MRCH.L vs. UKDV.L
Compare and contrast key facts about Merchants Trust plc (MRCH.L) and SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L).
UKDV.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRCH.L or UKDV.L.
Key characteristics
| MRCH.L | UKDV.L | |
|---|---|---|
| YTD Return | 4.53% | 6.68% |
| 1Y Return | 14.14% | 16.23% |
| 3Y Return (Ann) | 5.28% | 1.64% |
| 5Y Return (Ann) | 7.98% | 1.41% |
| 10Y Return (Ann) | 6.90% | 2.47% |
| Sharpe Ratio | 0.91 | 1.14 |
| Sortino Ratio | 1.33 | 1.65 |
| Omega Ratio | 1.16 | 1.20 |
| Calmar Ratio | 1.15 | 0.88 |
| Martin Ratio | 3.85 | 7.74 |
| Ulcer Index | 3.22% | 1.83% |
| Daily Std Dev | 13.64% | 12.48% |
| Max Drawdown | -55.29% | -38.15% |
| Current Drawdown | -6.49% | -4.35% |
Correlation
The correlation between MRCH.L and UKDV.L is 0.73, 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
MRCH.L vs. UKDV.L - Performance Comparison
In the year-to-date period, MRCH.L achieves a 4.53% return, which is significantly lower than UKDV.L's 6.68% return. Over the past 10 years, MRCH.L has outperformed UKDV.L with an annualized return of 6.90%, while UKDV.L has yielded a comparatively lower 2.47% 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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Risk-Adjusted Performance
MRCH.L vs. UKDV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merchants Trust plc (MRCH.L) and SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.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
MRCH.L vs. UKDV.L - Dividend Comparison
MRCH.L's dividend yield for the trailing twelve months is around 5.18%, more than UKDV.L's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRCH.L Merchants Trust plc | 5.18% | 5.04% | 4.88% | 4.87% | 6.09% | 4.77% | 5.53% | 3.69% | 5.30% | 5.55% | 2.53% | 4.57% |
UKDV.L SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 1.32% | 3.64% | 4.54% | 3.63% | 3.27% | 5.39% | 4.67% | 3.78% | 4.28% | 3.99% | 4.41% | 3.53% |
Drawdowns
MRCH.L vs. UKDV.L - Drawdown Comparison
The maximum MRCH.L drawdown since its inception was -55.29%, which is greater than UKDV.L's maximum drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for MRCH.L and UKDV.L. For additional features, visit the drawdowns tool.
Volatility
MRCH.L vs. UKDV.L - Volatility Comparison
Merchants Trust plc (MRCH.L) has a higher volatility of 5.87% compared to SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) at 4.82%. This indicates that MRCH.L's price experiences larger fluctuations and is considered to be riskier than UKDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.