UDVD.L vs. FSWD.L
UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - UDVD.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index, while FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index. Both are passively managed. Over the past 10 years, UDVD.L returned 8.82%/yr vs 11.84%/yr for FSWD.L. A 0.69 correlation means they provide meaningful diversification when combined. UDVD.L charges 0.35%/yr vs 0.30%/yr for FSWD.L.
Performance
UDVD.L vs. FSWD.L - Performance Comparison
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Different Trading Currencies
UDVD.L is traded in USD, while FSWD.L is traded in GBp. To make them comparable, the FSWD.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 11.98% return, which is significantly lower than FSWD.L's 13.21% return. Over the past 10 years, UDVD.L has underperformed FSWD.L with an annualized return of 8.82%, while FSWD.L has yielded a comparatively higher 11.84% annualized return.
UDVD.L
- 1D
- 1.32%
- 1M
- 1.97%
- 6M
- 7.08%
- YTD
- 11.98%
- 1Y
- 16.32%
- 3Y*
- 10.36%
- 5Y*
- 7.14%
- 10Y*
- 8.82%
FSWD.L
- 1D
- -0.25%
- 1M
- 0.72%
- 6M
- 12.18%
- YTD
- 13.21%
- 1Y
- 27.80%
- 3Y*
- 20.34%
- 5Y*
- 11.40%
- 10Y*
- 11.84%
UDVD.L vs. FSWD.L - 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 | 11.98% | 8.57% | 7.64% | 2.06% | -0.33% | 25.05% | 0.77% | 22.65% | -3.94% | 15.73% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 13.21% | 26.00% | 16.89% | 14.80% | -15.51% | 21.00% | 10.16% | 22.35% | -12.59% | 26.17% |
Correlation
The correlation between UDVD.L and FSWD.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.69 |
Over the past year, the correlation between UDVD.L and FSWD.L has dropped to 0.33 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
UDVD.L vs. FSWD.L — Risk / Return Rank
UDVD.L
FSWD.L
UDVD.L vs. FSWD.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 iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UDVD.L | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.47 | -1.17 |
| Martin ratioReturn relative to average drawdown | 5.77 | 14.33 | -8.55 |
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Drawdowns
UDVD.L vs. FSWD.L - Drawdown Comparison
The maximum UDVD.L drawdown since its inception was -36.12%, smaller than the maximum FSWD.L drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for UDVD.L and FSWD.L.
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Drawdown Indicators
| UDVD.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -41.16% | +5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.06% | -7.98% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | -18.85% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -15.26% | -25.01% | +9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -34.31% | -1.81% |
Current DrawdownCurrent decline from peak | -0.41% | -0.25% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -12.27% | +8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.94% | +0.88% |
Volatility
UDVD.L vs. FSWD.L - Volatility Comparison
SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) has a higher volatility of 3.47% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.91%. This indicates that UDVD.L's price experiences larger fluctuations and is considered to be riskier than FSWD.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.L | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.91% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 9.61% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 12.16% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 20.21% | -6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 18.37% | -2.70% |
UDVD.L vs. FSWD.L - Expense Ratio Comparison
UDVD.L has a 0.35% expense ratio, which is higher than FSWD.L's 0.30% expense ratio.
Dividends
UDVD.L vs. FSWD.L - Dividend Comparison
UDVD.L's dividend yield for the trailing twelve months is around 2.00%, while FSWD.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 2.00% | 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 FSWD.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.35% for UDVD.L.
UDVD.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. UDVD.L tracks S&P High Yield Dividend Aristocrats Index, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for UDVD.L and 0.30% for FSWD.L.
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