QWLD vs. VWICX

In the year-to-date period, QWLD achieves a 6.72% return, which is significantly lower than VWICX's 15.05% return.

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QWLD has a 0.30% expense ratio, which is lower than VWICX's 0.45% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World StrategicFactors ETF (QWLD) and Vanguard International Core Stock Fund Investor Shares (VWICX). 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 current QWLD Sharpe Ratio is 0.77, which is comparable to the VWICX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of QWLD and VWICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QWLD's dividend yield for the trailing twelve months is around 1.63%, less than VWICX's 1.76% yield.

The maximum QWLD drawdown since its inception was -31.89%, smaller than the maximum VWICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for QWLD and VWICX. For additional features, visit the drawdowns tool.

SPDR MSCI World StrategicFactors ETF (QWLD) has a higher volatility of 3.44% compared to Vanguard International Core Stock Fund Investor Shares (VWICX) at 2.59%. This indicates that QWLD's price experiences larger fluctuations and is considered to be riskier than VWICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.