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KLDW vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KLDW and VOO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

KLDW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knowledge Leaders Developed World ETF (KLDW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
95.08%
219.99%
KLDW
VOO

Key characteristics

Sharpe Ratio

KLDW:

0.29

VOO:

0.54

Sortino Ratio

KLDW:

0.51

VOO:

0.88

Omega Ratio

KLDW:

1.08

VOO:

1.13

Calmar Ratio

KLDW:

0.28

VOO:

0.55

Martin Ratio

KLDW:

0.80

VOO:

2.27

Ulcer Index

KLDW:

6.27%

VOO:

4.55%

Daily Std Dev

KLDW:

17.26%

VOO:

19.19%

Max Drawdown

KLDW:

-34.05%

VOO:

-33.99%

Current Drawdown

KLDW:

-8.11%

VOO:

-9.90%

Returns By Period

In the year-to-date period, KLDW achieves a 3.56% return, which is significantly higher than VOO's -5.74% return.


KLDW

YTD

3.56%

1M

-1.39%

6M

-1.17%

1Y

4.53%

5Y*

8.63%

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

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KLDW vs. VOO - Expense Ratio Comparison

KLDW has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for KLDW: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KLDW: 0.75%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

KLDW vs. VOO — Risk-Adjusted Performance Rank

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

KLDW
The Risk-Adjusted Performance Rank of KLDW is 4141
Overall Rank
The Sharpe Ratio Rank of KLDW is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of KLDW is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KLDW is 4242
Omega Ratio Rank
The Calmar Ratio Rank of KLDW is 4444
Calmar Ratio Rank
The Martin Ratio Rank of KLDW is 3737
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KLDW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knowledge Leaders Developed World ETF (KLDW) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for KLDW, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.00
KLDW: 0.24
VOO: 0.54
The chart of Sortino ratio for KLDW, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.00
KLDW: 0.44
VOO: 0.88
The chart of Omega ratio for KLDW, currently valued at 1.07, compared to the broader market0.501.001.502.00
KLDW: 1.07
VOO: 1.13
The chart of Calmar ratio for KLDW, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.0012.00
KLDW: 0.23
VOO: 0.55
The chart of Martin ratio for KLDW, currently valued at 0.65, compared to the broader market0.0020.0040.0060.00
KLDW: 0.65
VOO: 2.27

The current KLDW Sharpe Ratio is 0.29, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of KLDW and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.24
0.54
KLDW
VOO

Dividends

KLDW vs. VOO - Dividend Comparison

KLDW's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
KLDW
Knowledge Leaders Developed World ETF
1.51%1.56%1.34%1.82%0.49%0.61%0.99%0.99%0.69%0.66%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KLDW vs. VOO - Drawdown Comparison

The maximum KLDW drawdown since its inception was -34.05%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KLDW and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.11%
-9.90%
KLDW
VOO

Volatility

KLDW vs. VOO - Volatility Comparison

The current volatility for Knowledge Leaders Developed World ETF (KLDW) is 11.29%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that KLDW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.29%
13.96%
KLDW
VOO