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SPX5.L vs. UDVD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPX5.L vs. UDVD.L

Last updated Jun 5, 2026

SPX5.L (SPDR S&P 500 UCITS ETF) and UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both exchange-traded funds - SPX5.L is a S&P 500 fund tracking the S&P 500 Index, while UDVD.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, SPX5.L returned 16.17%/yr vs 9.63%/yr for UDVD.L. A 0.74 correlation means they provide meaningful diversification when combined. SPX5.L charges 0.09%/yr vs 0.35%/yr for UDVD.L.

Performance

SPX5.L vs. UDVD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P 500 UCITS ETF (SPX5.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPX5.L is traded in GBP, while UDVD.L is traded in USD. To make them comparable, the UDVD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPX5.L achieves a 10.53% return, which is significantly higher than UDVD.L's 7.43% return. Over the past 10 years, SPX5.L has outperformed UDVD.L with an annualized return of 16.17%, while UDVD.L has yielded a comparatively lower 9.63% annualized return.

SPX5.L

1D
0.05%
1M
5.53%
YTD
10.53%
6M
10.48%
1Y
29.15%
3Y*
19.03%
5Y*
14.92%
10Y*
16.17%

UDVD.L

1D
0.11%
1M
1.72%
YTD
7.43%
6M
7.06%
1Y
13.99%
3Y*
6.98%
5Y*
6.80%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPX5.L vs. UDVD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SPX5.L
SPDR S&P 500 UCITS ETF		10.53%9.34%27.47%19.75%-9.01%30.96%13.52%26.74%-0.04%11.63%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		7.43%0.84%9.52%-3.04%11.52%26.22%-2.19%18.00%1.76%5.70%

Correlation

The correlation between SPX5.L and UDVD.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.44

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

0.58

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

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2012

0.74

Over the past year, the correlation between SPX5.L and UDVD.L has dropped to 0.30 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

SPX5.L vs. UDVD.L - Sectors Allocation Comparison

Sectors
SPX5.L
UDVD.L

Technology

35.6%
8.9%

Financial Services

11.8%
11.5%

Communication Services

11.2%
3.5%

Consumer Cyclical

10.1%
5.2%

Healthcare

8.5%
6.2%

Industrials

8.3%
17.5%

Consumer Defensive

4.9%
17.0%

Energy

3.5%
4.5%

Utilities

2.3%
14.8%

Real Estate

1.9%
4.6%

Basic Materials

1.8%
6.4%

Technology

SPX5.L
35.6%
UDVD.L
8.9%

Financial Services

SPX5.L
11.8%
UDVD.L
11.5%

Communication Services

SPX5.L
11.2%
UDVD.L
3.5%

Consumer Cyclical

SPX5.L
10.1%
UDVD.L
5.2%

Healthcare

SPX5.L
8.5%
UDVD.L
6.2%

Industrials

SPX5.L
8.3%
UDVD.L
17.5%

Consumer Defensive

SPX5.L
4.9%
UDVD.L
17.0%

Energy

SPX5.L
3.5%
UDVD.L
4.5%

Utilities

SPX5.L
2.3%
UDVD.L
14.8%

Real Estate

SPX5.L
1.9%
UDVD.L
4.6%

Basic Materials

SPX5.L
1.8%
UDVD.L
6.4%

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SPDR S&P 500 UCITS ETF

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

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Often compared with UDVD.L:
UDVD.L vs. SCHDUDVD.L vs. USDV.LUDVD.L vs. VHYD.LUDVD.L vs. JEPQUDVD.L vs. WQDV.LUDVD.L vs. VWRD.LUDVD.L vs. DGRO

Return for Risk

SPX5.L vs. UDVD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPX5.L
SPX5.L Risk / Return Rank: 8383
Overall Rank
SPX5.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SPX5.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SPX5.L Omega Ratio Rank: 8686
Omega Ratio Rank
SPX5.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SPX5.L Martin Ratio Rank: 7979
Martin Ratio Rank
UDVD.L
UDVD.L Risk / Return Rank: 3636
Overall Rank
UDVD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 3535
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 3232
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.

SPX5.L vs. UDVD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPX5.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.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.

SPX5.LUDVD.LDifference
Sharpe ratioReturn per unit of total volatility
2.76
1.29

+1.48

Sortino ratioReturn per unit of downside risk
3.71
1.83

+1.88

Omega ratioGain probability vs. loss probability

1.52

1.22

+0.29

Calmar ratioReturn relative to maximum drawdown

4.10

2.15

+1.95

Martin ratioReturn relative to average drawdown

15.08

5.62

+9.46

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

SPX5.L vs. UDVD.L - Sharpe Ratio Comparison

The current SPX5.L Sharpe Ratio is 2.76, which is higher than the UDVD.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SPX5.L and UDVD.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

SPX5.LUDVD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

1.29

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.49

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

0.60

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.77

+0.27

Drawdowns

SPX5.L vs. UDVD.L - Drawdown Comparison

The maximum SPX5.L drawdown since its inception was -25.45%, smaller than the maximum UDVD.L drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for SPX5.L and UDVD.L.

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Drawdown Indicators

SPX5.LUDVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.45%

-28.19%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-6.47%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-16.57%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-16.57%

-4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-25.45%

-28.19%

+2.74%

Current Drawdown

Current decline from peak

-0.22%

-3.26%

+3.04%

Average Drawdown

Average peak-to-trough decline

-3.18%

-4.22%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.48%

-0.55%

Volatility

SPX5.L vs. UDVD.L - Volatility Comparison

The current volatility for SPDR S&P 500 UCITS ETF (SPX5.L) is 2.67%, while SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) has a volatility of 3.00%. This indicates that SPX5.L experiences smaller price fluctuations and is considered to be less risky than UDVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPX5.LUDVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

3.00%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

8.23%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.50%

10.81%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

13.76%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

16.06%

-0.54%

SPX5.L vs. UDVD.L - Expense Ratio Comparison

SPX5.L has a 0.09% expense ratio, which is lower than UDVD.L's 0.35% expense ratio.

Dividends

SPX5.L vs. UDVD.L - Dividend Comparison

SPX5.L's dividend yield for the trailing twelve months is around 0.89%, less than UDVD.L's 2.05% yield.

PositionTTM20252024202320222021202020192018201720162015
SPX5.L
SPDR S&P 500 UCITS ETF		0.89%0.98%1.04%1.21%1.39%0.98%1.40%1.76%1.71%2.36%1.49%1.68%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.05%2.17%2.03%2.24%2.13%2.15%2.36%2.01%2.27%1.78%1.83%2.06%

Frequently Asked Questions

SPX5.L and UDVD.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPX5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPX5.L is cheaper with a 0.09% expense ratio, compared with 0.35% for UDVD.L.

SPX5.L is categorized as S&P 500, while UDVD.L is Large Cap Blend Equities. SPX5.L tracks S&P 500 Index, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. Their fees differ too: 0.09% for SPX5.L and 0.35% for UDVD.L.

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