SDY vs. WQDV.L
Compare and contrast key facts about SPDR S&P Dividend ETF (SDY) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L).
SDY and WQDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005. WQDV.L is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. It was launched on Jun 12, 2017. Both SDY and WQDV.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.
Performance
SDY vs. WQDV.L - Performance Comparison
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SDY vs. WQDV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDY SPDR S&P Dividend ETF | 5.44% | 8.18% | 8.45% | 2.61% | -0.54% | 25.32% | 1.71% | 23.29% | -2.74% | 8.62% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 1.23% | 24.15% | 9.88% | 17.14% | -6.91% | 15.95% | 0.01% | 22.62% | -7.74% | 7.86% |
Returns By Period
In the year-to-date period, SDY achieves a 5.44% return, which is significantly higher than WQDV.L's 1.23% return.
SDY
- 1D
- -0.07%
- 1M
- -5.88%
- YTD
- 5.44%
- 6M
- 5.59%
- 1Y
- 10.47%
- 3Y*
- 8.47%
- 5Y*
- 6.99%
- 10Y*
- 9.36%
WQDV.L
- 1D
- 2.98%
- 1M
- -3.51%
- YTD
- 1.23%
- 6M
- 6.70%
- 1Y
- 21.49%
- 3Y*
- 15.14%
- 5Y*
- 10.38%
- 10Y*
- —
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SDY vs. WQDV.L - Expense Ratio Comparison
SDY has a 0.35% expense ratio, which is lower than WQDV.L's 0.38% expense ratio.
Return for Risk
SDY vs. WQDV.L — Risk / Return Rank
SDY
WQDV.L
SDY vs. WQDV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Dividend ETF (SDY) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.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.
| SDY | WQDV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.44 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.97 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 2.32 | -1.35 |
Martin ratioReturn relative to average drawdown | 3.80 | 9.51 | -5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDY | WQDV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.44 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.75 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.14 |
Correlation
The correlation between SDY and WQDV.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SDY vs. WQDV.L - Dividend Comparison
SDY's dividend yield for the trailing twelve months is around 2.53%, less than WQDV.L's 2.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDY SPDR S&P Dividend ETF | 2.53% | 2.61% | 2.56% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.69% | 2.31% | 2.58% | 2.78% | 2.95% | 2.75% | 2.81% | 3.01% | 3.28% | 0.77% | 0.00% | 0.00% |
Drawdowns
SDY vs. WQDV.L - Drawdown Comparison
The maximum SDY drawdown since its inception was -54.75%, which is greater than WQDV.L's maximum drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for SDY and WQDV.L.
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Drawdown Indicators
| SDY | WQDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.75% | -33.13% | -21.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -10.95% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -15.21% | -21.26% | +6.05% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | — | — |
Current DrawdownCurrent decline from peak | -5.90% | -5.01% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -4.34% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.29% | +0.44% |
Volatility
SDY vs. WQDV.L - Volatility Comparison
The current volatility for SPDR S&P Dividend ETF (SDY) is 3.11%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a volatility of 5.14%. This indicates that SDY experiences smaller price fluctuations and is considered to be less risky than WQDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDY | WQDV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 5.14% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.33% | 8.47% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 14.91% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 13.76% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 14.70% | +2.37% |