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UDVD.L vs. FEXD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDVD.L vs. FEXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) and First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UDVD.L is traded in USD, while FEXD.L is traded in GBp. To make them comparable, the FEXD.L 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 6.88% return, which is significantly lower than FEXD.L's 13.91% return. Over the past 10 years, UDVD.L has underperformed FEXD.L with an annualized return of 8.88%, while FEXD.L has yielded a comparatively higher 11.67% annualized return.


UDVD.L

1D
0.54%
1M
-0.35%
YTD
6.88%
6M
7.75%
1Y
13.07%
3Y*
9.70%
5Y*
5.64%
10Y*
8.88%

FEXD.L

1D
0.27%
1M
4.80%
YTD
13.91%
6M
15.32%
1Y
28.65%
3Y*
19.49%
5Y*
9.75%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDVD.L vs. FEXD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
6.88%8.57%7.64%2.06%-0.33%25.04%0.77%22.66%-3.94%15.71%
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
13.91%14.59%15.47%12.65%-13.37%26.02%12.81%25.76%-12.54%20.07%

Correlation

The correlation between UDVD.L and FEXD.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.56

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

0.63

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2015

0.60

The correlation between UDVD.L and FEXD.L shifts across timeframes, from 0.41 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UDVD.L vs. FEXD.L — Risk / Return Rank

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

UDVD.L
UDVD.L Risk / Return Rank: 3535
Overall Rank
UDVD.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 3434
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 3131
Martin Ratio Rank

FEXD.L
FEXD.L Risk / Return Rank: 9393
Overall Rank
FEXD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FEXD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
FEXD.L Omega Ratio Rank: 9090
Omega Ratio Rank
FEXD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FEXD.L Martin Ratio Rank: 9494
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.

UDVD.L vs. FEXD.L - 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 First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.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.


UDVD.LFEXD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.23

1.53

-0.30

Calmar ratioReturn relative to maximum drawdown

1.84

7.17

-5.33

Martin ratioReturn relative to average drawdown

4.71

25.28

-20.57

UDVD.L vs. FEXD.L - Sharpe Ratio Comparison

The current UDVD.L Sharpe Ratio is 1.31, which is lower than the FEXD.L Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of UDVD.L and FEXD.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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Sharpe Ratios by Period


UDVD.LFEXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

3.09

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.68

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.79

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.68

+0.03

Drawdowns

UDVD.L vs. FEXD.L - Drawdown Comparison

The maximum UDVD.L drawdown since its inception was -36.12%, smaller than the maximum FEXD.L drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for UDVD.L and FEXD.L.


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Drawdown Indicators


UDVD.LFEXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-39.16%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-5.43%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-20.26%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

-21.85%

+6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.12%

-39.16%

+3.04%

Current Drawdown

Current decline from peak

-3.71%

0.00%

-3.71%

Average Drawdown

Average peak-to-trough decline

-3.44%

-5.26%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

3.34%

-0.57%

Volatility

UDVD.L vs. FEXD.L - Volatility Comparison

The current volatility for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) is 2.84%, while First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) has a volatility of 4.05%. This indicates that UDVD.L experiences smaller price fluctuations and is considered to be less risky than FEXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDVD.LFEXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

4.05%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

9.33%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

12.65%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

18.17%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

19.69%

-3.99%

UDVD.L vs. FEXD.L - Expense Ratio Comparison

UDVD.L has a 0.35% expense ratio, which is lower than FEXD.L's 0.75% expense ratio.


Dividends

UDVD.L vs. FEXD.L - Dividend Comparison

UDVD.L's dividend yield for the trailing twelve months is around 2.05%, more than FEXD.L's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
FEXD.L
First Trust US Large Cap Core AlphaDEX UCITS Class B
0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.00%
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 FEXD.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UDVD.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UDVD.L is cheaper with a 0.35% expense ratio, compared with 0.75% for FEXD.L.

UDVD.L tracks S&P High Yield Dividend Aristocrats Index, while FEXD.L tracks Russell 1000 TR USD. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.35% for UDVD.L and 0.75% for FEXD.L.

Portfolio Optimizer

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