PFE vs. EUDV.L

Last updated Jun 9, 2026

PFE (Pfizer Inc.) is a stock, while EUDV.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR. Over the past 10 years, PFE returned 1.79%/yr vs 7.37%/yr for EUDV.L. At a 0.27 correlation, their price movements are largely independent.

Performance

PFE vs. EUDV.L - Performance Comparison

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

Different Trading Currencies

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

Returns By Period

In the year-to-date period, PFE achieves a 6.34% return, which is significantly higher than EUDV.L's 3.92% return. Over the past 10 years, PFE has underperformed EUDV.L with an annualized return of 1.79%, while EUDV.L has yielded a comparatively higher 7.37% annualized return.

PFE

• 1D: -1.61%
• 1M: -0.23%
• YTD: 6.34%
• 6M: 2.75%
• 1Y: 17.39%
• 3Y*: -7.47%
• 5Y*: -3.62%
• 10Y*: 1.79%

EUDV.L

• 1D: 0.05%
• 1M: -1.50%
• YTD: 3.92%
• 6M: 7.31%
• 1Y: 9.07%
• 3Y*: 16.26%
• 5Y*: 6.87%
• 10Y*: 7.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PFE vs. EUDV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFE Pfizer Inc.	6.34%	0.65%	-2.22%	-41.26%	-10.41%	66.70%	3.07%	-6.91%	24.82%	15.90%
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	3.92%	35.44%	1.88%	21.65%	-15.79%	6.15%	-4.05%	20.09%	-12.29%	25.94%

Correlation

The correlation between PFE and EUDV.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Feb 29, 2012	0.27

Return for Risk

PFE vs. EUDV.L — Risk / Return Rank

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

PFE

PFE Risk / Return Rank: 65
PFE Sharpe Ratio Rank: 66
PFE Sortino Ratio Rank: 61
PFE Omega Ratio Rank: 58
PFE Calmar Ratio Rank: 70
PFE Martin Ratio Rank: 68

EUDV.L

EUDV.L Risk / Return Rank: 28
EUDV.L Sharpe Ratio Rank: 30
EUDV.L Sortino Ratio Rank: 28
EUDV.L Omega Ratio Rank: 29
EUDV.L Calmar Ratio Rank: 26
EUDV.L Martin Ratio Rank: 28

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.

PFE vs. EUDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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.

	PFE	EUDV.L	Difference
Sharpe ratio: Return per unit of total volatility	0.73	0.70	+0.03
Sortino ratio: Return per unit of downside risk	1.25	1.04	+0.20
Omega ratio: Gain probability vs. loss probability	1.15	1.13	+0.01
Calmar ratio: Return relative to maximum drawdown	1.52	0.90	+0.62
Martin ratio: Return relative to average drawdown	3.11	2.74	+0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFE vs. EUDV.L - Sharpe Ratio Comparison

The current PFE Sharpe Ratio is 0.73, which is comparable to the EUDV.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PFE and EUDV.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.

Sharpe Ratios by Period

	PFE	EUDV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	0.70	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.40	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.42	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.33	+0.01

Drawdowns

PFE vs. EUDV.L - Drawdown Comparison

The maximum PFE drawdown since its inception was -69.24%, which is greater than EUDV.L's maximum drawdown of -39.03%. Use the drawdown chart below to compare losses from any high point for PFE and EUDV.L.

Drawdown Indicators

	PFE	EUDV.L	Difference
Max Drawdown Largest peak-to-trough decline	-69.24%	-39.03%	-30.21%
Max Drawdown (1Y) Largest decline over 1 year	-11.47%	-10.01%	-1.46%
Max Drawdown (3Y) Largest decline over 3 years	-40.75%	-13.83%	-26.92%
Max Drawdown (5Y) Largest decline over 5 years	-58.96%	-37.83%	-21.13%
Max Drawdown (10Y) Largest decline over 10 years	-58.96%	-39.03%	-19.93%
Current Drawdown Current decline from peak	-46.90%	-4.75%	-42.15%
Average Drawdown Average peak-to-trough decline	-22.89%	-9.43%	-13.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.61%	3.30%	+2.31%

Volatility

PFE vs. EUDV.L - Volatility Comparison

Pfizer Inc. (PFE) has a higher volatility of 4.78% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) at 2.57%. This indicates that PFE'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.

Volatility by Period

	PFE	EUDV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	2.57%	+2.21%
Volatility (6M) Calculated over the trailing 6-month period	14.74%	10.27%	+4.47%
Volatility (1Y) Calculated over the trailing 1-year period	23.98%	12.89%	+11.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.52%	17.03%	+8.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.89%	17.39%	+6.50%

Dividends

PFE vs. EUDV.L - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.71%, more than EUDV.L's 3.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	3.61%	4.04%	3.68%	3.29%	3.56%	2.86%	3.14%	3.23%	3.71%	3.13%	2.94%	2.97%
PFE Pfizer Inc.	6.71%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%

Frequently Asked Questions

Can I hold both PFE and EUDV.L in my portfolio?

PFE and EUDV.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.