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

Correlation

The correlation between WDIV and VIGI is 0.81, 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.


-0.50.00.51.00.8

Performance

WDIV vs. VIGI - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.97%
-3.25%
WDIV
VIGI

Key characteristics

Sharpe Ratio

WDIV:

1.05

VIGI:

0.43

Sortino Ratio

WDIV:

1.47

VIGI:

0.67

Omega Ratio

WDIV:

1.19

VIGI:

1.08

Calmar Ratio

WDIV:

1.26

VIGI:

0.45

Martin Ratio

WDIV:

4.09

VIGI:

1.21

Ulcer Index

WDIV:

2.77%

VIGI:

4.05%

Daily Std Dev

WDIV:

10.80%

VIGI:

11.42%

Max Drawdown

WDIV:

-42.35%

VIGI:

-31.01%

Current Drawdown

WDIV:

-6.33%

VIGI:

-9.48%

Returns By Period

In the year-to-date period, WDIV achieves a 0.02% return, which is significantly lower than VIGI's 0.26% return.


WDIV

YTD

0.02%

1M

1.12%

6M

2.97%

1Y

11.01%

5Y*

2.00%

10Y*

4.21%

VIGI

YTD

0.26%

1M

-0.20%

6M

-3.25%

1Y

4.42%

5Y*

4.59%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WDIV vs. VIGI - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is higher than VIGI's 0.15% 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 VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

WDIV vs. VIGI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WDIV
The Risk-Adjusted Performance Rank of WDIV is 4141
Overall Rank
The Sharpe Ratio Rank of WDIV is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of WDIV is 3838
Sortino Ratio Rank
The Omega Ratio Rank of WDIV is 3838
Omega Ratio Rank
The Calmar Ratio Rank of WDIV is 4848
Calmar Ratio Rank
The Martin Ratio Rank of WDIV is 4040
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 1717
Overall Rank
The Sharpe Ratio Rank of VIGI is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WDIV vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and Vanguard International Dividend Appreciation ETF (VIGI). 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 1.05, compared to the broader market0.002.004.001.050.43
The chart of Sortino ratio for WDIV, currently valued at 1.47, compared to the broader market0.005.0010.001.470.67
The chart of Omega ratio for WDIV, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.08
The chart of Calmar ratio for WDIV, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.260.45
The chart of Martin ratio for WDIV, currently valued at 4.09, compared to the broader market0.0020.0040.0060.0080.00100.004.091.21
WDIV
VIGI

The current WDIV Sharpe Ratio is 1.05, which is higher than the VIGI Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of WDIV and VIGI, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.05
0.43
WDIV
VIGI

Dividends

WDIV vs. VIGI - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.63%, more than VIGI's 1.93% yield.


TTM20242023202220212020201920182017201620152014
WDIV
SPDR S&P Global Dividend ETF
4.63%4.63%4.73%5.12%4.16%5.55%3.99%4.42%3.62%4.32%5.03%4.73%
VIGI
Vanguard International Dividend Appreciation ETF
1.93%1.93%1.92%2.06%7.02%1.29%2.50%1.99%1.75%0.98%0.00%0.00%

Drawdowns

WDIV vs. VIGI - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.35%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for WDIV and VIGI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.33%
-9.48%
WDIV
VIGI

Volatility

WDIV vs. VIGI - Volatility Comparison

SPDR S&P Global Dividend ETF (WDIV) has a higher volatility of 3.81% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.50%. This indicates that WDIV's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AugustSeptemberOctoberNovemberDecember2025
3.81%
3.50%
WDIV
VIGI
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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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