UDVD.L vs. EXX5.DE
UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) and EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) are both exchange-traded funds - UDVD.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index, while EXX5.DE is a Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Both are passively managed. Over the past 10 years, UDVD.L returned 8.82%/yr vs 9.40%/yr for EXX5.DE. Their correlation of 0.81 suggests significant overlap in exposure. UDVD.L charges 0.35%/yr vs 0.31%/yr for EXX5.DE.
Performance
UDVD.L vs. EXX5.DE - Performance Comparison
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Different Trading Currencies
UDVD.L is traded in USD, while EXX5.DE is traded in EUR. To make them comparable, the EXX5.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, UDVD.L achieves a 6.99% return, which is significantly lower than EXX5.DE's 9.01% return. Over the past 10 years, UDVD.L has underperformed EXX5.DE with an annualized return of 8.82%, while EXX5.DE has yielded a comparatively higher 9.40% annualized return.
UDVD.L
- 1D
- 0.11%
- 1M
- 0.79%
- YTD
- 6.99%
- 6M
- 7.81%
- 1Y
- 12.89%
- 3Y*
- 9.74%
- 5Y*
- 5.66%
- 10Y*
- 8.82%
EXX5.DE
- 1D
- -0.03%
- 1M
- 0.25%
- YTD
- 9.01%
- 6M
- 10.44%
- 1Y
- 20.64%
- 3Y*
- 15.31%
- 5Y*
- 8.38%
- 10Y*
- 9.40%
UDVD.L vs. EXX5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 6.99% | 8.57% | 7.64% | 2.06% | -0.33% | 25.04% | 0.77% | 22.66% | -3.94% | 15.71% |
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 9.01% | 11.69% | 15.07% | 3.06% | 1.14% | 31.74% | -6.94% | 21.26% | -8.02% | 13.83% |
Correlation
The correlation between UDVD.L and EXX5.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2011 | 0.81 |
The correlation between UDVD.L and EXX5.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.
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Return for Risk
UDVD.L vs. EXX5.DE — Risk / Return Rank
UDVD.L
EXX5.DE
UDVD.L vs. EXX5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) and iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.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.
| UDVD.L | EXX5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 3.06 | -1.24 |
| Martin ratioReturn relative to average drawdown | 4.63 | 8.82 | -4.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UDVD.L | EXX5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.85 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.53 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.36 | +0.35 |
Drawdowns
UDVD.L vs. EXX5.DE - Drawdown Comparison
The maximum UDVD.L drawdown since its inception was -36.12%, smaller than the maximum EXX5.DE drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for UDVD.L and EXX5.DE.
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Drawdown Indicators
| UDVD.L | EXX5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -61.19% | +25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.06% | -6.72% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | -18.76% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -15.26% | -18.76% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -41.59% | +5.47% |
Current DrawdownCurrent decline from peak | -3.61% | -2.26% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -10.08% | +6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.34% | +0.44% |
Volatility
UDVD.L vs. EXX5.DE - Volatility Comparison
SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) and iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) have volatilities of 2.64% and 2.74%, 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
| UDVD.L | EXX5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.74% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.08% | 7.52% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 11.11% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 15.49% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.70% | 17.35% | -1.65% |
UDVD.L vs. EXX5.DE - Expense Ratio Comparison
UDVD.L has a 0.35% expense ratio, which is higher than EXX5.DE's 0.31% expense ratio.
Dividends
UDVD.L vs. EXX5.DE - Dividend Comparison
UDVD.L's dividend yield for the trailing twelve months is around 2.05%, less than EXX5.DE's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 2.38% | 2.62% | 3.01% | 5.31% | 2.47% | 2.07% | 2.98% | 2.29% | 1.57% | 3.04% | 2.46% | 2.55% |
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 2.05% | 2.17% | 2.03% | 2.24% | 2.13% | 2.15% | 2.36% | 2.01% | 2.27% | 1.78% | 1.83% | 2.06% |
Frequently Asked Questions
UDVD.L and EXX5.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXX5.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXX5.DE is cheaper with a 0.31% expense ratio, compared with 0.35% for UDVD.L.
UDVD.L is categorized as Large Cap Blend Equities, while EXX5.DE is Large Cap Value Equities. UDVD.L tracks S&P High Yield Dividend Aristocrats Index, while EXX5.DE tracks Dow Jones U.S. Select Dividend Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for UDVD.L and 0.31% for EXX5.DE.
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