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TDT.AS vs. IUSA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

TDT.AS vs. IUSA.L

Last updated Apr 3, 2026

Compare and contrast key facts about VanEck AEX UCITS ETF (TDT.AS) and iShares S&P 500 UCITS Dist (IUSA.L).

TDT.AS and IUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDT.AS is a passively managed fund by VanEck that tracks the performance of the Euronext AEX All Share TR EUR. It was launched on Dec 7, 2009. IUSA.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Mar 15, 2002. Both TDT.AS and IUSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

TDT.AS vs. IUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck AEX UCITS ETF (TDT.AS) and iShares S&P 500 UCITS Dist (IUSA.L). The values are adjusted to include any dividend payments, if applicable.

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TDT.AS vs. IUSA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TDT.AS
VanEck AEX UCITS ETF		3.00%10.57%14.47%16.93%-12.00%30.49%5.32%28.01%-7.60%16.18%
IUSA.L
iShares S&P 500 UCITS Dist		-2.53%3.97%33.89%22.78%-13.42%40.10%7.95%35.14%-0.73%6.81%
Different Trading Currencies

TDT.AS is traded in EUR, while IUSA.L is traded in GBp. To make them comparable, the IUSA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDT.AS achieves a 3.00% return, which is significantly higher than IUSA.L's -2.53% return. Over the past 10 years, TDT.AS has underperformed IUSA.L with an annualized return of 11.22%, while IUSA.L has yielded a comparatively higher 14.13% annualized return.

TDT.AS

1D
-0.12%
1M
-1.39%
YTD
3.00%
6M
2.27%
1Y
10.88%
3Y*
11.35%
5Y*
9.03%
10Y*
11.22%

IUSA.L

1D
0.33%
1M
-2.52%
YTD
-2.53%
6M
0.07%
1Y
10.31%
3Y*
16.41%
5Y*
12.57%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VanEck AEX UCITS ETF

iShares S&P 500 UCITS Dist

Often compared with TDT.AS:
TDT.AS vs. TDIV.ASTDT.AS vs. ISX5.LTDT.AS vs. VEUR.ASTDT.AS vs. VOOTDT.AS vs. IWDA.ASTDT.AS vs. VUSA.ASTDT.AS vs. IMAE.AS
Often compared with IUSA.L:
IUSA.L vs. CSP1.LIUSA.L vs. VUAA.LIUSA.L vs. IAPD.ASIUSA.L vs. SPXP.LIUSA.L vs. SPX5.LIUSA.L vs. IVVIUSA.L vs. VOO

TDT.AS vs. IUSA.L - Expense Ratio Comparison

TDT.AS has a 0.30% expense ratio, which is higher than IUSA.L's 0.07% expense ratio.

TDT.AS
VanEck AEX UCITS ETF
IUSA.L
iShares S&P 500 UCITS Dist

Return for Risk

TDT.AS vs. IUSA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TDT.AS
TDT.AS Risk / Return Rank: 5252
Overall Rank
TDT.AS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TDT.AS Sortino Ratio Rank: 3232
Sortino Ratio Rank
TDT.AS Omega Ratio Rank: 3131
Omega Ratio Rank
TDT.AS Calmar Ratio Rank: 8989
Calmar Ratio Rank
TDT.AS Martin Ratio Rank: 7272
Martin Ratio Rank
IUSA.L
IUSA.L Risk / Return Rank: 6565
Overall Rank
IUSA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 5252
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8484
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.

TDT.AS vs. IUSA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck AEX UCITS ETF (TDT.AS) and iShares S&P 500 UCITS Dist (IUSA.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.

TDT.ASIUSA.LDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.61

+0.08

Sortino ratio

Return per unit of downside risk

1.00

0.92

+0.08

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

3.49

2.48

+1.01

Martin ratio

Return relative to average drawdown

8.89

8.67

+0.23

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

TDT.AS vs. IUSA.L - Sharpe Ratio Comparison

The current TDT.AS Sharpe Ratio is 0.70, which is comparable to the IUSA.L Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TDT.AS and IUSA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

TDT.ASIUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.61

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.83

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.87

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.62

-0.05

Correlation

The correlation between TDT.AS and IUSA.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TDT.AS vs. IUSA.L - Dividend Comparison

TDT.AS's dividend yield for the trailing twelve months is around 2.18%, more than IUSA.L's 1.31% yield.

TTM20252024202320222021202020192018201720162015
TDT.AS
VanEck AEX UCITS ETF		2.18%2.28%2.40%2.24%2.32%1.69%1.75%3.24%3.37%3.04%3.28%2.54%
IUSA.L
iShares S&P 500 UCITS Dist		1.31%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%

Drawdowns

TDT.AS vs. IUSA.L - Drawdown Comparison

The maximum TDT.AS drawdown since its inception was -35.61%, smaller than the maximum IUSA.L drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for TDT.AS and IUSA.L.

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Drawdown Indicators

TDT.ASIUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-38.58%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-7.01%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-21.08%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-25.42%

-10.19%

Current Drawdown

Current decline from peak

-5.30%

-4.31%

-0.99%

Average Drawdown

Average peak-to-trough decline

-5.67%

-7.33%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.95%

+0.80%

Volatility

TDT.AS vs. IUSA.L - Volatility Comparison

VanEck AEX UCITS ETF (TDT.AS) has a higher volatility of 4.97% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 3.75%. This indicates that TDT.AS's price experiences larger fluctuations and is considered to be riskier than IUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TDT.ASIUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

3.75%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

8.50%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

16.78%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

15.15%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

16.18%

+0.03%