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SEMA.L vs. EUDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SEMA.L vs. EUDV.L

Last updated Jun 7, 2026

SEMA.L (iShares MSCI EM UCITS ETF (Acc)) and EUDV.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) are both exchange-traded funds - SEMA.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while EUDV.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, SEMA.L returned 10.44%/yr vs 7.84%/yr for EUDV.L. A 0.58 correlation means they provide meaningful diversification when combined. SEMA.L charges 0.18%/yr vs 0.30%/yr for EUDV.L.

Performance

SEMA.L vs. EUDV.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SEMA.L achieves a 21.24% return, which is significantly higher than EUDV.L's 4.85% return. Over the past 10 years, SEMA.L has outperformed EUDV.L with an annualized return of 10.44%, while EUDV.L has yielded a comparatively lower 7.84% annualized return.

SEMA.L

1D
-3.81%
1M
-0.76%
YTD
21.24%
6M
21.93%
1Y
46.61%
3Y*
19.04%
5Y*
7.74%
10Y*
10.44%

EUDV.L

1D
0.32%
1M
-0.20%
YTD
4.85%
6M
6.81%
1Y
10.61%
3Y*
13.35%
5Y*
8.30%
10Y*
7.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMA.L vs. EUDV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SEMA.L
iShares MSCI EM UCITS ETF (Acc)		21.24%25.09%9.38%3.47%-10.74%-1.60%14.69%12.62%-9.25%24.43%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		4.85%25.94%3.61%15.55%-5.72%7.12%-6.90%15.46%-7.03%15.00%

Correlation

The correlation between SEMA.L and EUDV.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.38

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

0.42

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

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.58

Over the past year, the correlation between SEMA.L and EUDV.L has dropped to 0.29 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

SEMA.L vs. EUDV.L - Sectors Allocation Comparison

Sectors
SEMA.L
EUDV.L

Technology

42.9%

-

Financial Services

17.8%
23.1%

Consumer Cyclical

8.6%
1.3%

Industrials

6.8%
22.4%

Communication Services

6.2%
6.7%

Basic Materials

5.9%
8.8%

Energy

3.5%
2.7%

Consumer Defensive

2.7%
7.9%

Healthcare

2.6%
5.7%

Utilities

1.9%
19.5%

Real Estate

1.0%
1.9%

Technology

SEMA.L
42.9%
EUDV.L

-

Financial Services

SEMA.L
17.8%
EUDV.L
23.1%

Consumer Cyclical

SEMA.L
8.6%
EUDV.L
1.3%

Industrials

SEMA.L
6.8%
EUDV.L
22.4%

Communication Services

SEMA.L
6.2%
EUDV.L
6.7%

Basic Materials

SEMA.L
5.9%
EUDV.L
8.8%

Energy

SEMA.L
3.5%
EUDV.L
2.7%

Consumer Defensive

SEMA.L
2.7%
EUDV.L
7.9%

Healthcare

SEMA.L
2.6%
EUDV.L
5.7%

Utilities

SEMA.L
1.9%
EUDV.L
19.5%

Real Estate

SEMA.L
1.0%
EUDV.L
1.9%

Compare stocks, funds, or ETFs

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iShares MSCI EM UCITS ETF (Acc)

SPDR® S&P Euro Dividend Aristocrats UCITS ETF

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Often compared with EUDV.L:
EUDV.L vs. IQQA.DEEUDV.L vs. EUE.LEUDV.L vs. EPDPXEUDV.L vs. VTIEUDV.L vs. IPDPEUDV.L vs. SPYL.DEEUDV.L vs. EIRL

Return for Risk

SEMA.L vs. EUDV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SEMA.L
SEMA.L Risk / Return Rank: 8585
Overall Rank
SEMA.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SEMA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SEMA.L Omega Ratio Rank: 8787
Omega Ratio Rank
SEMA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SEMA.L Martin Ratio Rank: 8282
Martin Ratio Rank
EUDV.L
EUDV.L Risk / Return Rank: 2929
Overall Rank
EUDV.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 3030
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 2929
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (SEMA.L) 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.

SEMA.LEUDV.LDifference
Sharpe ratioReturn per unit of total volatility
2.68
1.02

+1.66

Sortino ratioReturn per unit of downside risk
3.43
1.43

+2.01

Omega ratioGain probability vs. loss probability

1.50

1.19

+0.31

Calmar ratioReturn relative to maximum drawdown

4.27

1.19

+3.07

Martin ratioReturn relative to average drawdown

15.07

3.82

+11.25

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEMA.L vs. EUDV.L - Sharpe Ratio Comparison

The current SEMA.L Sharpe Ratio is 2.68, which is higher than the EUDV.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SEMA.L 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.

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Sharpe Ratios by Period

SEMA.LEUDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

1.02

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.62

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.53

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.45

-0.36

Drawdowns

SEMA.L vs. EUDV.L - Drawdown Comparison

The maximum SEMA.L drawdown since its inception was -46.27%, which is greater than EUDV.L's maximum drawdown of -31.67%. Use the drawdown chart below to compare losses from any high point for SEMA.L and EUDV.L.

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Drawdown Indicators

SEMA.LEUDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.27%

-31.67%

-14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-9.17%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-22.90%

-9.80%

-13.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-22.16%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-27.06%

-31.67%

+4.61%

Current Drawdown

Current decline from peak

-6.09%

-3.72%

-2.37%

Average Drawdown

Average peak-to-trough decline

-19.64%

-5.98%

-13.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.87%

+0.24%

Volatility

SEMA.L vs. EUDV.L - Volatility Comparison

iShares MSCI EM UCITS ETF (Acc) (SEMA.L) has a higher volatility of 8.00% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) at 2.24%. This indicates that SEMA.L'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.

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Volatility by Period

SEMA.LEUDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

2.24%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

8.96%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

10.73%

+6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

13.49%

+7.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

14.85%

+5.48%

SEMA.L vs. EUDV.L - Expense Ratio Comparison

SEMA.L has a 0.18% expense ratio, which is lower than EUDV.L's 0.30% expense ratio.

Dividends

SEMA.L vs. EUDV.L - Dividend Comparison

SEMA.L has not paid dividends to shareholders, while EUDV.L's dividend yield for the trailing twelve months is around 3.61%.

PositionTTM20252024202320222021202020192018201720162015
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%
SEMA.L
iShares MSCI EM UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SEMA.L and EUDV.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEMA.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEMA.L is cheaper with a 0.18% expense ratio, compared with 0.30% for EUDV.L.

SEMA.L is categorized as Emerging Markets Equities, while EUDV.L is Europe Equities. SEMA.L tracks MSCI EM NR USD, while EUDV.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for SEMA.L and 0.30% for EUDV.L.

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