PJBF vs. WLDR

Last updated Jul 17, 2026

PJBF (PGIM Jennison Better Future ETF) and WLDR (Affinity World Leaders Equity ETF) are both Global Equities funds. PJBF is actively managed, while WLDR is passively managed. PJBF charges 0.59%/yr vs 0.67%/yr for WLDR.

Performance

PJBF vs. WLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Better Future ETF (PJBF) and Affinity World Leaders Equity ETF (WLDR). 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*: —

WLDR

• 1D: -1.52%
• 1M: -4.89%
• 6M: 20.00%
• YTD: 25.05%
• 1Y: 45.61%
• 3Y*: 28.27%
• 5Y*: 18.12%
• 10Y*: —

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

PJBF vs. WLDR - Yearly Performance Comparison

	2026 (YTD)
PJBF PGIM Jennison Better Future ETF	0.00%
WLDR Affinity World Leaders Equity ETF	-2.28%

PJBF vs. WLDR - Sectors Allocation Comparison

Sectors	PJBF	WLDR
Technology	40.0%	37.0%
Industrials	16.5%	8.1%
Consumer Cyclical	13.8%	5.9%
Communication Services	11.5%	10.1%
Healthcare	11.5%	8.0%
Financial Services	2.5%	12.2%
Consumer Defensive	2.3%	7.9%
Utilities	2.0%	2.4%
Basic Materials	-	3.1%
Energy	-	3.8%
Real Estate	-	1.6%

Return for Risk

PJBF vs. WLDR — 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.

WLDR

WLDR Risk / Return Rank: 92
WLDR Sharpe Ratio Rank: 93
WLDR Sortino Ratio Rank: 92
WLDR Omega Ratio Rank: 89
WLDR Calmar Ratio Rank: 93
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.

PJBF vs. WLDR - Risk-Adjusted Trends Comparison

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

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	WLDR	Difference
Sharpe ratio: Return per unit of total volatility	—	2.68	—
Sortino ratio: Return per unit of downside risk	—	3.58	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	5.17	—
Martin ratio: Return relative to average drawdown	—	18.92	—

Drawdowns

PJBF vs. WLDR - Drawdown Comparison

The maximum PJBF drawdown since its inception was 0.00%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for PJBF and WLDR.

Drawdown Indicators

	PJBF	WLDR	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-44.69%	+44.69%
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	0.00%	-5.90%	+5.90%
Average Drawdown Average peak-to-trough decline	0.00%	-8.55%	+8.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.42%	—

Volatility

Volatility by Period

	PJBF	WLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	17.11%	-17.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	17.56%	-17.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	21.03%	-21.03%

PJBF vs. WLDR - Expense Ratio Comparison

PJBF has a 0.59% expense ratio, which is lower than WLDR's 0.67% expense ratio.

Dividends

PJBF vs. WLDR - Dividend Comparison

PJBF has not paid dividends to shareholders, while WLDR's dividend yield for the trailing twelve months is around 7.44%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PJBF PGIM Jennison Better Future 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	7.44%	9.01%	13.99%	2.28%	2.10%	7.55%	1.80%	2.48%	2.82%

Frequently Asked Questions

Which ETF is better, PJBF or WLDR?

On fees, PJBF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PJBF or WLDR?

PJBF is cheaper with a 0.59% expense ratio, compared with 0.67% for WLDR.

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

WLDR has the higher dividend yield at 7.44%, compared with 0.00% for PJBF.

What is the main difference between PJBF and WLDR?

They also come from different issuers: PGIM and Regents Park Funds. Their fees differ too: 0.59% for PJBF and 0.67% for WLDR.