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

Performance

USDV.L vs. GLCB.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 SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.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 GLCB.L is traded in GBp. To make them comparable, the GLCB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, USDV.L achieves a 10.27% return, which is significantly lower than GLCB.L's 13.53% return. Over the past 10 years, USDV.L has outperformed GLCB.L with an annualized return of 8.46%, while GLCB.L has yielded a comparatively lower 5.49% annualized return.


USDV.L

1D
-0.66%
1M
0.54%
6M
5.93%
YTD
10.27%
1Y
12.88%
3Y*
9.04%
5Y*
7.34%
10Y*
8.46%

GLCB.L

1D
-0.93%
1M
-3.74%
6M
10.54%
YTD
13.53%
1Y
26.78%
3Y*
15.27%
5Y*
6.46%
10Y*
5.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
10.27%1.15%9.34%-3.51%11.56%26.74%-2.72%18.93%1.52%5.36%
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
13.53%16.97%8.82%8.16%-10.86%-2.14%33.15%9.84%-25.44%11.93%

Correlation

The correlation between USDV.L and GLCB.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.30

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

0.37

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

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2014

0.34

Over the past year, the correlation between USDV.L and GLCB.L has dropped to 0.02 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

USDV.L vs. GLCB.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: 4545
Overall Rank
USDV.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 4343
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3838
Martin Ratio Rank

GLCB.L
GLCB.L Risk / Return Rank: 8888
Overall Rank
GLCB.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLCB.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
GLCB.L Omega Ratio Rank: 8787
Omega Ratio Rank
GLCB.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLCB.L Martin Ratio Rank: 8787
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. GLCB.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 SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.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.LGLCB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.23

1.43

-0.20

Calmar ratioReturn relative to maximum drawdown

1.94

4.69

-2.75

Martin ratioReturn relative to average drawdown

4.94

14.31

-9.38

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

The current USDV.L Sharpe Ratio is 1.35, which is lower than the GLCB.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of USDV.L and GLCB.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. GLCB.L - Drawdown Comparison

The maximum USDV.L drawdown since its inception was -37.29%, which is greater than GLCB.L's maximum drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for USDV.L and GLCB.L.


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Drawdown Indicators


USDV.LGLCB.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.29%

-29.82%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-5.69%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-8.41%

-7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-19.80%

+3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-27.79%

-29.82%

+2.03%

Current Drawdown

Current decline from peak

-2.59%

-5.65%

+3.06%

Average Drawdown

Average peak-to-trough decline

-7.43%

-9.78%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.87%

+0.73%

Volatility

USDV.L vs. GLCB.L - Volatility Comparison

The current volatility for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) is 3.05%, while SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) has a volatility of 4.15%. This indicates that USDV.L experiences smaller price fluctuations and is considered to be less risky than GLCB.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.LGLCB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

4.15%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

9.23%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

11.55%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

10.05%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

12.99%

+2.15%

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

USDV.L has a 0.35% expense ratio, which is lower than GLCB.L's 0.50% expense ratio.


Dividends

USDV.L vs. GLCB.L - Dividend Comparison

USDV.L's dividend yield for the trailing twelve months is around 2.04%, more than GLCB.L's 0.27% yield.


PositionTTM20252024202320222021202020192018201720162015
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
0.27%0.66%0.47%0.23%0.23%0.17%0.31%0.43%0.35%0.38%0.00%0.00%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.04%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 GLCB.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USDV.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USDV.L is cheaper with a 0.35% expense ratio, compared with 0.50% for GLCB.L.

USDV.L is categorized as Large Cap Blend Equities, while GLCB.L is Convertible Bonds. USDV.L tracks S&P High Yield Dividend Aristocrats Index, while GLCB.L tracks Refinitiv Global CB TR USD. Their fees differ too: 0.35% for USDV.L and 0.50% for GLCB.L.

Portfolio Optimizer

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