UKDV.L vs. MRCH.L
Compare and contrast key facts about SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) and Merchants Trust plc (MRCH.L).
UKDV.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UKDV.L or MRCH.L.
Key characteristics
| UKDV.L | MRCH.L | |
|---|---|---|
| YTD Return | 6.68% | 4.53% |
| 1Y Return | 16.23% | 14.14% |
| 3Y Return (Ann) | 1.64% | 5.28% |
| 5Y Return (Ann) | 1.41% | 7.98% |
| 10Y Return (Ann) | 2.47% | 6.90% |
| Sharpe Ratio | 1.14 | 0.91 |
| Sortino Ratio | 1.65 | 1.33 |
| Omega Ratio | 1.20 | 1.16 |
| Calmar Ratio | 0.88 | 1.15 |
| Martin Ratio | 7.74 | 3.85 |
| Ulcer Index | 1.83% | 3.22% |
| Daily Std Dev | 12.48% | 13.64% |
| Max Drawdown | -38.15% | -55.29% |
| Current Drawdown | -4.35% | -6.49% |
Correlation
The correlation between UKDV.L and MRCH.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
UKDV.L vs. MRCH.L - Performance Comparison
In the year-to-date period, UKDV.L achieves a 6.68% return, which is significantly higher than MRCH.L's 4.53% return. Over the past 10 years, UKDV.L has underperformed MRCH.L with an annualized return of 2.47%, while MRCH.L has yielded a comparatively higher 6.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UKDV.L vs. MRCH.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) and Merchants Trust plc (MRCH.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.
Dividends
UKDV.L vs. MRCH.L - Dividend Comparison
UKDV.L's dividend yield for the trailing twelve months is around 1.32%, less than MRCH.L's 5.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UKDV.L SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 1.32% | 3.64% | 4.54% | 3.63% | 3.27% | 5.39% | 4.67% | 3.78% | 4.28% | 3.99% | 4.41% | 3.53% |
MRCH.L Merchants Trust plc | 5.18% | 5.04% | 4.88% | 4.87% | 6.09% | 4.77% | 5.53% | 3.69% | 5.30% | 5.55% | 2.53% | 4.57% |
Drawdowns
UKDV.L vs. MRCH.L - Drawdown Comparison
The maximum UKDV.L drawdown since its inception was -38.15%, smaller than the maximum MRCH.L drawdown of -55.29%. Use the drawdown chart below to compare losses from any high point for UKDV.L and MRCH.L. For additional features, visit the drawdowns tool.
Volatility
UKDV.L vs. MRCH.L - Volatility Comparison
The current volatility for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) is 4.82%, while Merchants Trust plc (MRCH.L) has a volatility of 5.87%. This indicates that UKDV.L experiences smaller price fluctuations and is considered to be less risky than MRCH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.