WDIV vs. VOLT

Last updated Jul 14, 2026

WDIV (SPDR S&P Global Dividend ETF) and VOLT (Tema Electrification ETF) are both Global Equities funds. WDIV is passively managed, while VOLT is actively managed. Over the past year, WDIV returned 20.09% vs 49.57% for VOLT. At a 0.48 correlation, their price movements are largely independent. WDIV charges 0.40%/yr vs 0.75%/yr for VOLT.

Performance

WDIV vs. VOLT - Performance Comparison

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

Returns By Period

In the year-to-date period, WDIV achieves a 10.31% return, which is significantly lower than VOLT's 32.10% return.

WDIV

• 1D: -0.08%
• 1M: 0.38%
• 6M: 8.43%
• YTD: 10.31%
• 1Y: 20.09%
• 3Y*: 17.01%
• 5Y*: 8.68%
• 10Y*: 7.37%

VOLT

• 1D: -1.75%
• 1M: -3.09%
• 6M: 26.66%
• YTD: 32.10%
• 1Y: 49.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WDIV vs. VOLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WDIV SPDR S&P Global Dividend ETF	10.31%	27.16%	-4.33%
VOLT Tema Electrification ETF	32.10%	25.92%	-8.98%

Correlation

The correlation between WDIV and VOLT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.48

WDIV vs. VOLT - Sectors Allocation Comparison

Sectors	WDIV	VOLT
Financial Services	19.3%	0.5%
Real Estate	8.6%	-
Utilities	7.7%	34.8%
Energy	7.2%	5.0%
Industrials	5.1%	42.7%
Communication Services	4.8%	-
Consumer Defensive	4.8%	-
Basic Materials	4.3%	1.4%
Consumer Cyclical	4.2%	2.3%
Healthcare	3.0%	-
Technology	2.3%	12.8%

Return for Risk

WDIV vs. VOLT — Risk / Return Rank

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

WDIV

WDIV Risk / Return Rank: 72
WDIV Sharpe Ratio Rank: 79
WDIV Sortino Ratio Rank: 82
WDIV Omega Ratio Rank: 78
WDIV Calmar Ratio Rank: 59
WDIV Martin Ratio Rank: 61

VOLT

VOLT Risk / Return Rank: 84
VOLT Sharpe Ratio Rank: 85
VOLT Sortino Ratio Rank: 78
VOLT Omega Ratio Rank: 78
VOLT Calmar Ratio Rank: 93
VOLT Martin Ratio Rank: 85

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. VOLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and Tema Electrification ETF (VOLT). 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	VOLT	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.16	-0.17
Sortino ratio: Return per unit of downside risk	2.88	2.75	+0.12
Omega ratio: Gain probability vs. loss probability	1.36	1.36	0.00
Calmar ratio: Return relative to maximum drawdown	2.34	5.19	-2.85
Martin ratio: Return relative to average drawdown	8.58	13.50	-4.92

WDIV vs. VOLT - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 1.99, which is comparable to the VOLT Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WDIV and VOLT, 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. VOLT - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.34%, which is greater than VOLT's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for WDIV and VOLT.

Drawdown Indicators

	WDIV	VOLT	Difference
Max Drawdown Largest peak-to-trough decline	-42.34%	-23.40%	-18.94%
Max Drawdown (1Y) Largest decline over 1 year	-8.61%	-9.59%	+0.98%
Max Drawdown (3Y) Largest decline over 3 years	-11.26%	—	—
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	-0.08%	-9.13%	+9.05%
Average Drawdown Average peak-to-trough decline	-5.81%	-5.15%	-0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	3.68%	-1.33%

Volatility

WDIV vs. VOLT - Volatility Comparison

The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 2.63%, while Tema Electrification ETF (VOLT) has a volatility of 10.62%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than VOLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDIV	VOLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	10.62%	-7.99%
Volatility (6M) Calculated over the trailing 6-month period	8.33%	19.71%	-11.38%
Volatility (1Y) Calculated over the trailing 1-year period	10.17%	23.10%	-12.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.74%	24.98%	-12.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.14%	24.98%	-9.84%

WDIV vs. VOLT - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is lower than VOLT's 0.75% expense ratio.

Dividends

WDIV vs. VOLT - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.20%, more than VOLT's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VOLT Tema Electrification ETF	0.35%	0.46%	0.01%	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	4.20%	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 VOLT in my portfolio?

WDIV and VOLT have a correlation of 0.46, 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 VOLT?

VOLT has higher volatility (10.62%) compared to WDIV (2.63%). In terms of maximum drawdown, WDIV dropped -42.34% vs VOLT's -23.40%.

Which ETF is better, WDIV or VOLT?

On 1-year performance, VOLT leads with 49.57% vs 20.09% for WDIV. On fees, WDIV is cheaper at 0.40% per year. On volatility, WDIV has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WDIV or VOLT?

Over the 1-year period, VOLT has performed better with a 49.57% return vs 20.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WDIV or VOLT?

WDIV is cheaper with a 0.40% expense ratio, compared with 0.75% for VOLT.

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

WDIV has the higher dividend yield at 4.20%, compared with 0.35% for VOLT.

What is the main difference between WDIV and VOLT?

They also come from different issuers: State Street and Tema. Their fees differ too: 0.40% for WDIV and 0.75% for VOLT.

Which has better risk-adjusted returns?

VOLT currently has the higher Sharpe Ratio (2.16 vs 1.99), 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.