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

Performance

USDV.L vs. ITEC.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® MSCI Europe Technology UCITS ETF (ITEC.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 ITEC.L is traded in EUR. To make them comparable, the ITEC.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 ITEC.L's 31.61% return. Over the past 10 years, USDV.L has underperformed ITEC.L with an annualized return of 8.46%, while ITEC.L has yielded a comparatively higher 15.26% 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%

ITEC.L

1D
-2.04%
1M
-11.15%
6M
21.85%
YTD
31.61%
1Y
40.78%
3Y*
18.90%
5Y*
11.23%
10Y*
15.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDV.L vs. ITEC.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%
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
31.61%15.55%3.61%32.29%-24.47%27.90%20.49%28.90%-6.17%25.04%

Correlation

The correlation between USDV.L and ITEC.L is -0.03, 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

-0.03

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

0.13

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

0.25

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

0.36

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.40

The correlation between USDV.L and ITEC.L shifts across timeframes, from -0.03 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USDV.L vs. ITEC.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

ITEC.L
ITEC.L Risk / Return Rank: 6363
Overall Rank
ITEC.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 5252
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 6363
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. ITEC.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® MSCI Europe Technology UCITS ETF (ITEC.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.LITEC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.94

3.36

-1.42

Martin ratioReturn relative to average drawdown

4.94

8.35

-3.41

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

The current USDV.L Sharpe Ratio is 1.35, which is comparable to the ITEC.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of USDV.L and ITEC.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. ITEC.L - Drawdown Comparison

The maximum USDV.L drawdown since its inception was -37.29%, roughly equal to the maximum ITEC.L drawdown of -37.69%. Use the drawdown chart below to compare losses from any high point for USDV.L and ITEC.L.


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Drawdown Indicators


USDV.LITEC.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.29%

-37.69%

+0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-12.07%

+5.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-25.71%

+9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-37.69%

+21.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.79%

-37.69%

+9.90%

Current Drawdown

Current decline from peak

-2.59%

-12.07%

+9.48%

Average Drawdown

Average peak-to-trough decline

-7.43%

-8.27%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

4.87%

-2.27%

Volatility

USDV.L vs. ITEC.L - Volatility Comparison

The current volatility for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) is 3.05%, while SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a volatility of 10.62%. This indicates that USDV.L experiences smaller price fluctuations and is considered to be less risky than ITEC.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.LITEC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

10.62%

-7.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

22.65%

-15.38%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

27.43%

-17.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

25.91%

-13.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

24.07%

-8.93%

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

USDV.L has a 0.35% expense ratio, which is higher than ITEC.L's 0.18% expense ratio.


Dividends

USDV.L vs. ITEC.L - Dividend Comparison

USDV.L's dividend yield for the trailing twelve months is around 2.04%, while ITEC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
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
2.04%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 ITEC.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITEC.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITEC.L is cheaper with a 0.18% expense ratio, compared with 0.35% for USDV.L.

USDV.L is categorized as Large Cap Blend Equities, while ITEC.L is Technology Equities. USDV.L tracks S&P High Yield Dividend Aristocrats Index, while ITEC.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.35% for USDV.L and 0.18% for ITEC.L.

Portfolio Optimizer

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