WDIV vs. INKM
Compare and contrast key facts about SPDR S&P Global Dividend ETF (WDIV) and SPDR SSgA Income Allocation ETF (INKM).
WDIV and INKM 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. INKM is an actively managed fund by State Street. It was launched on Apr 25, 2012.
Performance
WDIV vs. INKM - Performance Comparison
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WDIV vs. INKM - 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% |
INKM SPDR SSgA Income Allocation ETF | 2.28% | 11.86% | 5.70% | 10.26% | -12.58% | 8.52% | 3.11% | 17.12% | -5.32% | 13.95% |
Returns By Period
In the year-to-date period, WDIV achieves a 2.86% return, which is significantly higher than INKM's 2.28% return. Over the past 10 years, WDIV has outperformed INKM with an annualized return of 7.29%, while INKM has yielded a comparatively lower 5.46% 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%
INKM
- 1D
- 0.99%
- 1M
- -3.34%
- YTD
- 2.28%
- 6M
- 3.57%
- 1Y
- 10.86%
- 3Y*
- 8.75%
- 5Y*
- 4.08%
- 10Y*
- 5.46%
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WDIV vs. INKM - Expense Ratio Comparison
WDIV has a 0.40% expense ratio, which is lower than INKM's 0.50% expense ratio.
Return for Risk
WDIV vs. INKM — Risk / Return Rank
WDIV
INKM
WDIV vs. INKM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and SPDR SSgA Income Allocation ETF (INKM). 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 | INKM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.39 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.73 | 1.97 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.92 | +0.84 |
Martin ratioReturn relative to average drawdown | 10.57 | 8.61 | +1.96 |
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 | INKM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.39 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.49 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.56 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.55 | -0.11 |
Correlation
The correlation between WDIV and INKM 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. INKM - Dividend Comparison
WDIV's dividend yield for the trailing twelve months is around 4.25%, less than INKM's 5.02% 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% |
INKM SPDR SSgA Income Allocation ETF | 5.02% | 5.82% | 4.83% | 4.56% | 5.03% | 3.74% | 3.88% | 4.38% | 4.08% | 3.10% | 3.39% | 3.45% |
Drawdowns
WDIV vs. INKM - Drawdown Comparison
The maximum WDIV drawdown since its inception was -42.34%, which is greater than INKM's maximum drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for WDIV and INKM.
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Drawdown Indicators
| WDIV | INKM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -28.58% | -13.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -5.76% | -2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -19.18% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -28.58% | -13.76% |
Current DrawdownCurrent decline from peak | -6.13% | -3.40% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -3.73% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.28% | +0.96% |
Volatility
WDIV vs. INKM - Volatility Comparison
SPDR S&P Global Dividend ETF (WDIV) has a higher volatility of 4.74% compared to SPDR SSgA Income Allocation ETF (INKM) at 3.05%. This indicates that WDIV's price experiences larger fluctuations and is considered to be riskier than INKM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDIV | INKM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 3.05% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 4.63% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 7.83% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.68% | 8.30% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 9.77% | +5.67% |