WDAF vs. IBID
WDAF (WisdomTree Asia Defense Fund) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - WDAF is a Aerospace & Defense fund tracking the WisdomTree Asia Defense Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Their -0.03 correlation means they have often moved in opposite directions in the past. WDAF charges 0.45%/yr vs 0.10%/yr for IBID.
Performance
WDAF vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, WDAF achieves a 1.82% return, which is significantly lower than IBID's 2.39% return.
WDAF
- 1D
- 1.89%
- 1M
- -7.97%
- 6M
- -12.60%
- YTD
- 1.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IBID
- 1D
- -0.02%
- 1M
- 0.18%
- 6M
- 2.09%
- YTD
- 2.39%
- 1Y
- 3.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $770.97K | $775.91K | $730.76K | |
| $216.97K | $187.82K | $494.71K |
WDAF vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WDAF WisdomTree Asia Defense Fund | 1.82% | -7.71% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 2.39% | 0.38% |
Correlation
The correlation between WDAF and IBID is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 12, 2025 | -0.03 |
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Return for Risk
WDAF vs. IBID — Risk / Return Rank
WDAF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBID
WDAF vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Asia Defense Fund (WDAF) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.
| WDAF | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.66 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.50 | — |
| Martin ratioReturn relative to average drawdown | — | 22.86 | — |
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Drawdowns
WDAF vs. IBID - Drawdown Comparison
The maximum WDAF drawdown since its inception was -28.19%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for WDAF and IBID.
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Drawdown Indicators
| WDAF | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -1.28% | -26.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.55% | — |
Current DrawdownCurrent decline from peak | -23.59% | -0.11% | -23.48% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -0.22% | -8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.16% | — |
Volatility
WDAF vs. IBID - Volatility Comparison
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Volatility by Period
| WDAF | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 33.45% | 1.16% | +32.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.45% | 2.21% | +31.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.45% | 2.21% | +31.24% |
WDAF vs. IBID - Expense Ratio Comparison
WDAF has a 0.45% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
WDAF vs. IBID - Dividend Comparison
WDAF's dividend yield for the trailing twelve months is around 0.13%, less than IBID's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 4.90% | 4.43% | 4.24% | 0.81% |
WDAF WisdomTree Asia Defense Fund | 0.13% | 0.13% | 0.00% | 0.00% |
Frequently Asked Questions
WDAF and IBID have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBID is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBID is cheaper with a 0.10% expense ratio, compared with 0.45% for WDAF.
IBID has the higher dividend yield at 4.90%, compared with 0.13% for WDAF.
WDAF is categorized as Aerospace & Defense, while IBID is Inflation-Protected Bonds. WDAF tracks WisdomTree Asia Defense Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WDAF and 0.10% for IBID.
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