SPYD.DE vs. TDVX.DE
SPYD.DE (State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)) and TDVX.DE (VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc) are both Dividend funds - SPYD.DE tracks the S&P High Yield Dividend Aristocrats Index while TDVX.DE tracks the Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index. Both are passively managed. At a 0.49 correlation, their price movements are largely independent. SPYD.DE charges 0.35%/yr vs 0.38%/yr for TDVX.DE.
Performance
SPYD.DE vs. TDVX.DE - Performance Comparison
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Returns By Period
SPYD.DE
- 1D
- 0.35%
- 1M
- 4.14%
- 6M
- 9.13%
- YTD
- 15.34%
- 1Y
- 16.70%
- 3Y*
- 9.44%
- 5Y*
- 7.89%
- 10Y*
- 8.39%
TDVX.DE
- 1D
- 0.00%
- 1M
- 3.56%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYD.DE vs. TDVX.DE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 8.58% |
TDVX.DE VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc | -10.16% |
Correlation
The correlation between SPYD.DE and TDVX.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026 | 0.49 |
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Return for Risk
SPYD.DE vs. TDVX.DE — Risk / Return Rank
SPYD.DE
TDVX.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPYD.DE vs. TDVX.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 UCITS ETF (Dist) (SPYD.DE) and VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.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.
| SPYD.DE | TDVX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | — | — |
| Martin ratioReturn relative to average drawdown | 6.94 | — | — |
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Drawdowns
SPYD.DE vs. TDVX.DE - Drawdown Comparison
The maximum SPYD.DE drawdown since its inception was -35.89%, which is greater than TDVX.DE's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for SPYD.DE and TDVX.DE.
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Drawdown Indicators
| SPYD.DE | TDVX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -16.04% | -19.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.16% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -10.16% | +9.84% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -13.28% | +6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | — | — |
Volatility
SPYD.DE vs. TDVX.DE - Volatility Comparison
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Volatility by Period
| SPYD.DE | TDVX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 31.74% | -21.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 31.74% | -18.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 31.74% | -15.90% |
SPYD.DE vs. TDVX.DE - Expense Ratio Comparison
SPYD.DE has a 0.35% expense ratio, which is lower than TDVX.DE's 0.38% expense ratio.
Dividends
SPYD.DE vs. TDVX.DE - Dividend Comparison
SPYD.DE's dividend yield for the trailing twelve months is around 1.96%, while TDVX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 1.96% | 2.23% | 1.97% | 2.30% | 2.16% | 2.07% | 2.52% | 2.01% | 1.66% | 1.87% | 1.74% | 2.02% |
TDVX.DE VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD 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
SPYD.DE and TDVX.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYD.DE is cheaper with a 0.35% expense ratio, compared with 0.38% for TDVX.DE.
SPYD.DE tracks S&P High Yield Dividend Aristocrats Index, while TDVX.DE tracks Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.35% for SPYD.DE and 0.38% for TDVX.DE.
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