WENS.L vs. EUDV.L
WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and EUDV.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) are both exchange-traded funds - WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD, while EUDV.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, WENS.L returned 13.87%/yr vs 13.32%/yr for EUDV.L. At a 0.15 correlation, their price movements are largely independent. WENS.L charges 0.25%/yr vs 0.30%/yr for EUDV.L.
Performance
WENS.L vs. EUDV.L - Performance Comparison
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Returns By Period
In the year-to-date period, WENS.L achieves a 31.38% return, which is significantly higher than EUDV.L's 4.50% return.
WENS.L
- 1D
- -0.43%
- 1M
- -0.63%
- YTD
- 31.38%
- 6M
- 26.68%
- 1Y
- 44.00%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
EUDV.L
- 1D
- 0.21%
- 1M
- -0.08%
- YTD
- 4.50%
- 6M
- 6.32%
- 1Y
- 10.80%
- 3Y*
- 13.32%
- 5Y*
- 8.23%
- 10Y*
- 7.85%
WENS.L vs. EUDV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 31.38% | 3.24% | 2.09% | -2.00% | 17.73% |
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 4.50% | 25.91% | 3.63% | 15.58% | 8.24% |
Correlation
The correlation between WENS.L and EUDV.L is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2022 | 0.15 |
The correlation between WENS.L and EUDV.L shifts across timeframes, from -0.09 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WENS.L vs. EUDV.L — Risk / Return Rank
WENS.L
EUDV.L
WENS.L vs. EUDV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.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.
| WENS.L | EUDV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.17 | +1.82 |
| Martin ratioReturn relative to average drawdown | 9.66 | 3.75 | +5.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WENS.L | EUDV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.00 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.55 | +0.03 |
Drawdowns
WENS.L vs. EUDV.L - Drawdown Comparison
The maximum WENS.L drawdown since its inception was -22.49%, smaller than the maximum EUDV.L drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for WENS.L and EUDV.L.
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Drawdown Indicators
| WENS.L | EUDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.49% | -31.64% | +9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -9.19% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -22.49% | -9.82% | -12.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.64% | — |
Current DrawdownCurrent decline from peak | -7.62% | -4.04% | -3.58% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -5.25% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 2.87% | +1.67% |
Volatility
WENS.L vs. EUDV.L - Volatility Comparison
iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a higher volatility of 7.96% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) at 2.61%. This indicates that WENS.L's price experiences larger fluctuations and is considered to be riskier than EUDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WENS.L | EUDV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 2.61% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 18.19% | 8.97% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 10.75% | +10.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 13.50% | +7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.49% | 14.86% | +6.63% |
WENS.L vs. EUDV.L - Expense Ratio Comparison
WENS.L has a 0.25% expense ratio, which is lower than EUDV.L's 0.30% expense ratio.
Dividends
WENS.L vs. EUDV.L - Dividend Comparison
WENS.L has not paid dividends to shareholders, while EUDV.L's dividend yield for the trailing twelve months is around 3.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDV.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF | 3.62% | 4.04% | 3.68% | 3.29% | 3.56% | 2.86% | 3.14% | 3.52% | 3.71% | 3.14% | 2.94% | 2.97% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 0.00% | 0.00% | 1.75% | 3.61% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WENS.L and EUDV.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WENS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WENS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for EUDV.L.
WENS.L is categorized as Energy Equities, while EUDV.L is Europe Equities. WENS.L tracks MSCI World/Energy NR USD, while EUDV.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for WENS.L and 0.30% for EUDV.L.
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