WDIV vs. FYLD
Compare and contrast key facts about SPDR S&P Global Dividend ETF (WDIV) and Cambria Foreign Shareholder Yield ETF (FYLD).
WDIV and FYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDIV is a passively managed fund by State Street that tracks the performance of the S&P Global Dividend Aristocrats Index sp_43. It was launched on May 29, 2013. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013.
Performance
WDIV vs. FYLD - Performance Comparison
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WDIV vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FYLD Cambria Foreign Shareholder Yield ETF | 15.22% | 34.53% | 3.00% | 13.18% | -5.53% | 18.67% | 4.17% | 17.83% | -14.47% | 29.81% |
Returns By Period
In the year-to-date period, WDIV achieves a 2.86% return, which is significantly lower than FYLD's 15.22% return. Over the past 10 years, WDIV has underperformed FYLD with an annualized return of 7.29%, while FYLD has yielded a comparatively higher 11.39% annualized 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%
FYLD
- 1D
- 2.23%
- 1M
- -1.69%
- YTD
- 15.22%
- 6M
- 21.63%
- 1Y
- 45.00%
- 3Y*
- 20.11%
- 5Y*
- 12.23%
- 10Y*
- 11.39%
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WDIV vs. FYLD - Expense Ratio Comparison
WDIV has a 0.40% expense ratio, which is lower than FYLD's 0.59% expense ratio.
Return for Risk
WDIV vs. FYLD — Risk / Return Rank
WDIV
FYLD
WDIV vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and Cambria Foreign Shareholder Yield ETF (FYLD). 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 | FYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.76 | -0.76 |
Sortino ratioReturn per unit of downside risk | 2.73 | 3.43 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.60 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.33 | -0.58 |
Martin ratioReturn relative to average drawdown | 10.57 | 19.47 | -8.90 |
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 | FYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.76 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.75 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.63 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | 0.00 |
Correlation
The correlation between WDIV and FYLD is 0.80, 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. FYLD - Dividend Comparison
WDIV's dividend yield for the trailing twelve months is around 4.25%, more than FYLD's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FYLD Cambria Foreign Shareholder Yield ETF | 3.75% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
Drawdowns
WDIV vs. FYLD - Drawdown Comparison
The maximum WDIV drawdown since its inception was -42.34%, roughly equal to the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for WDIV and FYLD.
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Drawdown Indicators
| WDIV | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -44.55% | +2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -13.37% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -25.12% | +3.00% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -44.55% | +2.21% |
Current DrawdownCurrent decline from peak | -6.13% | -1.69% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -8.94% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.29% | -0.05% |
Volatility
WDIV vs. FYLD - Volatility Comparison
The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 4.74%, while Cambria Foreign Shareholder Yield ETF (FYLD) has a volatility of 5.30%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDIV | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.30% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 9.11% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 16.41% | -4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.68% | 16.31% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 18.09% | -2.65% |