UDVD.L vs. HSUS.L

Last updated Jun 4, 2026

UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) and HSUS.L (HSBC USA Sustainable Equity UCITS ETF USD) are both Large Cap Blend Equities funds - UDVD.L tracks the S&P High Yield Dividend Aristocrats Index while HSUS.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, UDVD.L returned 5.64%/yr vs 12.83%/yr for HSUS.L. A 0.61 correlation means they provide meaningful diversification when combined. UDVD.L charges 0.35%/yr vs 0.12%/yr for HSUS.L.

Performance

UDVD.L vs. HSUS.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 HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

UDVD.L is traded in USD, while HSUS.L is traded in GBP. To make them comparable, the HSUS.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 HSUS.L's 13.69% 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%

HSUS.L

• 1D: -0.27%
• 1M: 7.46%
• YTD: 13.69%
• 6M: 15.49%
• 1Y: 34.92%
• 3Y*: 21.62%
• 5Y*: 12.83%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis	6.88%	8.57%	7.64%	2.06%	-0.33%	25.04%	7.31%
HSUS.L HSBC USA Sustainable Equity UCITS ETF USD	13.69%	19.15%	19.80%	21.17%	-17.59%	28.58%	20.05%

Correlation

The correlation between UDVD.L and HSUS.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Jun 8, 2020	0.61

Over the past year, the correlation between UDVD.L and HSUS.L has dropped to 0.37 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

UDVD.L vs. HSUS.L - Sectors Allocation Comparison

Sectors	UDVD.L	HSUS.L
Industrials	17.5%	2.8%
Consumer Defensive	17.0%	2.0%
Utilities	14.8%	0.2%
Financial Services	11.5%	14.4%
Technology	8.9%	45.5%
Basic Materials	6.4%	4.0%
Healthcare	6.2%	13.8%
Consumer Cyclical	5.2%	8.2%
Real Estate	4.6%	0.6%
Energy	4.5%	2.2%
Communication Services	3.5%	6.5%

Return for Risk

UDVD.L vs. HSUS.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: 35
UDVD.L Sharpe Ratio Rank: 36
UDVD.L Sortino Ratio Rank: 37
UDVD.L Omega Ratio Rank: 34
UDVD.L Calmar Ratio Rank: 37
UDVD.L Martin Ratio Rank: 31

HSUS.L

HSUS.L Risk / Return Rank: 92
HSUS.L Sharpe Ratio Rank: 93
HSUS.L Sortino Ratio Rank: 93
HSUS.L Omega Ratio Rank: 92
HSUS.L Calmar Ratio Rank: 92
HSUS.L Martin Ratio Rank: 92

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. HSUS.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 HSBC USA Sustainable Equity UCITS ETF USD (HSUS.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.L	HSUS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.31	3.23	-1.92
Sortino ratio: Return per unit of downside risk	1.98	4.60	-2.62
Omega ratio: Gain probability vs. loss probability	1.23	1.57	-0.35
Calmar ratio: Return relative to maximum drawdown	1.84	4.34	-2.50
Martin ratio: Return relative to average drawdown	4.71	17.07	-12.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UDVD.L Sharpe Ratio is 1.31, which is lower than the HSUS.L Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of UDVD.L and HSUS.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.

Sharpe Ratios by Period

	UDVD.L	HSUS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	3.23	-1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.85	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	1.07	-0.37

Drawdowns

UDVD.L vs. HSUS.L - Drawdown Comparison

The maximum UDVD.L drawdown since its inception was -36.12%, which is greater than HSUS.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for UDVD.L and HSUS.L.

Drawdown Indicators

	UDVD.L	HSUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.12%	-25.41%	-10.71%
Max Drawdown (1Y) Largest decline over 1 year	-7.06%	-8.00%	+0.94%
Max Drawdown (3Y) Largest decline over 3 years	-15.26%	-20.00%	+4.74%
Max Drawdown (5Y) Largest decline over 5 years	-15.26%	-25.41%	+10.15%
Max Drawdown (10Y) Largest decline over 10 years	-36.12%	—	—
Current Drawdown Current decline from peak	-3.71%	-0.27%	-3.44%
Average Drawdown Average peak-to-trough decline	-3.44%	-5.22%	+1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.04%	+0.73%

Volatility

UDVD.L vs. HSUS.L - Volatility Comparison

SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) and HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) have volatilities of 2.84% and 2.79%, 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.

Volatility by Period

	UDVD.L	HSUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.84%	2.79%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.08%	7.96%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	9.95%	10.82%	-0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	15.04%	-1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.70%	15.37%	+0.33%

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

UDVD.L has a 0.35% expense ratio, which is higher than HSUS.L's 0.12% expense ratio.

Dividends

UDVD.L vs. HSUS.L - Dividend Comparison

UDVD.L's dividend yield for the trailing twelve months is around 2.05%, while HSUS.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HSUS.L HSBC USA Sustainable Equity UCITS ETF USD	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	2.05%	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

Can I hold both UDVD.L and HSUS.L in my portfolio?

UDVD.L and HSUS.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UDVD.L or HSUS.L?

On fees, HSUS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UDVD.L or HSUS.L?

HSUS.L is cheaper with a 0.12% expense ratio, compared with 0.35% for UDVD.L.

What is the main difference between UDVD.L and HSUS.L?

UDVD.L tracks S&P High Yield Dividend Aristocrats Index, while HSUS.L tracks Russell 1000 TR USD. They also come from different issuers: State Street and HSBC. Their fees differ too: 0.35% for UDVD.L and 0.12% for HSUS.L.