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ISRA vs. WDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISRA vs. WDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Israel ETF (ISRA) and SPDR S&P Global Dividend ETF (WDIV). The values are adjusted to include any dividend payments, if applicable.

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ISRA vs. WDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISRA
VanEck Vectors Israel ETF
2.82%36.98%26.03%-0.08%-25.76%10.06%28.21%26.77%-7.04%15.07%
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%

Returns By Period

The year-to-date returns for both investments are quite close, with ISRA having a 2.82% return and WDIV slightly higher at 2.86%. Over the past 10 years, ISRA has outperformed WDIV with an annualized return of 9.48%, while WDIV has yielded a comparatively lower 7.29% annualized return.


ISRA

1D
4.70%
1M
-1.45%
YTD
2.82%
6M
12.36%
1Y
45.42%
3Y*
20.81%
5Y*
7.67%
10Y*
9.48%

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

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ISRA vs. WDIV - Expense Ratio Comparison

ISRA has a 0.60% expense ratio, which is higher than WDIV's 0.40% expense ratio.


Return for Risk

ISRA vs. WDIV — Risk / Return Rank

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

ISRA
ISRA Risk / Return Rank: 9292
Overall Rank
ISRA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ISRA Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISRA Omega Ratio Rank: 8888
Omega Ratio Rank
ISRA Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISRA Martin Ratio Rank: 9595
Martin Ratio Rank

WDIV
WDIV Risk / Return Rank: 9090
Overall Rank
WDIV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 9393
Sortino Ratio Rank
WDIV Omega Ratio Rank: 9292
Omega Ratio Rank
WDIV Calmar Ratio Rank: 8888
Calmar Ratio Rank
WDIV Martin Ratio Rank: 8888
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.

ISRA vs. WDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Israel ETF (ISRA) and SPDR S&P Global Dividend ETF (WDIV). 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.


ISRAWDIVDifference

Sharpe ratio

Return per unit of total volatility

1.95

2.00

-0.05

Sortino ratio

Return per unit of downside risk

2.73

2.73

0.00

Omega ratio

Gain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratio

Return relative to maximum drawdown

4.07

2.76

+1.31

Martin ratio

Return relative to average drawdown

15.07

10.57

+4.49

ISRA vs. WDIV - Sharpe Ratio Comparison

The current ISRA Sharpe Ratio is 1.95, which is comparable to the WDIV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ISRA and WDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISRAWDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.00

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.63

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.47

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.44

-0.01

Correlation

The correlation between ISRA and WDIV is 0.56, 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

ISRA vs. WDIV - Dividend Comparison

ISRA's dividend yield for the trailing twelve months is around 1.44%, less than WDIV's 4.25% yield.


TTM20252024202320222021202020192018201720162015
ISRA
VanEck Vectors Israel ETF
1.44%1.48%1.21%1.89%1.36%1.28%0.17%1.38%0.76%1.58%1.62%1.31%
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%

Drawdowns

ISRA vs. WDIV - Drawdown Comparison

The maximum ISRA drawdown since its inception was -45.02%, which is greater than WDIV's maximum drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for ISRA and WDIV.


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Drawdown Indicators


ISRAWDIVDifference

Max Drawdown

Largest peak-to-trough decline

-45.02%

-42.34%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-8.61%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-45.02%

-22.12%

-22.90%

Max Drawdown (10Y)

Largest decline over 10 years

-45.02%

-42.34%

-2.68%

Current Drawdown

Current decline from peak

-6.83%

-6.13%

-0.70%

Average Drawdown

Average peak-to-trough decline

-11.32%

-5.90%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.24%

+0.73%

Volatility

ISRA vs. WDIV - Volatility Comparison

VanEck Vectors Israel ETF (ISRA) has a higher volatility of 8.99% compared to SPDR S&P Global Dividend ETF (WDIV) at 4.74%. This indicates that ISRA's price experiences larger fluctuations and is considered to be riskier than WDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISRAWDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

4.74%

+4.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

7.40%

+8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.44%

12.08%

+11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

12.68%

+9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

15.44%

+5.43%