cheaper with a 0.40% expense ratio, compared with 0.45% for GLDV.MI.

IUKD.L is categorized as Dividend, while GLDV.MI is Global Equity Income. IUKD.L tracks FTSE UK Dividend+ Index, while GLDV.MI tracks S&P Global BMI Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IUKD.L and 0.45% for GLDV.MI.

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