WDIV vs. KNO

Last updated Aug 6, 2026

WDIV (SPDR S&P Global Dividend ETF) and KNO (AXS Knowledge Leaders ETF) are both Global Equities funds. WDIV is passively managed, while KNO is actively managed. Over the past year, WDIV returned 23.06% vs 32.48% for KNO. Their 0.69 correlation means they have sometimes moved together and sometimes differently. WDIV charges 0.40%/yr vs 0.84%/yr for KNO.

Performance

WDIV vs. KNO - Performance Comparison

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

Returns By Period

In the year-to-date period, WDIV achieves a 13.78% return, which is significantly lower than KNO's 25.64% return.

WDIV

• 1D: -0.45%
• 1M: 3.86%
• 6M: 6.45%
• YTD: 13.78%
• 1Y: 23.06%
• 3Y*: 18.47%
• 5Y*: 9.40%
• 10Y*: 7.58%
• ALL TIME*: 7.28%

KNO

• 1D: 0.37%
• 1M: 1.71%
• 6M: 17.68%
• YTD: 25.64%
• 1Y: 32.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KNO AXS Knowledge Leaders ETF	$33.95K	$26.25K	$36.90K
WDIV SPDR S&P Global Dividend ETF	$821.30K	$909.87K	$622.17K

WDIV vs. KNO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WDIV SPDR S&P Global Dividend ETF	13.78%	27.16%	2.95%
KNO AXS Knowledge Leaders ETF	25.64%	19.84%	-1.19%

Correlation

The correlation between WDIV and KNO is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.63
Correlation (All Time) Calculated using the full available price history since Jul 22, 2024	0.69

The correlation between WDIV and KNO has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

WDIV vs. KNO - Sectors Allocation Comparison

Sectors	WDIV	KNO
Financial Services	22.5%	1.8%
Utilities	13.8%	1.5%
Real Estate	12.8%	0.8%
Industrials	11.8%	22.9%
Communication Services	9.4%	1.2%
Energy	7.1%	4.2%
Consumer Defensive	6.6%	3.3%
Technology	4.6%	38.5%
Consumer Cyclical	4.2%	5.8%
Healthcare	3.9%	13.6%
Basic Materials	3.4%	6.5%

Return for Risk

WDIV vs. KNO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WDIV

WDIV Risk / Return Rank: 80
WDIV Sharpe Ratio Rank: 88
WDIV Sortino Ratio Rank: 88
WDIV Omega Ratio Rank: 87
WDIV Calmar Ratio Rank: 68
WDIV Martin Ratio Rank: 72

KNO

KNO Risk / Return Rank: 70
KNO Sharpe Ratio Rank: 69
KNO Sortino Ratio Rank: 69
KNO Omega Ratio Rank: 70
KNO Calmar Ratio Rank: 70
KNO Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WDIV vs. KNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and AXS Knowledge Leaders ETF (KNO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WDIV	KNO	Difference
Sharpe ratio: Return per unit of total volatility	2.30	1.81	+0.48
Sortino ratio: Return per unit of downside risk	3.30	2.56	+0.73
Omega ratio: Gain probability vs. loss probability	1.42	1.33	+0.09
Calmar ratio: Return relative to maximum drawdown	2.69	2.80	-0.10
Martin ratio: Return relative to average drawdown	10.02	10.14	-0.13

WDIV vs. KNO - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 2.30, which is comparable to the KNO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of WDIV and KNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WDIV vs. KNO - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.34%, which is greater than KNO's maximum drawdown of -15.50%. Use the drawdown chart below to compare losses from any high point for WDIV and KNO.

Drawdown Indicators

	WDIV	KNO	Difference
Max Drawdown Largest peak-to-trough decline	-42.34%	-15.50%	-26.84%
Max Drawdown (1Y) Largest decline over 1 year	-8.61%	-11.67%	+3.06%
Max Drawdown (3Y) Largest decline over 3 years	-9.20%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.12%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.34%	—	—
Current Drawdown Current decline from peak	-0.45%	-1.08%	+0.63%
Average Drawdown Average peak-to-trough decline	-5.78%	-2.99%	-2.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	3.21%	-0.90%

Volatility

WDIV vs. KNO - Volatility Comparison

The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 2.51%, while AXS Knowledge Leaders ETF (KNO) has a volatility of 5.14%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than KNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDIV	KNO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.51%	5.14%	-2.63%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	16.18%	-7.82%
Volatility (1Y) Calculated over the trailing 1-year period	10.11%	18.00%	-7.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.72%	17.41%	-4.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.15%	17.41%	-2.26%

WDIV vs. KNO - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is lower than KNO's 0.84% expense ratio.

Dividends

WDIV vs. KNO - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.07%, more than KNO's 0.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KNO AXS Knowledge Leaders ETF	0.86%	1.08%	3.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WDIV SPDR S&P Global Dividend ETF	4.07%	4.27%	4.63%	4.73%	5.12%	4.15%	5.55%	3.99%	4.42%	3.62%	4.32%	5.03%

Frequently Asked Questions

Can I hold both WDIV and KNO in my portfolio?

WDIV and KNO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WDIV or KNO?

KNO has higher volatility (5.14%) compared to WDIV (2.51%). In terms of maximum drawdown, WDIV dropped -42.34% vs KNO's -15.50%.

Which ETF is better, WDIV or KNO?

On 1-year performance, KNO leads with 32.48% vs 23.06% for WDIV. On fees, WDIV is cheaper at 0.40% per year. On volatility, WDIV has been the lower-risk option at 2.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WDIV or KNO?

Over the 1-year period, KNO has performed better with a 32.48% return vs 23.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WDIV or KNO?

WDIV is cheaper with a 0.40% expense ratio, compared with 0.84% for KNO.

Which ETF pays a higher dividend yield, WDIV or KNO?

WDIV has the higher dividend yield at 4.07%, compared with 0.86% for KNO.

What is the main difference between WDIV and KNO?

They also come from different issuers: State Street and AXS. Their fees differ too: 0.40% for WDIV and 0.84% for KNO.

Which has better risk-adjusted returns?

WDIV currently has the higher Sharpe Ratio (2.29 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.