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UDVD.L vs. SPX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UDVD.L vs. SPX5.L

Last updated Jun 4, 2026

UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) and SPX5.L (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - UDVD.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index, while SPX5.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, UDVD.L returned 8.88%/yr vs 15.42%/yr for SPX5.L. A 0.71 correlation means they provide meaningful diversification when combined. UDVD.L charges 0.35%/yr vs 0.09%/yr for SPX5.L.

Performance

UDVD.L vs. SPX5.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 SPDR S&P 500 UCITS ETF (SPX5.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 SPX5.L is traded in GBP. To make them comparable, the SPX5.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 SPX5.L's 10.22% return. Over the past 10 years, UDVD.L has underperformed SPX5.L with an annualized return of 8.88%, while SPX5.L has yielded a comparatively higher 15.42% 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%

SPX5.L

1D
-0.54%
1M
4.80%
YTD
10.22%
6M
10.95%
1Y
28.23%
3Y*
22.35%
5Y*
13.71%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDVD.L vs. SPX5.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%
SPX5.L
SPDR S&P 500 UCITS ETF		10.22%17.59%25.34%26.07%-18.73%29.78%17.00%31.82%-5.70%22.25%

Correlation

The correlation between UDVD.L and SPX5.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.44

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

0.61

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

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2012

0.71

Over the past year, the correlation between UDVD.L and SPX5.L has dropped to 0.31 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

UDVD.L vs. SPX5.L - Sectors Allocation Comparison

Sectors
UDVD.L
SPX5.L

Industrials

17.5%
8.3%

Consumer Defensive

17.0%
4.9%

Utilities

14.8%
2.3%

Financial Services

11.5%
11.8%

Technology

8.9%
35.6%

Basic Materials

6.4%
1.8%

Healthcare

6.2%
8.5%

Consumer Cyclical

5.2%
10.1%

Real Estate

4.6%
1.9%

Energy

4.5%
3.5%

Communication Services

3.5%
11.2%

Industrials

UDVD.L
17.5%
SPX5.L
8.3%

Consumer Defensive

UDVD.L
17.0%
SPX5.L
4.9%

Utilities

UDVD.L
14.8%
SPX5.L
2.3%

Financial Services

UDVD.L
11.5%
SPX5.L
11.8%

Technology

UDVD.L
8.9%
SPX5.L
35.6%

Basic Materials

UDVD.L
6.4%
SPX5.L
1.8%

Healthcare

UDVD.L
6.2%
SPX5.L
8.5%

Consumer Cyclical

UDVD.L
5.2%
SPX5.L
10.1%

Real Estate

UDVD.L
4.6%
SPX5.L
1.9%

Energy

UDVD.L
4.5%
SPX5.L
3.5%

Communication Services

UDVD.L
3.5%
SPX5.L
11.2%

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SPDR S&P US Dividend Aristocrats UCITS ETF Dis

SPDR S&P 500 UCITS ETF

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Often compared with SPX5.L:
SPX5.L vs. SPYSPX5.L vs. SPXP.LSPX5.L vs. VUSA.DESPX5.L vs. VUSA.LSPX5.L vs. VOOSPX5.L vs. IUSA.LSPX5.L vs. EQQQ.L

Return for Risk

UDVD.L vs. SPX5.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
SPX5.L
SPX5.L Risk / Return Rank: 8181
Overall Rank
SPX5.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SPX5.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SPX5.L Omega Ratio Rank: 8484
Omega Ratio Rank
SPX5.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SPX5.L Martin Ratio Rank: 7777
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. SPX5.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 SPDR S&P 500 UCITS ETF (SPX5.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.LSPX5.LDifference
Sharpe ratioReturn per unit of total volatility
1.31
2.54

-1.23

Sortino ratioReturn per unit of downside risk
1.98
3.65

-1.67

Omega ratioGain probability vs. loss probability

1.23

1.45

-0.23

Calmar ratioReturn relative to maximum drawdown

1.84

3.25

-1.41

Martin ratioReturn relative to average drawdown

4.71

14.01

-9.30

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. SPX5.L - Sharpe Ratio Comparison

The current UDVD.L Sharpe Ratio is 1.31, which is lower than the SPX5.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of UDVD.L and SPX5.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.LSPX5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

2.54

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.88

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.96

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.94

-0.23

Drawdowns

UDVD.L vs. SPX5.L - Drawdown Comparison

The maximum UDVD.L drawdown since its inception was -36.12%, which is greater than SPX5.L's maximum drawdown of -33.47%. Use the drawdown chart below to compare losses from any high point for UDVD.L and SPX5.L.

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Drawdown Indicators

UDVD.LSPX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-33.47%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-8.64%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-18.43%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

-25.18%

+9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.12%

-33.47%

-2.65%

Current Drawdown

Current decline from peak

-3.71%

-0.54%

-3.17%

Average Drawdown

Average peak-to-trough decline

-3.44%

-3.72%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.01%

+0.76%

Volatility

UDVD.L vs. SPX5.L - Volatility Comparison

SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) has a higher volatility of 2.84% compared to SPDR S&P 500 UCITS ETF (SPX5.L) at 2.47%. This indicates that UDVD.L's price experiences larger fluctuations and is considered to be riskier than SPX5.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.LSPX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

2.47%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

7.93%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

11.10%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

15.55%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

16.06%

-0.36%

UDVD.L vs. SPX5.L - Expense Ratio Comparison

UDVD.L has a 0.35% expense ratio, which is higher than SPX5.L's 0.09% expense ratio.

Dividends

UDVD.L vs. SPX5.L - Dividend Comparison

UDVD.L's dividend yield for the trailing twelve months is around 2.05%, more than SPX5.L's 0.89% yield.

PositionTTM20252024202320222021202020192018201720162015
SPX5.L
SPDR S&P 500 UCITS ETF		0.89%0.98%1.04%1.21%1.39%0.98%1.40%1.76%1.71%2.36%1.49%1.68%
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 SPX5.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPX5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPX5.L is cheaper with a 0.09% expense ratio, compared with 0.35% for UDVD.L.

UDVD.L is categorized as Large Cap Blend Equities, while SPX5.L is S&P 500. UDVD.L tracks S&P High Yield Dividend Aristocrats Index, while SPX5.L tracks S&P 500 Index. Their fees differ too: 0.35% for UDVD.L and 0.09% for SPX5.L.

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