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WDIV vs. FLQH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

WDIV vs. FLQH - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.93%
0
WDIV
FLQH

Returns By Period


WDIV

YTD

11.96%

1M

-0.85%

6M

10.44%

1Y

20.26%

5Y (annualized)

3.94%

10Y (annualized)

4.47%

FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


WDIVFLQH

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WDIV vs. FLQH - Expense Ratio Comparison

Both WDIV and FLQH have an expense ratio of 0.40%.


WDIV
SPDR S&P Global Dividend ETF
Expense ratio chart for WDIV: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for FLQH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.7

The correlation between WDIV and FLQH is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

WDIV vs. FLQH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and Franklin LibertyQ International Equity Hedged ETF (FLQH). 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.


Sharpe ratio
The chart of Sharpe ratio for WDIV, currently valued at 1.92, compared to the broader market0.002.004.001.921.23
The chart of Sortino ratio for WDIV, currently valued at 2.66, compared to the broader market-2.000.002.004.006.008.0010.0012.002.661.88
The chart of Omega ratio for WDIV, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.59
The chart of Calmar ratio for WDIV, currently valued at 2.10, compared to the broader market0.005.0010.0015.002.101.60
The chart of Martin ratio for WDIV, currently valued at 10.19, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.1913.46
WDIV
FLQH

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.92
1.23
WDIV
FLQH

Dividends

WDIV vs. FLQH - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.46%, while FLQH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WDIV
SPDR S&P Global Dividend ETF
4.46%4.73%5.12%4.16%5.55%3.99%4.42%3.62%4.32%5.03%4.73%2.17%
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.83%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%0.00%0.00%0.00%

Drawdowns

WDIV vs. FLQH - Drawdown Comparison


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.55%
0
WDIV
FLQH

Volatility

WDIV vs. FLQH - Volatility Comparison

SPDR S&P Global Dividend ETF (WDIV) has a higher volatility of 2.54% compared to Franklin LibertyQ International Equity Hedged ETF (FLQH) at 0.00%. This indicates that WDIV's price experiences larger fluctuations and is considered to be riskier than FLQH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
2.54%
0
WDIV
FLQH