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SPICHA.SW vs. EUDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPICHA.SW vs. EUDV.L

Last updated Jun 4, 2026

SPICHA.SW (UBS ETF (CH) – SPI® (CHF) A-dis) and EUDV.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) are both Europe Equities funds - SPICHA.SW tracks the SPI® Index while EUDV.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, SPICHA.SW returned 7.65%/yr vs 4.87%/yr for EUDV.L. A 0.64 correlation means they provide meaningful diversification when combined. SPICHA.SW charges 0.10%/yr vs 0.30%/yr for EUDV.L.

Performance

SPICHA.SW vs. EUDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) 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

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

Returns By Period

In the year-to-date period, SPICHA.SW achieves a 2.38% return, which is significantly lower than EUDV.L's 3.74% return. Over the past 10 years, SPICHA.SW has outperformed EUDV.L with an annualized return of 7.65%, while EUDV.L has yielded a comparatively lower 4.87% annualized return.

SPICHA.SW

1D
-0.57%
1M
2.01%
YTD
2.38%
6M
5.46%
1Y
10.61%
3Y*
7.26%
5Y*
4.49%
10Y*
7.65%

EUDV.L

1D
0.11%
1M
-1.09%
YTD
3.74%
6M
5.79%
1Y
6.06%
3Y*
10.81%
5Y*
4.35%
10Y*
4.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPICHA.SW vs. EUDV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis		2.38%17.65%6.05%5.82%-16.70%23.29%3.83%29.94%-8.35%19.42%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.74%18.32%9.94%10.78%-14.68%9.29%-12.13%18.39%-11.41%20.57%

Correlation

The correlation between SPICHA.SW and EUDV.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.57

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

0.60

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

0.65

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

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.64

The correlation between SPICHA.SW and EUDV.L has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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UBS ETF (CH) – SPI® (CHF) A-dis

SPDR® S&P Euro Dividend Aristocrats UCITS ETF

Often compared with SPICHA.SW:
SPICHA.SW vs. CHDVD.SWSPICHA.SW vs. VTSPICHA.SW vs. VOOSPICHA.SW vs. VXUSSPICHA.SW vs. CHSPI.SWSPICHA.SW vs. MEUD.LSPICHA.SW vs. IHYG.L
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

SPICHA.SW vs. EUDV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPICHA.SW
SPICHA.SW Risk / Return Rank: 2525
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2626
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
Martin Ratio Rank
EUDV.L
EUDV.L Risk / Return Rank: 2727
Overall Rank
EUDV.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 2828
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 2828
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.

SPICHA.SW vs. EUDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) 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.

SPICHA.SWEUDV.LDifference
Sharpe ratioReturn per unit of total volatility
0.95
0.54

+0.41

Sortino ratioReturn per unit of downside risk
1.41
0.81

+0.61

Omega ratioGain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratioReturn relative to maximum drawdown

0.99

0.78

+0.21

Martin ratioReturn relative to average drawdown

3.47

2.18

+1.29

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

SPICHA.SW vs. EUDV.L - Sharpe Ratio Comparison

The current SPICHA.SW Sharpe Ratio is 0.95, which is higher than the EUDV.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SPICHA.SW 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

SPICHA.SWEUDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.54

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.29

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.30

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.35

+0.21

Drawdowns

SPICHA.SW vs. EUDV.L - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum EUDV.L drawdown of -39.45%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and EUDV.L.

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Drawdown Indicators

SPICHA.SWEUDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-39.45%

+12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-7.77%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-13.43%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-32.49%

+11.01%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-39.45%

+12.53%

Current Drawdown

Current decline from peak

-3.00%

-2.72%

-0.28%

Average Drawdown

Average peak-to-trough decline

-5.21%

-7.40%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.78%

+0.31%

Volatility

SPICHA.SW vs. EUDV.L - Volatility Comparison

UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) have volatilities of 3.25% and 3.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPICHA.SWEUDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.19%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

8.86%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

11.10%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

15.11%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

16.46%

-2.54%

SPICHA.SW vs. EUDV.L - Expense Ratio Comparison

SPICHA.SW has a 0.10% expense ratio, which is lower than EUDV.L's 0.30% expense ratio.

Dividends

SPICHA.SW vs. EUDV.L - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 2.22%, less than EUDV.L's 3.63% yield.

PositionTTM20252024202320222021202020192018201720162015
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.63%4.04%3.68%3.29%3.56%2.86%3.14%3.52%3.71%3.14%2.94%2.97%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis		2.22%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%

Frequently Asked Questions

SPICHA.SW and EUDV.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPICHA.SW is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPICHA.SW is cheaper with a 0.10% expense ratio, compared with 0.30% for EUDV.L.

SPICHA.SW tracks SPI® Index, while EUDV.L tracks MSCI EMU NR EUR. They also come from different issuers: UBS and State Street. Their fees differ too: 0.10% for SPICHA.SW and 0.30% for EUDV.L.

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