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

Correlation

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.


-0.50.00.51.00.7

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.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.18%
0
WDIV
FLQH

Key characteristics

Returns By Period


WDIV

YTD

-1.22%

1M

-3.04%

6M

0.61%

1Y

8.21%

5Y*

1.75%

10Y*

4.11%

FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

Risk-Adjusted Performance

WDIV vs. FLQH — Risk-Adjusted Performance Rank

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

WDIV
The Risk-Adjusted Performance Rank of WDIV is 3131
Overall Rank
The Sharpe Ratio Rank of WDIV is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of WDIV is 2727
Sortino Ratio Rank
The Omega Ratio Rank of WDIV is 2727
Omega Ratio Rank
The Calmar Ratio Rank of WDIV is 3838
Calmar Ratio Rank
The Martin Ratio Rank of WDIV is 3232
Martin Ratio Rank

FLQH
The Risk-Adjusted Performance Rank of FLQH is 7979
Overall Rank
The Sharpe Ratio Rank of FLQH is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FLQH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLQH is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FLQH is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.62, compared to the broader market0.002.004.000.620.22
The chart of Sortino ratio for WDIV, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.0010.000.900.29
The chart of Omega ratio for WDIV, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.20
The chart of Calmar ratio for WDIV, currently valued at 0.76, compared to the broader market0.005.0010.0015.000.760.17
The chart of Martin ratio for WDIV, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.518.32
WDIV
FLQH


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.62
0.22
WDIV
FLQH

Dividends

WDIV vs. FLQH - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.69%, while FLQH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WDIV
SPDR S&P Global Dividend ETF
4.69%4.63%4.73%5.12%4.16%5.55%3.99%4.42%3.62%4.32%5.03%4.73%
FLQH
Franklin LibertyQ International Equity Hedged ETF
2.82%2.82%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%0.00%0.00%

Drawdowns

WDIV vs. FLQH - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.49%
0
WDIV
FLQH

Volatility

WDIV vs. FLQH - Volatility Comparison

SPDR S&P Global Dividend ETF (WDIV) has a higher volatility of 3.66% 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%AugustSeptemberOctoberNovemberDecember2025
3.66%
0
WDIV
FLQH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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