UKDV.L vs. VUKE.L
Compare and contrast key facts about SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).
UKDV.L and VUKE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both UKDV.L and VUKE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UKDV.L or VUKE.L.
Key characteristics
| UKDV.L | VUKE.L | |
|---|---|---|
| YTD Return | 6.56% | 8.81% |
| 1Y Return | 16.73% | 14.15% |
| 3Y Return (Ann) | 1.80% | 7.49% |
| 5Y Return (Ann) | 1.39% | 5.61% |
| 10Y Return (Ann) | 2.52% | 5.93% |
| Sharpe Ratio | 1.24 | 1.35 |
| Sortino Ratio | 1.79 | 2.00 |
| Omega Ratio | 1.22 | 1.24 |
| Calmar Ratio | 0.89 | 2.46 |
| Martin Ratio | 8.75 | 8.00 |
| Ulcer Index | 1.77% | 1.64% |
| Daily Std Dev | 12.48% | 9.71% |
| Max Drawdown | -38.15% | -34.27% |
| Current Drawdown | -4.46% | -2.75% |
Correlation
The correlation between UKDV.L and VUKE.L is 0.86, 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. VUKE.L - Performance Comparison
In the year-to-date period, UKDV.L achieves a 6.56% return, which is significantly lower than VUKE.L's 8.81% return. Over the past 10 years, UKDV.L has underperformed VUKE.L with an annualized return of 2.52%, while VUKE.L has yielded a comparatively higher 5.93% 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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UKDV.L vs. VUKE.L - Expense Ratio Comparison
UKDV.L has a 0.30% expense ratio, which is higher than VUKE.L's 0.09% expense ratio.
Risk-Adjusted Performance
UKDV.L vs. VUKE.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 Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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. VUKE.L - Dividend Comparison
UKDV.L's dividend yield for the trailing twelve months is around 1.33%, less than VUKE.L's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UKDV.L SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 1.33% | 3.64% | 4.54% | 3.63% | 3.27% | 5.39% | 4.67% | 3.78% | 4.28% | 3.99% | 4.41% | 3.53% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.76% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
Drawdowns
UKDV.L vs. VUKE.L - Drawdown Comparison
The maximum UKDV.L drawdown since its inception was -38.15%, which is greater than VUKE.L's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for UKDV.L and VUKE.L. For additional features, visit the drawdowns tool.
Volatility
UKDV.L vs. VUKE.L - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) has a higher volatility of 4.50% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 3.36%. This indicates that UKDV.L's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.