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TDIV.L vs. TDGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDIV.L vs. TDGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with TDIV.L having a 10.69% return and TDGB.L slightly higher at 11.13%. Over the past 10 years, TDIV.L has outperformed TDGB.L with an annualized return of 13.69%, while TDGB.L has yielded a comparatively lower 10.39% annualized return.


TDIV.L

1D
-0.15%
1M
1.36%
6M
9.22%
YTD
10.69%
1Y
28.89%
3Y*
22.29%
5Y*
17.57%
10Y*
13.69%

TDGB.L

1D
0.57%
1M
1.85%
6M
9.77%
YTD
11.13%
1Y
29.45%
3Y*
22.34%
5Y*
17.71%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDIV.L vs. TDGB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
10.69%40.41%8.93%15.44%9.29%18.14%-2.30%37.03%-6.76%3.94%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
11.13%40.77%8.81%14.79%9.40%18.51%-2.72%8.05%-13.18%12.67%

Correlation

The correlation between TDIV.L and TDGB.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.89

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

0.90

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

0.86

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.86

The correlation between TDIV.L and TDGB.L has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

TDIV.L vs. TDGB.L — Risk / Return Rank

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

TDIV.L
TDIV.L Risk / Return Rank: 9191
Overall Rank
TDIV.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9090
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 8888
Martin Ratio Rank

TDGB.L
TDGB.L Risk / Return Rank: 9595
Overall Rank
TDGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9494
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9393
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.

TDIV.L vs. TDGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.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.

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.


TDIV.LTDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.46

1.48

-0.03

Calmar ratioReturn relative to maximum drawdown

5.40

5.79

-0.39

Martin ratioReturn relative to average drawdown

15.16

15.45

-0.29

TDIV.L vs. TDGB.L - Sharpe Ratio Comparison

The current TDIV.L Sharpe Ratio is 2.54, which is comparable to the TDGB.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of TDIV.L and TDGB.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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Drawdowns

TDIV.L vs. TDGB.L - Drawdown Comparison

The maximum TDIV.L drawdown since its inception was -37.94%, smaller than the maximum TDGB.L drawdown of -45.20%. Use the drawdown chart below to compare losses from any high point for TDIV.L and TDGB.L.


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Drawdown Indicators


TDIV.LTDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-45.20%

+7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-5.06%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-13.68%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-18.93%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-37.94%

-45.20%

+7.26%

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.00%

-8.11%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.90%

-0.02%

Volatility

TDIV.L vs. TDGB.L - Volatility Comparison

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.L) has a higher volatility of 3.57% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) at 3.08%. This indicates that TDIV.L's price experiences larger fluctuations and is considered to be riskier than TDGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDIV.LTDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.08%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

8.46%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

11.09%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

14.19%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

16.10%

+0.10%

TDIV.L vs. TDGB.L - Expense Ratio Comparison

Both TDIV.L and TDGB.L have an expense ratio of 0.38%.


Dividends

TDIV.L vs. TDGB.L - Dividend Comparison

TDIV.L's dividend yield for the trailing twelve months is around 3.14%, which matches TDGB.L's 3.15% yield.


PositionTTM202520242023202220212020201920182017
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.15%3.50%4.26%4.93%4.40%4.06%4.16%4.52%4.38%3.48%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.14%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%

Frequently Asked Questions


TDIV.L and TDGB.L have a correlation of 0.86, 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 0.38% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TDIV.L and TDGB.L have the same expense ratio: 0.38% per year.

TDIV.L is categorized as Dividend, while TDGB.L is Global Equities. TDIV.L tracks VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF, while TDGB.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index.

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