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LUTR.L vs. USDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUTR.L vs. USDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (LUTR.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LUTR.L is traded in USD, while USDV.L is traded in GBP. To make them comparable, the USDV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUTR.L achieves a -0.85% return, which is significantly lower than USDV.L's 6.96% return. Over the past 10 years, LUTR.L has underperformed USDV.L with an annualized return of -0.95%, while USDV.L has yielded a comparatively higher 9.04% annualized return.


LUTR.L

1D
0.35%
1M
0.66%
YTD
-0.85%
6M
-0.90%
1Y
4.34%
3Y*
-0.60%
5Y*
-5.20%
10Y*
-0.95%

USDV.L

1D
0.18%
1M
0.89%
YTD
6.96%
6M
7.95%
1Y
12.93%
3Y*
9.69%
5Y*
5.66%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUTR.L vs. USDV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUTR.L
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
-0.85%5.48%-5.76%2.50%-28.88%-4.85%16.61%16.93%-1.71%8.58%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
6.96%8.78%7.52%1.58%-0.35%25.59%0.26%24.49%-4.25%16.89%

Correlation

The correlation between LUTR.L and USDV.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

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

0.08

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2016

-0.09

The correlation between LUTR.L and USDV.L shifts across timeframes, from -0.09 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LUTR.L vs. USDV.L — Risk / Return Rank

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

LUTR.L
LUTR.L Risk / Return Rank: 1717
Overall Rank
LUTR.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LUTR.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
LUTR.L Omega Ratio Rank: 1616
Omega Ratio Rank
LUTR.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
LUTR.L Martin Ratio Rank: 1717
Martin Ratio Rank

USDV.L
USDV.L Risk / Return Rank: 4141
Overall Rank
USDV.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 3939
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3535
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.

LUTR.L vs. USDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (LUTR.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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.


LUTR.LUSDV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.09

1.23

-0.14

Calmar ratioReturn relative to maximum drawdown

0.62

1.85

-1.23

Martin ratioReturn relative to average drawdown

1.65

4.63

-2.99

LUTR.L vs. USDV.L - Sharpe Ratio Comparison

The current LUTR.L Sharpe Ratio is 0.49, which is lower than the USDV.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of LUTR.L and USDV.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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Sharpe Ratios by Period


LUTR.LUSDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.34

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.41

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.57

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.74

-0.80

Drawdowns

LUTR.L vs. USDV.L - Drawdown Comparison

The maximum LUTR.L drawdown since its inception was -46.52%, which is greater than USDV.L's maximum drawdown of -35.73%. Use the drawdown chart below to compare losses from any high point for LUTR.L and USDV.L.


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Drawdown Indicators


LUTR.LUSDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.52%

-35.73%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-6.96%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.06%

-15.11%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-40.30%

-15.11%

-25.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.52%

-35.73%

-10.79%

Current Drawdown

Current decline from peak

-37.53%

-3.75%

-33.78%

Average Drawdown

Average peak-to-trough decline

-20.79%

-3.39%

-17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.79%

-0.16%

Volatility

LUTR.L vs. USDV.L - Volatility Comparison

SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF (LUTR.L) has a higher volatility of 3.27% compared to SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) at 2.40%. This indicates that LUTR.L's price experiences larger fluctuations and is considered to be riskier than USDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUTR.LUSDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.40%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.09%

6.87%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

8.84%

9.63%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

13.84%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

15.76%

-2.49%

LUTR.L vs. USDV.L - Expense Ratio Comparison

LUTR.L has a 0.15% expense ratio, which is lower than USDV.L's 0.35% expense ratio.


Dividends

LUTR.L vs. USDV.L - Dividend Comparison

LUTR.L's dividend yield for the trailing twelve months is around 4.63%, more than USDV.L's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
LUTR.L
SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF
4.63%4.40%4.22%3.13%2.56%1.72%1.91%3.60%2.49%2.61%1.14%0.00%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.04%2.20%1.99%2.29%2.11%2.12%2.57%2.65%2.19%3.07%1.65%2.00%

Frequently Asked Questions


LUTR.L and USDV.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LUTR.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LUTR.L is cheaper with a 0.15% expense ratio, compared with 0.35% for USDV.L.

LUTR.L is categorized as Government Bonds, while USDV.L is Large Cap Blend Equities. LUTR.L tracks Bloomberg US Treasury 10+ Year Index, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. Their fees differ too: 0.15% for LUTR.L and 0.35% for USDV.L.

Portfolio Optimizer

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