WDI vs. AMLP

In the year-to-date period, WDI achieves a 4.11% return, which is significantly higher than AMLP's 2.49% return.

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WDI has a 1.73% expense ratio, which is higher than AMLP's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Western Asset Diversified Income Fund (WDI) and Alerian MLP ETF (AMLP). 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 WDI Sharpe Ratio is 0.75, which is higher than the AMLP Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of WDI and AMLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WDI's dividend yield for the trailing twelve months is around 12.52%, more than AMLP's 5.90% yield.

The maximum WDI drawdown since its inception was -32.45%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for WDI and AMLP. For additional features, visit the drawdowns tool.

The current volatility for Western Asset Diversified Income Fund (WDI) is 5.34%, while Alerian MLP ETF (AMLP) has a volatility of 6.90%. This indicates that WDI experiences smaller price fluctuations and is considered to be less risky than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.