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SPYD.DE vs. VDIV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYD.DE vs. VDIV.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 UCITS ETF (Dist) (SPYD.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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, SPYD.DE achieves a 14.85% return, which is significantly higher than VDIV.DE's 12.05% return.


SPYD.DE

1D
0.40%
1M
6.10%
6M
14.61%
YTD
14.85%
1Y
17.32%
3Y*
8.66%
5Y*
7.85%
10Y*
8.71%

VDIV.DE

1D
0.46%
1M
2.31%
6M
11.24%
YTD
12.05%
1Y
28.66%
3Y*
20.20%
5Y*
17.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYD.DE vs. VDIV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
14.85%-3.53%14.02%-1.46%5.40%36.24%-8.60%25.98%-4.28%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
12.05%24.58%15.66%11.45%15.47%27.94%-11.00%23.04%-2.35%

Correlation

The correlation between SPYD.DE and VDIV.DE is 0.55, 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

0.55

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

0.57

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

0.64

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2018

0.72

The correlation between SPYD.DE and VDIV.DE shifts across timeframes, from 0.55 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYD.DE vs. VDIV.DE — Risk / Return Rank

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

SPYD.DE
SPYD.DE Risk / Return Rank: 6161
Overall Rank
SPYD.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPYD.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPYD.DE Omega Ratio Rank: 5858
Omega Ratio Rank
SPYD.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPYD.DE Martin Ratio Rank: 5151
Martin Ratio Rank

VDIV.DE
VDIV.DE Risk / Return Rank: 9595
Overall Rank
VDIV.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9595
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.

SPYD.DE vs. VDIV.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 Dividend Leaders UCITS ETF (VDIV.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.DEVDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.29

1.56

-0.27

Calmar ratioReturn relative to maximum drawdown

2.80

7.75

-4.95

Martin ratioReturn relative to average drawdown

7.19

22.51

-15.32

SPYD.DE vs. VDIV.DE - Sharpe Ratio Comparison

The current SPYD.DE Sharpe Ratio is 1.69, which is lower than the VDIV.DE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of SPYD.DE and VDIV.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

SPYD.DE vs. VDIV.DE - Drawdown Comparison

The maximum SPYD.DE drawdown since its inception was -35.89%, roughly equal to the maximum VDIV.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for SPYD.DE and VDIV.DE.


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Drawdown Indicators


SPYD.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.89%

-36.13%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-3.68%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

-15.13%

-4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-15.13%

-4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

Current Drawdown

Current decline from peak

0.00%

-0.37%

+0.37%

Average Drawdown

Average peak-to-trough decline

-6.57%

-4.19%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

1.27%

+1.13%

Volatility

SPYD.DE vs. VDIV.DE - Volatility Comparison

State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) have volatilities of 2.58% and 2.56%, 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


SPYD.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

2.56%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

7.18%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.26%

9.52%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

11.95%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

15.32%

+0.51%

SPYD.DE vs. VDIV.DE - Expense Ratio Comparison

SPYD.DE has a 0.35% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.


Dividends

SPYD.DE vs. VDIV.DE - Dividend Comparison

SPYD.DE's dividend yield for the trailing twelve months is around 1.97%, less than VDIV.DE's 3.13% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
1.97%2.23%1.97%2.30%2.16%2.07%2.52%2.01%1.66%1.87%1.74%2.02%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.13%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%0.00%0.00%0.00%

Frequently Asked Questions


SPYD.DE and VDIV.DE have a correlation of 0.55, 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 VDIV.DE.

SPYD.DE is categorized as Dividend, while VDIV.DE is Global Equities. SPYD.DE tracks S&P High Yield Dividend Aristocrats Index, while VDIV.DE tracks Morningstar Developed Markets 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 VDIV.DE.

Portfolio Optimizer

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