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USDV.L vs. FSWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDV.L vs. FSWD.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 (USDV.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USDV.L is traded in GBP, while FSWD.L is traded in GBp. To make them comparable, the FSWD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with USDV.L having a 12.41% return and FSWD.L slightly lower at 12.10%. Over the past 10 years, USDV.L has underperformed FSWD.L with an annualized return of 8.62%, while FSWD.L has yielded a comparatively higher 11.49% annualized return.


USDV.L

1D
0.60%
1M
2.39%
6M
7.15%
YTD
12.41%
1Y
14.87%
3Y*
9.07%
5Y*
7.75%
10Y*
8.62%

FSWD.L

1D
-0.82%
1M
-0.61%
6M
10.73%
YTD
12.10%
1Y
24.41%
3Y*
18.45%
5Y*
11.68%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDV.L vs. FSWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
12.41%1.15%9.34%-3.51%11.56%26.74%-2.72%18.93%1.52%5.36%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
12.10%17.16%18.87%9.04%-5.40%22.11%6.89%17.63%-7.35%15.20%

Correlation

The correlation between USDV.L and FSWD.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.45

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

0.62

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

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2015

0.74

Over the past year, the correlation between USDV.L and FSWD.L has dropped to 0.23 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

USDV.L vs. FSWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USDV.L
USDV.L Risk / Return Rank: 5555
Overall Rank
USDV.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 5454
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 4444
Martin Ratio Rank

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
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.

USDV.L vs. FSWD.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 (USDV.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USDV.LFSWD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratioReturn relative to maximum drawdown

2.24

4.12

-1.88

Martin ratioReturn relative to average drawdown

5.70

15.80

-10.10

USDV.L vs. FSWD.L - Sharpe Ratio Comparison

The current USDV.L Sharpe Ratio is 1.57, which is comparable to the FSWD.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of USDV.L and FSWD.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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Drawdowns

USDV.L vs. FSWD.L - Drawdown Comparison

The maximum USDV.L drawdown since its inception was -37.29%, roughly equal to the maximum FSWD.L drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for USDV.L and FSWD.L.


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Drawdown Indicators


USDV.LFSWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.29%

-37.43%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-5.90%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-19.93%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-19.93%

+3.63%

Max Drawdown (10Y)

Largest decline over 10 years

-27.79%

-26.27%

-1.52%

Current Drawdown

Current decline from peak

-0.70%

-1.42%

+0.72%

Average Drawdown

Average peak-to-trough decline

-7.42%

-7.38%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.54%

+1.06%

Volatility

USDV.L vs. FSWD.L - Volatility Comparison

SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) has a higher volatility of 3.34% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.86%. This indicates that USDV.L's price experiences larger fluctuations and is considered to be riskier than FSWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDV.LFSWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

2.86%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

8.36%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

10.94%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.80%

18.86%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

17.40%

-2.26%

USDV.L vs. FSWD.L - Expense Ratio Comparison

USDV.L has a 0.35% expense ratio, which is higher than FSWD.L's 0.30% expense ratio.


Dividends

USDV.L vs. FSWD.L - Dividend Comparison

USDV.L's dividend yield for the trailing twelve months is around 2.01%, while FSWD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.01%2.20%1.99%2.28%2.11%2.13%2.57%2.07%2.19%1.85%1.65%2.00%

Frequently Asked Questions


USDV.L and FSWD.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.35% for USDV.L.

USDV.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. USDV.L tracks S&P High Yield Dividend Aristocrats Index, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for USDV.L and 0.30% for FSWD.L.

Portfolio Optimizer

Find the right allocation for USDV.L and FSWD.L

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