WDIV vs. AGG
WDIV (SPDR S&P Global Dividend ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - WDIV is a Global Equities fund tracking the S&P Global Dividend Aristocrats Index sp_43, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 10 years, WDIV returned 7.23%/yr vs 1.54%/yr for AGG. At a 0.09 correlation, their price movements are largely independent. WDIV charges 0.40%/yr vs 0.03%/yr for AGG.
Performance
WDIV vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, WDIV achieves a 7.69% return, which is significantly higher than AGG's -0.08% return. Over the past 10 years, WDIV has outperformed AGG with an annualized return of 7.23%, while AGG has yielded a comparatively lower 1.54% annualized return.
WDIV
- 1D
- -1.14%
- 1M
- -0.38%
- YTD
- 7.69%
- 6M
- 9.59%
- 1Y
- 20.15%
- 3Y*
- 16.63%
- 5Y*
- 7.47%
- 10Y*
- 7.23%
AGG
- 1D
- -0.50%
- 1M
- -0.69%
- YTD
- -0.08%
- 6M
- 0.10%
- 1Y
- 4.97%
- 3Y*
- 3.80%
- 5Y*
- 0.03%
- 10Y*
- 1.54%
WDIV vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDIV SPDR S&P Global Dividend ETF | 7.69% | 27.16% | 7.61% | 8.21% | -6.92% | 14.44% | -10.18% | 20.12% | -8.81% | 19.03% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.08% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between WDIV and AGG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 31, 2013 | 0.09 |
Over the past year, WDIV and AGG have become more correlated (0.45) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
WDIV vs. AGG — Risk / Return Rank
WDIV
AGG
WDIV vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| WDIV | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.20 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.61 | +0.82 |
| Martin ratioReturn relative to average drawdown | 8.95 | 4.89 | +4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WDIV | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.16 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.01 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.29 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.59 | -0.13 |
Drawdowns
WDIV vs. AGG - Drawdown Comparison
The maximum WDIV drawdown since its inception was -42.34%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for WDIV and AGG.
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Drawdown Indicators
| WDIV | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -18.43% | -23.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -2.76% | -5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -11.26% | -6.11% | -5.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -17.82% | -4.30% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -18.43% | -23.91% |
Current DrawdownCurrent decline from peak | -1.72% | -2.47% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -2.71% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 0.91% | +1.43% |
Volatility
WDIV vs. AGG - Volatility Comparison
SPDR S&P Global Dividend ETF (WDIV) has a higher volatility of 2.97% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.31%. This indicates that WDIV's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDIV | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 1.31% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 2.78% | +5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.26% | 3.84% | +6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 6.09% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 5.41% | +9.98% |
WDIV vs. AGG - Expense Ratio Comparison
WDIV has a 0.40% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
WDIV vs. AGG - Dividend Comparison
WDIV's dividend yield for the trailing twelve months is around 4.06%, more than AGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
WDIV SPDR S&P Global Dividend ETF | 4.06% | 4.27% | 4.63% | 4.73% | 5.12% | 4.15% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% |
Frequently Asked Questions
WDIV and AGG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDIV has higher volatility (2.97%) compared to AGG (1.31%). In terms of maximum drawdown, WDIV dropped -42.34% vs AGG's -18.43%.
On 10-year performance, WDIV leads with 7.23% vs 1.54% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, WDIV has performed better with a 7.23% return vs 1.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.40% for WDIV.
WDIV has the higher dividend yield at 4.06%, compared with 4.00% for AGG.
WDIV is categorized as Global Equities, while AGG is Total Bond Market. WDIV tracks S&P Global Dividend Aristocrats Index sp_43, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for WDIV and 0.03% for AGG.
WDIV currently has the higher Sharpe Ratio (2.04 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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