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WDIV vs. FDVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDIV vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Dividend ETF (WDIV) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

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WDIV vs. FDVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDIV
SPDR S&P Global Dividend ETF
2.86%27.16%7.61%8.21%-6.92%14.44%-10.18%20.12%-8.81%19.03%
FDVV
Fidelity High Dividend ETF
-1.78%17.08%21.81%18.00%-4.21%29.24%2.80%24.07%-1.26%14.00%

Returns By Period

In the year-to-date period, WDIV achieves a 2.86% return, which is significantly higher than FDVV's -1.78% return.


WDIV

1D
2.17%
1M
-5.79%
YTD
2.86%
6M
7.85%
1Y
24.00%
3Y*
14.62%
5Y*
7.92%
10Y*
7.29%

FDVV

1D
2.35%
1M
-5.66%
YTD
-1.78%
6M
0.65%
1Y
14.82%
3Y*
16.89%
5Y*
12.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDIV vs. FDVV - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is higher than FDVV's 0.29% expense ratio.


Return for Risk

WDIV vs. FDVV — Risk / Return Rank

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

WDIV
WDIV Risk / Return Rank: 9090
Overall Rank
WDIV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 9393
Sortino Ratio Rank
WDIV Omega Ratio Rank: 9292
Omega Ratio Rank
WDIV Calmar Ratio Rank: 8888
Calmar Ratio Rank
WDIV Martin Ratio Rank: 8888
Martin Ratio Rank

FDVV
FDVV Risk / Return Rank: 6060
Overall Rank
FDVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6565
Omega Ratio Rank
FDVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
FDVV Martin Ratio Rank: 6363
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.

WDIV vs. FDVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and Fidelity High Dividend ETF (FDVV). 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.


WDIVFDVVDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.97

+1.02

Sortino ratio

Return per unit of downside risk

2.73

1.41

+1.31

Omega ratio

Gain probability vs. loss probability

1.39

1.23

+0.17

Calmar ratio

Return relative to maximum drawdown

2.76

1.29

+1.46

Martin ratio

Return relative to average drawdown

10.57

5.68

+4.89

WDIV vs. FDVV - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 2.00, which is higher than the FDVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of WDIV and FDVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDIVFDVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.97

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.86

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.74

-0.29

Correlation

The correlation between WDIV and FDVV is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WDIV vs. FDVV - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.25%, more than FDVV's 3.00% yield.


TTM20252024202320222021202020192018201720162015
WDIV
SPDR S&P Global Dividend ETF
4.25%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%
FDVV
Fidelity High Dividend ETF
3.00%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%

Drawdowns

WDIV vs. FDVV - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.34%, which is greater than FDVV's maximum drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for WDIV and FDVV.


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Drawdown Indicators


WDIVFDVVDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-40.25%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-12.34%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-20.18%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

Current Drawdown

Current decline from peak

-6.13%

-7.04%

+0.91%

Average Drawdown

Average peak-to-trough decline

-5.90%

-3.85%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.81%

-0.57%

Volatility

WDIV vs. FDVV - Volatility Comparison

SPDR S&P Global Dividend ETF (WDIV) has a higher volatility of 4.74% compared to Fidelity High Dividend ETF (FDVV) at 4.48%. This indicates that WDIV's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDIVFDVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

4.48%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

7.68%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

15.34%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

14.74%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

17.09%

-1.65%