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SPPD.DE vs. IQQD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPD.DE vs. IQQD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist) (SPPD.DE) and iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPPD.DE achieves a 10.88% return, which is significantly lower than IQQD.DE's 16.37% return.


SPPD.DE

1D
0.22%
1M
2.65%
6M
6.36%
YTD
10.88%
1Y
12.44%
3Y*
7.64%
5Y*
4.60%
10Y*

IQQD.DE

1D
0.50%
1M
5.65%
6M
12.35%
YTD
16.37%
1Y
31.00%
3Y*
22.79%
5Y*
13.40%
10Y*
7.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPD.DE vs. IQQD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPPD.DE
State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist)
10.88%5.92%5.78%-0.99%-3.82%24.32%-1.64%7.24%
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
16.37%26.39%16.75%8.08%-7.53%30.74%-21.22%19.88%

Correlation

The correlation between SPPD.DE and IQQD.DE is 0.53, 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

0.53

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

0.56

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.64

The correlation between SPPD.DE and IQQD.DE shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPPD.DE vs. IQQD.DE — Risk / Return Rank

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

SPPD.DE
SPPD.DE Risk / Return Rank: 4444
Overall Rank
SPPD.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPPD.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPPD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SPPD.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPPD.DE Martin Ratio Rank: 3434
Martin Ratio Rank

IQQD.DE
IQQD.DE Risk / Return Rank: 8888
Overall Rank
IQQD.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQD.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
IQQD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
IQQD.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IQQD.DE Martin Ratio Rank: 8383
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.

SPPD.DE vs. IQQD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist) (SPPD.DE) and iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPPD.DEIQQD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.22

1.46

-0.24

Calmar ratioReturn relative to maximum drawdown

1.68

3.41

-1.73

Martin ratioReturn relative to average drawdown

3.90

12.07

-8.17

SPPD.DE vs. IQQD.DE - Sharpe Ratio Comparison

The current SPPD.DE Sharpe Ratio is 1.27, which is lower than the IQQD.DE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SPPD.DE and IQQD.DE, 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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Drawdowns

SPPD.DE vs. IQQD.DE - Drawdown Comparison

The maximum SPPD.DE drawdown since its inception was -34.00%, smaller than the maximum IQQD.DE drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for SPPD.DE and IQQD.DE.


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Drawdown Indicators


SPPD.DEIQQD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.00%

-71.98%

+37.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-9.04%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.99%

-14.05%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-23.55%

+5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-6.06%

-24.34%

+18.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.56%

+0.63%

Volatility

SPPD.DE vs. IQQD.DE - Volatility Comparison

State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist) (SPPD.DE) and iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) have volatilities of 3.08% and 3.06%, 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


SPPD.DEIQQD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.06%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

10.45%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

12.61%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.14%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

18.64%

-1.62%

SPPD.DE vs. IQQD.DE - Expense Ratio Comparison

Both SPPD.DE and IQQD.DE have an expense ratio of 0.40%.


Dividends

SPPD.DE vs. IQQD.DE - Dividend Comparison

SPPD.DE's dividend yield for the trailing twelve months is around 1.97%, less than IQQD.DE's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
4.54%4.93%5.74%5.40%6.59%5.55%4.02%5.50%7.02%5.30%5.09%5.76%
SPPD.DE
State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist)
1.97%2.11%2.01%2.22%2.16%2.15%2.31%1.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPPD.DE and IQQD.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPPD.DE and IQQD.DE have the same expense ratio: 0.40% per year.

SPPD.DE tracks S&P High Yield Dividend Aristocrats EUR Dynamic Hedged Index, while IQQD.DE tracks FTSE UK Dividend+ Index. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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