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WDIV vs. FYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDIV vs. FYLD - Performance Comparison

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

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WDIV vs. FYLD - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

FYLD
FYLD Risk / Return Rank: 9696
Overall Rank
FYLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FYLD Sortino Ratio Rank: 9797
Sortino Ratio Rank
FYLD Omega Ratio Rank: 9797
Omega Ratio Rank
FYLD Calmar Ratio Rank: 9292
Calmar Ratio Rank
FYLD Martin Ratio Rank: 9797
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. 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.


WDIVFYLDDifference

Sharpe ratio

Return per unit of total volatility

2.00

2.76

-0.76

Sortino ratio

Return per unit of downside risk

2.73

3.43

-0.70

Omega ratio

Gain probability vs. loss probability

1.39

1.60

-0.21

Calmar ratio

Return relative to maximum drawdown

2.76

3.33

-0.58

Martin ratio

Return relative to average drawdown

10.57

19.47

-8.90

WDIV vs. FYLD - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 2.00, which is comparable to the FYLD Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of WDIV and FYLD, 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


WDIVFYLDDifference

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.


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%
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


WDIVFYLDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.13%

-1.69%

-4.44%

Average Drawdown

Average peak-to-trough decline

-5.90%

-8.94%

+3.04%

Ulcer Index

Depth 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


WDIVFYLDDifference

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%