WDIV vs. EUDI.L

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR S&P Global Dividend ETF (WDIV) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L).

WDIV and EUDI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDIV is a passively managed fund by State Street that tracks the performance of the S&P Global Dividend Aristocrats Index sp_43. It was launched on May 29, 2013. EUDI.L is a passively managed fund by State Street that tracks the performance of the MSCI EMU NR EUR. It was launched on Feb 28, 2012. Both WDIV and EUDI.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.

Performance

WDIV vs. EUDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Dividend ETF (WDIV) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L). The values are adjusted to include any dividend payments, if applicable.

WDIV vs. EUDI.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WDIV SPDR S&P Global Dividend ETF	2.86%	27.16%	7.61%	8.21%	-6.92%	14.44%	-10.18%	20.12%	-8.81%	19.03%
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	1.04%	35.87%	1.78%	21.54%	-16.02%	6.65%	-3.92%	19.05%	-12.13%	26.79%

Different Trading Currencies

WDIV is traded in USD, while EUDI.L is traded in EUR. To make them comparable, the EUDI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDIV achieves a 2.86% return, which is significantly higher than EUDI.L's 1.04% return. Both investments have delivered pretty close results over the past 10 years, with WDIV having a 7.29% annualized return and EUDI.L not far behind at 7.01%.

WDIV

• 1D: 2.17%
• 1M: -5.79%
• YTD: 2.86%
• 6M: 7.85%
• 1Y: 24.00%
• 3Y*: 14.62%
• 5Y*: 7.92%
• 10Y*: 7.29%

EUDI.L

• 1D: 1.33%
• 1M: -7.22%
• YTD: 1.04%
• 6M: 4.84%
• 1Y: 19.44%
• 3Y*: 15.50%
• 5Y*: 7.96%
• 10Y*: 7.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WDIV vs. EUDI.L - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is higher than EUDI.L's 0.30% expense ratio.

WDIV

SPDR S&P Global Dividend ETF

EUDI.L

SPDR® S&P Euro Dividend Aristocrats UCITS ETF

Return for Risk

WDIV vs. EUDI.L — Risk / Return Rank

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

WDIV

WDIV Risk / Return Rank: 90
WDIV Sharpe Ratio Rank: 91
WDIV Sortino Ratio Rank: 93
WDIV Omega Ratio Rank: 92
WDIV Calmar Ratio Rank: 88
WDIV Martin Ratio Rank: 88

EUDI.L

EUDI.L Risk / Return Rank: 45
EUDI.L Sharpe Ratio Rank: 48
EUDI.L Sortino Ratio Rank: 41
EUDI.L Omega Ratio Rank: 49
EUDI.L Calmar Ratio Rank: 43
EUDI.L Martin Ratio Rank: 42

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.

WDIV vs. EUDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.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.

	WDIV	EUDI.L	Difference
Sharpe ratio Return per unit of total volatility	2.00	1.16	+0.83
Sortino ratio Return per unit of downside risk	2.73	1.56	+1.17
Omega ratio Gain probability vs. loss probability	1.39	1.24	+0.16
Calmar ratio Return relative to maximum drawdown	2.76	1.77	+0.98
Martin ratio Return relative to average drawdown	10.57	5.86	+4.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WDIV vs. EUDI.L - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 2.00, which is higher than the EUDI.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of WDIV and EUDI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WDIV	EUDI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	1.16	+0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.47	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.40	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.45	-0.01

Correlation

The correlation between WDIV and EUDI.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WDIV vs. EUDI.L - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.25%, more than EUDI.L's 3.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WDIV SPDR S&P Global Dividend ETF	4.25%	4.27%	4.63%	4.73%	5.12%	4.15%	5.55%	3.99%	4.42%	3.62%	4.32%	5.03%
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	3.70%	4.08%	3.66%	3.31%	3.61%	2.80%	3.07%	3.12%	3.71%	3.15%	2.97%	3.01%

Drawdowns

WDIV vs. EUDI.L - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.34%, which is greater than EUDI.L's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for WDIV and EUDI.L.

Drawdown Indicators

	WDIV	EUDI.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.34%	-37.76%	-4.58%
Max Drawdown (1Y) Largest decline over 1 year	-8.61%	-10.18%	+1.57%
Max Drawdown (5Y) Largest decline over 5 years	-22.12%	-24.00%	+1.88%
Max Drawdown (10Y) Largest decline over 10 years	-42.34%	-37.76%	-4.58%
Current Drawdown Current decline from peak	-6.13%	-5.27%	-0.86%
Average Drawdown Average peak-to-trough decline	-5.90%	-5.83%	-0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.74%	-0.50%

Volatility

WDIV vs. EUDI.L - Volatility Comparison

The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 4.74%, while SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) has a volatility of 6.19%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than EUDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDIV	EUDI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	6.19%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	7.40%	9.23%	-1.83%
Volatility (1Y) Calculated over the trailing 1-year period	12.08%	16.67%	-4.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.68%	17.09%	-4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.44%	17.39%	-1.95%