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TDIV vs. SPYW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDIV vs. SPYW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Technology Dividend Index Fund (TDIV) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TDIV is traded in USD, while SPYW.DE is traded in EUR. To make them comparable, the SPYW.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDIV achieves a 20.48% return, which is significantly higher than SPYW.DE's 4.41% return. Over the past 10 years, TDIV has outperformed SPYW.DE with an annualized return of 18.41%, while SPYW.DE has yielded a comparatively lower 7.41% annualized return.


TDIV

1D
-1.40%
1M
2.98%
YTD
20.48%
6M
16.19%
1Y
39.10%
3Y*
29.65%
5Y*
17.29%
10Y*
18.41%

SPYW.DE

1D
0.60%
1M
-1.15%
YTD
4.41%
6M
7.74%
1Y
9.66%
3Y*
16.52%
5Y*
7.03%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDIV vs. SPYW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDIV
First Trust NASDAQ Technology Dividend Index Fund
20.48%25.27%24.43%36.71%-22.13%29.49%17.55%33.27%-3.18%21.95%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
4.41%35.71%2.12%21.64%-16.11%5.36%-3.27%20.73%-12.86%26.96%

Correlation

The correlation between TDIV and SPYW.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.27

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

0.38

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

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2012

0.41

The correlation between TDIV and SPYW.DE shifts across timeframes, from 0.26 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TDIV vs. SPYW.DE — Risk / Return Rank

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

TDIV
TDIV Risk / Return Rank: 7070
Overall Rank
TDIV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 6565
Sortino Ratio Rank
TDIV Omega Ratio Rank: 6666
Omega Ratio Rank
TDIV Calmar Ratio Rank: 7979
Calmar Ratio Rank
TDIV Martin Ratio Rank: 6767
Martin Ratio Rank

SPYW.DE
SPYW.DE Risk / Return Rank: 2525
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2727
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 vs. SPYW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Technology Dividend Index Fund (TDIV) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.


TDIVSPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.35

1.14

+0.21

Calmar ratioReturn relative to maximum drawdown

3.66

0.97

+2.69

Martin ratioReturn relative to average drawdown

10.96

2.97

+7.99

TDIV vs. SPYW.DE - Sharpe Ratio Comparison

The current TDIV Sharpe Ratio is 2.01, which is higher than the SPYW.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TDIV and SPYW.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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Sharpe Ratios by Period


TDIVSPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.75

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.41

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.42

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.41

+0.43

Drawdowns

TDIV vs. SPYW.DE - Drawdown Comparison

The maximum TDIV drawdown since its inception was -31.97%, smaller than the maximum SPYW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for TDIV and SPYW.DE.


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Drawdown Indicators


TDIVSPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.97%

-38.79%

+6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-9.91%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

-13.94%

-9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-37.73%

+5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

-38.79%

+6.82%

Current Drawdown

Current decline from peak

-9.39%

-4.00%

-5.39%

Average Drawdown

Average peak-to-trough decline

-4.84%

-8.74%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

3.25%

+0.33%

Volatility

TDIV vs. SPYW.DE - Volatility Comparison

First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a higher volatility of 9.74% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 3.28%. This indicates that TDIV's price experiences larger fluctuations and is considered to be riskier than SPYW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDIVSPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.74%

3.28%

+6.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.37%

10.36%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

12.92%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.86%

17.04%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

17.40%

+3.55%

TDIV vs. SPYW.DE - Expense Ratio Comparison

TDIV has a 0.50% expense ratio, which is higher than SPYW.DE's 0.30% expense ratio.


Dividends

TDIV vs. SPYW.DE - Dividend Comparison

TDIV's dividend yield for the trailing twelve months is around 1.21%, less than SPYW.DE's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.57%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.21%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%

Frequently Asked Questions


TDIV and SPYW.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for TDIV.

TDIV is categorized as Technology Equities, while SPYW.DE is Europe Equities. TDIV tracks NASDAQ Technology Dividend Index, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. They also come from different issuers: First Trust and State Street. Their fees differ too: 0.50% for TDIV and 0.30% for SPYW.DE.

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