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USDV.L vs. VGEJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDV.L vs. VGEJ.DE - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE). 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 VGEJ.DE is traded in EUR. To make them comparable, the VGEJ.DE 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 7.22% return, which is significantly lower than VGEJ.DE's 49.00% return. Over the past 10 years, USDV.L has underperformed VGEJ.DE with an annualized return of 9.84%, while VGEJ.DE has yielded a comparatively higher 16.41% annualized return.


USDV.L

1D
0.13%
1M
1.22%
YTD
7.22%
6M
6.65%
1Y
14.81%
3Y*
6.93%
5Y*
6.79%
10Y*
9.84%

VGEJ.DE

1D
-2.96%
1M
10.72%
YTD
49.00%
6M
54.61%
1Y
85.05%
3Y*
26.98%
5Y*
15.86%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDV.L vs. VGEJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
7.22%1.15%9.34%-3.52%11.58%26.74%-2.72%19.69%1.49%6.73%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
48.93%31.23%-1.16%8.07%1.14%6.02%17.45%18.57%-5.59%21.51%

Correlation

The correlation between USDV.L and VGEJ.DE is 0.06, 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

0.06

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

0.25

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

0.33

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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2015

0.39

Over the past year, the correlation between USDV.L and VGEJ.DE has dropped to 0.06 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

USDV.L vs. VGEJ.DE — 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: 4141
Overall Rank
USDV.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 3939
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3535
Martin Ratio Rank

VGEJ.DE
VGEJ.DE Risk / Return Rank: 9494
Overall Rank
VGEJ.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEJ.DE Omega Ratio Rank: 9595
Omega Ratio Rank
VGEJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEJ.DE Martin Ratio Rank: 9393
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. VGEJ.DE - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE). 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.


USDV.LVGEJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

1.25

1.77

-0.52

Calmar ratioReturn relative to maximum drawdown

2.12

6.40

-4.29

Martin ratioReturn relative to average drawdown

5.42

24.01

-18.59

USDV.L vs. VGEJ.DE - Sharpe Ratio Comparison

The current USDV.L Sharpe Ratio is 1.44, which is lower than the VGEJ.DE Sharpe Ratio of 4.14. The chart below compares the historical Sharpe Ratios of USDV.L and VGEJ.DE, 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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Sharpe Ratios by Period


USDV.LVGEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

4.14

-2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.96

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.99

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.89

-0.05

Drawdowns

USDV.L vs. VGEJ.DE - Drawdown Comparison

The maximum USDV.L drawdown since its inception was -27.80%, smaller than the maximum VGEJ.DE drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for USDV.L and VGEJ.DE.


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Drawdown Indicators


USDV.LVGEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-31.09%

+3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-13.22%

+6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-18.24%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-18.24%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

-31.09%

+3.29%

Current Drawdown

Current decline from peak

-3.68%

-3.69%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.14%

-4.56%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.53%

-0.95%

Volatility

USDV.L vs. VGEJ.DE - Volatility Comparison

The current volatility for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) is 2.53%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) has a volatility of 10.62%. This indicates that USDV.L experiences smaller price fluctuations and is considered to be less risky than VGEJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDV.LVGEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

10.62%

-8.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.19%

18.47%

-11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.69%

20.48%

-10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

16.28%

-3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

19.41%

-4.08%

USDV.L vs. VGEJ.DE - Expense Ratio Comparison

USDV.L has a 0.35% expense ratio, which is higher than VGEJ.DE's 0.15% expense ratio.


Dividends

USDV.L vs. VGEJ.DE - Dividend Comparison

USDV.L's dividend yield for the trailing twelve months is around 2.04%, more than VGEJ.DE's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.04%2.20%1.99%2.29%2.11%2.12%2.57%2.65%2.19%3.07%1.65%2.00%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
1.80%2.75%5.36%7.33%7.98%7.49%4.34%6.92%7.83%4.28%3.08%2.78%

Frequently Asked Questions


USDV.L and VGEJ.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEJ.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for USDV.L.

USDV.L is categorized as Large Cap Blend Equities, while VGEJ.DE is Asia Pacific Equities. USDV.L tracks S&P High Yield Dividend Aristocrats Index, while VGEJ.DE tracks FTSE Developed Asia Pacific ex Japan. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.35% for USDV.L and 0.15% for VGEJ.DE.

Portfolio Optimizer

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