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

Correlation

The correlation between WDIV and IVV is 0.73, 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.


-0.50.00.51.00.7

Performance

WDIV vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Dividend ETF (WDIV) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
73.58%
341.74%
WDIV
IVV

Key characteristics

Sharpe Ratio

WDIV:

0.91

IVV:

2.25

Sortino Ratio

WDIV:

1.29

IVV:

2.98

Omega Ratio

WDIV:

1.16

IVV:

1.42

Calmar Ratio

WDIV:

1.11

IVV:

3.32

Martin Ratio

WDIV:

4.27

IVV:

14.68

Ulcer Index

WDIV:

2.33%

IVV:

1.90%

Daily Std Dev

WDIV:

10.90%

IVV:

12.43%

Max Drawdown

WDIV:

-42.35%

IVV:

-55.25%

Current Drawdown

WDIV:

-6.83%

IVV:

-2.52%

Returns By Period

In the year-to-date period, WDIV achieves a 7.04% return, which is significantly lower than IVV's 25.92% return. Over the past 10 years, WDIV has underperformed IVV with an annualized return of 4.11%, while IVV has yielded a comparatively higher 13.05% annualized return.


WDIV

YTD

7.04%

1M

-4.39%

6M

7.37%

1Y

8.33%

5Y*

2.21%

10Y*

4.11%

IVV

YTD

25.92%

1M

0.33%

6M

9.27%

1Y

26.64%

5Y*

14.77%

10Y*

13.05%

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WDIV vs. IVV - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is higher than IVV's 0.03% expense ratio.


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 IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

WDIV vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and iShares Core S&P 500 ETF (IVV). 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 0.91, compared to the broader market0.002.004.000.912.25
The chart of Sortino ratio for WDIV, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.292.98
The chart of Omega ratio for WDIV, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.42
The chart of Calmar ratio for WDIV, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.113.32
The chart of Martin ratio for WDIV, currently valued at 4.27, compared to the broader market0.0020.0040.0060.0080.00100.004.2714.68
WDIV
IVV

The current WDIV Sharpe Ratio is 0.91, which is lower than the IVV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of WDIV and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.91
2.25
WDIV
IVV

Dividends

WDIV vs. IVV - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 3.50%, more than IVV's 1.29% yield.


TTM20232022202120202019201820172016201520142013
WDIV
SPDR S&P Global Dividend ETF
3.50%4.73%5.12%4.16%5.55%3.99%4.42%3.62%4.32%5.03%4.73%2.17%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

WDIV vs. IVV - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.35%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WDIV and IVV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.83%
-2.52%
WDIV
IVV

Volatility

WDIV vs. IVV - Volatility Comparison

The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 3.40%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.75%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
3.75%
WDIV
IVV
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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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