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UDVD.L vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDVD.L vs. ISPA.DE - 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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). 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 ISPA.DE is traded in EUR. To make them comparable, the ISPA.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 7.37% return, which is significantly lower than ISPA.DE's 10.18% return. Both investments have delivered pretty close results over the past 10 years, with UDVD.L having a 8.80% annualized return and ISPA.DE not far ahead at 9.05%.


UDVD.L

1D
0.28%
1M
0.99%
YTD
7.37%
6M
8.92%
1Y
13.12%
3Y*
9.29%
5Y*
5.73%
10Y*
8.80%

ISPA.DE

1D
-0.55%
1M
-0.88%
YTD
10.18%
6M
13.30%
1Y
28.37%
3Y*
20.73%
5Y*
9.19%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDVD.L vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
7.37%8.57%7.64%2.06%-0.33%25.05%0.77%22.65%-3.94%15.73%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
10.18%35.16%6.51%8.10%-7.32%13.12%-0.24%21.61%-11.35%17.53%

Correlation

The correlation between UDVD.L and ISPA.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.56

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 Oct 14, 2011

0.67

The correlation between UDVD.L and ISPA.DE shifts across timeframes, from 0.50 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UDVD.L vs. ISPA.DE — 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: 4040
Overall Rank
UDVD.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 3939
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 3434
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9595
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. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.LISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.23

1.46

-0.23

Calmar ratioReturn relative to maximum drawdown

1.85

5.24

-3.39

Martin ratioReturn relative to average drawdown

4.67

17.51

-12.83

UDVD.L vs. ISPA.DE - Sharpe Ratio Comparison

The current UDVD.L Sharpe Ratio is 1.32, which is lower than the ISPA.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of UDVD.L and ISPA.DE, 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.LISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.64

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.63

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.52

+0.20

Drawdowns

UDVD.L vs. ISPA.DE - Drawdown Comparison

The maximum UDVD.L drawdown since its inception was -36.12%, smaller than the maximum ISPA.DE drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for UDVD.L and ISPA.DE.


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Drawdown Indicators


UDVD.LISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-40.27%

+4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-5.39%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-13.69%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

-25.57%

+10.31%

Max Drawdown (10Y)

Largest decline over 10 years

-36.12%

-40.27%

+4.15%

Current Drawdown

Current decline from peak

-3.27%

-3.12%

-0.15%

Average Drawdown

Average peak-to-trough decline

-3.43%

-5.94%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.62%

+1.18%

Volatility

UDVD.L vs. ISPA.DE - Volatility Comparison

The current volatility for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) is 2.62%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 3.17%. This indicates that UDVD.L experiences smaller price fluctuations and is considered to be less risky than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDVD.LISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.17%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

8.27%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

9.93%

10.69%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

14.43%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

16.24%

-0.54%

UDVD.L vs. ISPA.DE - Expense Ratio Comparison

UDVD.L has a 0.35% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

UDVD.L vs. ISPA.DE - Dividend Comparison

UDVD.L's dividend yield for the trailing twelve months is around 2.04%, less than ISPA.DE's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.79%4.52%4.89%5.91%4.87%3.31%4.04%4.02%4.01%5.66%3.64%4.35%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.04%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 ISPA.DE have a correlation of 0.50, 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 0.46% for ISPA.DE.

UDVD.L is categorized as Large Cap Blend Equities, while ISPA.DE is Global Equities. UDVD.L tracks S&P High Yield Dividend Aristocrats Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for UDVD.L and 0.46% for ISPA.DE.

Portfolio Optimizer

Find the right allocation for UDVD.L and ISPA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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