WDGF vs. IGV
WDGF (WisdomTree Global Defense Fund) and IGV (iShares Expanded Tech-Software Sector ETF) are both exchange-traded funds - WDGF is a Aerospace & Defense fund tracking the WisdomTree Global Defense Index, while IGV is a Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Both are passively managed. At a 0.35 correlation, their price movements are largely independent. WDGF charges 0.45%/yr vs 0.39%/yr for IGV.
Performance
WDGF vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, WDGF achieves a 0.72% return, which is significantly higher than IGV's -17.37% return.
WDGF
- 1D
- -0.60%
- 1M
- -4.73%
- YTD
- 0.72%
- 6M
- -0.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGV
- 1D
- 0.01%
- 1M
- -7.10%
- YTD
- -17.37%
- 6M
- -19.19%
- 1Y
- -17.89%
- 3Y*
- 9.05%
- 5Y*
- 2.37%
- 10Y*
- 15.70%
WDGF vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WDGF WisdomTree Global Defense Fund | 0.72% | -0.39% |
IGV iShares Expanded Tech-Software Sector ETF | -17.37% | -5.97% |
Correlation
The correlation between WDGF and IGV is 0.35, 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 | 0.36 |
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Return for Risk
WDGF vs. IGV — Risk / Return Rank
WDGF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGV
WDGF vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Defense Fund (WDGF) and iShares Expanded Tech-Software Sector ETF (IGV). 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.
| WDGF | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.91 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.49 | — |
| Martin ratioReturn relative to average drawdown | — | -1.00 | — |
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Drawdowns
WDGF vs. IGV - Drawdown Comparison
The maximum WDGF drawdown since its inception was -14.73%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for WDGF and IGV.
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Drawdown Indicators
| WDGF | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.73% | -63.45% | +48.72% |
Max Drawdown (1Y)Largest decline over 1 year | — | -36.61% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -36.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.85% | — |
Current DrawdownCurrent decline from peak | -14.73% | -25.85% | +11.12% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -14.46% | +8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 17.94% | — |
Volatility
WDGF vs. IGV - Volatility Comparison
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Volatility by Period
| WDGF | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.71% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.86% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 28.27% | -5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.60% | 27.97% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.60% | 26.38% | -3.78% |
WDGF vs. IGV - Expense Ratio Comparison
WDGF has a 0.45% expense ratio, which is higher than IGV's 0.39% expense ratio.
Dividends
WDGF vs. IGV - Dividend Comparison
WDGF's dividend yield for the trailing twelve months is around 0.05%, more than IGV's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
WDGF WisdomTree Global Defense Fund | 0.05% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDGF and IGV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGV is cheaper with a 0.39% expense ratio, compared with 0.45% for WDGF.
WDGF has the higher dividend yield at 0.05%, compared with 0.02% for IGV.
WDGF is categorized as Aerospace & Defense, while IGV is Technology Equities. WDGF tracks WisdomTree Global Defense Index, while IGV tracks S&P North American Expanded Technology Software Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WDGF and 0.39% for IGV.
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