PJBF vs. WDIV

Last updated Jul 17, 2026

PJBF (PGIM Jennison Better Future ETF) and WDIV (SPDR S&P Global Dividend ETF) are both Global Equities funds. PJBF is actively managed, while WDIV is passively managed. PJBF charges 0.59%/yr vs 0.40%/yr for WDIV.

Performance

PJBF vs. WDIV - Performance Comparison

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

Returns By Period

PJBF

• 1D: 0.00%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WDIV

• 1D: 0.55%
• 1M: 2.31%
• 6M: 9.77%
• YTD: 12.31%
• 1Y: 22.04%
• 3Y*: 17.73%
• 5Y*: 9.26%
• 10Y*: 7.56%

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

PJBF vs. WDIV - Yearly Performance Comparison

	2026 (YTD)
PJBF PGIM Jennison Better Future ETF	0.00%
WDIV SPDR S&P Global Dividend ETF	1.81%

PJBF vs. WDIV - Sectors Allocation Comparison

Sectors	PJBF	WDIV
Technology	40.0%	2.3%
Industrials	16.5%	5.1%
Consumer Cyclical	13.8%	4.2%
Communication Services	11.5%	4.8%
Healthcare	11.5%	3.0%
Financial Services	2.5%	19.3%
Consumer Defensive	2.3%	4.8%
Utilities	2.0%	7.7%
Basic Materials	-	4.3%
Energy	-	7.2%
Real Estate	-	8.6%

Return for Risk

PJBF vs. WDIV — Risk / Return Rank

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

PJBF

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

WDIV

WDIV Risk / Return Rank: 77
WDIV Sharpe Ratio Rank: 85
WDIV Sortino Ratio Rank: 86
WDIV Omega Ratio Rank: 84
WDIV Calmar Ratio Rank: 64
WDIV Martin Ratio Rank: 66

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.

PJBF vs. WDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Better Future ETF (PJBF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PJBF	WDIV	Difference
Sharpe ratio: Return per unit of total volatility	—	2.18	—
Sortino ratio: Return per unit of downside risk	—	3.14	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	2.57	—
Martin ratio: Return relative to average drawdown	—	9.42	—

Drawdowns

PJBF vs. WDIV - Drawdown Comparison

The maximum PJBF drawdown since its inception was 0.00%, smaller than the maximum WDIV drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for PJBF and WDIV.

Drawdown Indicators

	PJBF	WDIV	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-42.34%	+42.34%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.61%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.34%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	0.00%	-5.81%	+5.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.35%	—

Volatility

Volatility by Period

	PJBF	WDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	10.16%	-10.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	12.74%	-12.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	15.14%	-15.14%

PJBF vs. WDIV - Expense Ratio Comparison

PJBF has a 0.59% expense ratio, which is higher than WDIV's 0.40% expense ratio.

Dividends

PJBF vs. WDIV - Dividend Comparison

PJBF has not paid dividends to shareholders, while WDIV's dividend yield for the trailing twelve months is around 4.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PJBF PGIM Jennison Better Future ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WDIV SPDR S&P Global Dividend ETF	4.13%	4.27%	4.63%	4.73%	5.12%	4.15%	5.55%	3.99%	4.42%	3.62%	4.32%	5.03%

Frequently Asked Questions

Which ETF is better, PJBF or WDIV?

On fees, WDIV is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PJBF or WDIV?

WDIV is cheaper with a 0.40% expense ratio, compared with 0.59% for PJBF.

Which ETF pays a higher dividend yield, PJBF or WDIV?

WDIV has the higher dividend yield at 4.13%, compared with 0.00% for PJBF.

What is the main difference between PJBF and WDIV?

They also come from different issuers: PGIM and State Street. Their fees differ too: 0.59% for PJBF and 0.40% for WDIV.