CDIG vs. WLDR

Last updated Jun 6, 2026

CDIG (City Different Investments Global Equity ETF) and WLDR (Affinity World Leaders Equity ETF) are both Global Equities funds. CDIG is actively managed, while WLDR is passively managed. A 0.62 correlation means they provide meaningful diversification when combined. CDIG charges 0.75%/yr vs 0.67%/yr for WLDR.

Performance

CDIG vs. WLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in City Different Investments Global Equity ETF (CDIG) and Affinity World Leaders Equity ETF (WLDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CDIG achieves a 2.35% return, which is significantly lower than WLDR's 24.98% return.

CDIG

• 1D: -3.13%
• 1M: -5.71%
• YTD: 2.35%
• 6M: 1.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WLDR

• 1D: -3.62%
• 1M: 4.31%
• YTD: 24.98%
• 6M: 28.07%
• 1Y: 50.39%
• 3Y*: 30.96%
• 5Y*: 17.24%
• 10Y*: —

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

CDIG vs. WLDR - Yearly Performance Comparison

	2026 (YTD)	2025
CDIG City Different Investments Global Equity ETF	2.35%	-0.40%
WLDR Affinity World Leaders Equity ETF	24.98%	5.87%

Correlation

The correlation between CDIG and WLDR is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025	0.62

Return for Risk

CDIG vs. WLDR — Risk / Return Rank

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

WLDR

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

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.

CDIG vs. WLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for City Different Investments Global Equity ETF (CDIG) and Affinity World Leaders Equity ETF (WLDR). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CDIG	WLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.28	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.57	-0.45

Drawdowns

CDIG vs. WLDR - Drawdown Comparison

The maximum CDIG drawdown since its inception was -11.35%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for CDIG and WLDR.

Drawdown Indicators

	CDIG	WLDR	Difference
Max Drawdown Largest peak-to-trough decline	-11.35%	-44.69%	+33.34%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.86%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.77%	—
Current Drawdown Current decline from peak	-5.71%	-4.93%	-0.78%
Average Drawdown Average peak-to-trough decline	-3.16%	-8.63%	+5.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.21%	—

Volatility

Volatility by Period

	CDIG	WLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	23.11%	15.45%	+7.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.11%	17.29%	+5.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.11%	20.97%	+2.14%

CDIG vs. WLDR - Expense Ratio Comparison

CDIG has a 0.75% expense ratio, which is higher than WLDR's 0.67% expense ratio.

Dividends

CDIG vs. WLDR - Dividend Comparison

CDIG has not paid dividends to shareholders, while WLDR's dividend yield for the trailing twelve months is around 7.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CDIG City Different Investments Global Equity ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WLDR Affinity World Leaders Equity ETF	7.31%	9.01%	13.99%	2.28%	2.10%	7.55%	1.80%	2.48%	2.82%

Frequently Asked Questions

Can I hold both CDIG and WLDR in my portfolio?

CDIG and WLDR have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CDIG or WLDR?

On fees, WLDR is cheaper at 0.67% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CDIG or WLDR?

WLDR is cheaper with a 0.67% expense ratio, compared with 0.75% for CDIG.

Which ETF pays a higher dividend yield, CDIG or WLDR?

WLDR has the higher dividend yield at 7.31%, compared with 0.00% for CDIG.

What is the main difference between CDIG and WLDR?

They also come from different issuers: City Different Investments and Regents Park Funds. Their fees differ too: 0.75% for CDIG and 0.67% for WLDR.