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TSGB.L vs. USDV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

TSGB.L vs. USDV.L

Last updated Apr 2, 2026

Compare and contrast key facts about VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L).

TSGB.L and USDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSGB.L is a passively managed fund by VanEck that tracks the performance of the MSCI ACWI NR USD. It was launched on May 3, 2013. USDV.L is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Jun 14, 2019. Both TSGB.L and USDV.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

TSGB.L vs. USDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L). The values are adjusted to include any dividend payments, if applicable.

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TSGB.L vs. USDV.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
TSGB.L
VanEck Sustainable World Equal Weight UCITS ETF A		0.86%19.46%12.13%14.14%-7.29%19.71%9.42%11.77%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		6.50%1.15%9.34%-3.52%11.58%26.74%-2.72%14.32%

Returns By Period

In the year-to-date period, TSGB.L achieves a 0.86% return, which is significantly lower than USDV.L's 6.50% return.

TSGB.L

1D
2.61%
1M
-3.77%
YTD
0.86%
6M
6.49%
1Y
19.29%
3Y*
14.03%
5Y*
10.37%
10Y*
—

USDV.L

1D
-24.30%
1M
-3.68%
YTD
6.50%
6M
7.19%
1Y
7.65%
3Y*
5.75%
5Y*
7.62%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VanEck Sustainable World Equal Weight UCITS ETF A

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

Often compared with TSGB.L:
TSGB.L vs. AEME.LTSGB.L vs. PQVG.LTSGB.L vs. VEUR.LTSGB.L vs. VDIV.DETSGB.L vs. SPYW.DETSGB.L vs. ISF.LTSGB.L vs. ISPA.DE
Often compared with USDV.L:
USDV.L vs. SCHDUSDV.L vs. UDVD.LUSDV.L vs. SPYUSDV.L vs. VOOUSDV.L vs. XUHY.LUSDV.L vs. QDIVUSDV.L vs. VUAA.L

TSGB.L vs. USDV.L - Expense Ratio Comparison

TSGB.L has a 0.20% expense ratio, which is lower than USDV.L's 0.35% expense ratio.

USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
TSGB.L
VanEck Sustainable World Equal Weight UCITS ETF A

Return for Risk

TSGB.L vs. USDV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TSGB.L
TSGB.L Risk / Return Rank: 7171
Overall Rank
TSGB.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TSGB.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
TSGB.L Omega Ratio Rank: 6868
Omega Ratio Rank
TSGB.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
TSGB.L Martin Ratio Rank: 7474
Martin Ratio Rank
USDV.L
USDV.L Risk / Return Rank: 2727
Overall Rank
USDV.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 4040
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3939
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.

TSGB.L vs. USDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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.

TSGB.LUSDV.LDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.18

+1.13

Sortino ratio

Return per unit of downside risk

1.80

0.62

+1.18

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

2.20

0.45

+1.74

Martin ratio

Return relative to average drawdown

8.45

4.40

+4.04

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

TSGB.L vs. USDV.L - Sharpe Ratio Comparison

The current TSGB.L Sharpe Ratio is 1.31, which is higher than the USDV.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of TSGB.L and USDV.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

TSGB.LUSDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.18

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.34

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.50

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.68

+0.04

Correlation

The correlation between TSGB.L and USDV.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

TSGB.L vs. USDV.L - Dividend Comparison

TSGB.L's dividend yield for the trailing twelve months is around 2.22%, more than USDV.L's 2.06% yield.

TTM20252024202320222021202020192018201720162015
TSGB.L
VanEck Sustainable World Equal Weight UCITS ETF A		2.22%2.23%2.63%2.56%2.67%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.06%2.20%1.99%2.29%2.11%2.12%2.57%2.65%2.19%3.07%1.65%2.00%

Drawdowns

TSGB.L vs. USDV.L - Drawdown Comparison

The maximum TSGB.L drawdown since its inception was -26.20%, smaller than the maximum USDV.L drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for TSGB.L and USDV.L.

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Drawdown Indicators

TSGB.LUSDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

-27.80%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-24.30%

+13.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

-24.30%

+7.66%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.80%

—

Current Drawdown

Current decline from peak

-5.21%

-24.30%

+19.09%

Average Drawdown

Average peak-to-trough decline

-3.46%

-4.14%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.51%

-0.22%

Volatility

TSGB.L vs. USDV.L - Volatility Comparison

The current volatility for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) is 5.87%, while SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) has a volatility of 40.96%. This indicates that TSGB.L experiences smaller price fluctuations and is considered to be less risky than USDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TSGB.LUSDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

40.96%

-35.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

40.57%

-30.89%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

42.84%

-28.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

22.35%

-9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

20.07%

-5.11%