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WDAF vs. WTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDAF vs. WTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Asia Defense Fund (WDAF) and WisdomTree U.S. Value Fund (WTV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with WDAF having a 10.54% return and WTV slightly lower at 10.06%.


WDAF

1D
-5.17%
1M
-7.02%
YTD
10.54%
6M
9.61%
1Y
3Y*
5Y*
10Y*

WTV

1D
0.33%
1M
0.27%
YTD
10.06%
6M
9.41%
1Y
22.34%
3Y*
21.29%
5Y*
13.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDAF vs. WTV - Yearly Performance Comparison


2026 (YTD)2025
WDAF
WisdomTree Asia Defense Fund
10.54%-7.71%
WTV
WisdomTree U.S. Value Fund
10.06%2.23%

Correlation

The correlation between WDAF and WTV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 12, 2025

0.26

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Return for Risk

WDAF vs. WTV — Risk / Return Rank

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

WDAF

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


WTV
WTV Risk / Return Rank: 6161
Overall Rank
WTV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 6262
Sortino Ratio Rank
WTV Omega Ratio Rank: 5757
Omega Ratio Rank
WTV Calmar Ratio Rank: 6666
Calmar Ratio Rank
WTV Martin Ratio Rank: 5959
Martin Ratio Rank
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.

WDAF vs. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Asia Defense Fund (WDAF) and WisdomTree U.S. Value Fund (WTV). 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.


WDAFWTVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.14

Martin ratioReturn relative to average drawdown

10.16

WDAF vs. WTV - Sharpe Ratio Comparison


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Drawdowns

WDAF vs. WTV - Drawdown Comparison

The maximum WDAF drawdown since its inception was -20.11%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for WDAF and WTV.


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Drawdown Indicators


WDAFWTVDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-42.18%

+22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

Current Drawdown

Current decline from peak

-17.04%

-1.54%

-15.50%

Average Drawdown

Average peak-to-trough decline

-6.70%

-5.03%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

Volatility

WDAF vs. WTV - Volatility Comparison


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Volatility by Period


WDAFWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

32.59%

11.90%

+20.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.59%

17.08%

+15.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.59%

20.16%

+12.43%

WDAF vs. WTV - Expense Ratio Comparison

WDAF has a 0.45% expense ratio, which is higher than WTV's 0.12% expense ratio.


Dividends

WDAF vs. WTV - Dividend Comparison

WDAF's dividend yield for the trailing twelve months is around 0.12%, less than WTV's 1.66% yield.


PositionTTM202520242023202220212020201920182017
WDAF
WisdomTree Asia Defense Fund
0.12%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTV
WisdomTree U.S. Value Fund
1.66%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%

Frequently Asked Questions


WDAF and WTV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTV is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTV is cheaper with a 0.12% expense ratio, compared with 0.45% for WDAF.

WTV has the higher dividend yield at 1.66%, compared with 0.12% for WDAF.

WDAF is categorized as Aerospace & Defense, while WTV is Mid Cap Value Equities. Their fees differ too: 0.45% for WDAF and 0.12% for WTV.

Portfolio Optimizer

Find the right allocation for WDAF and WTV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer