WDIV vs. WLDR
Compare and contrast key facts about SPDR S&P Global Dividend ETF (WDIV) and Affinity World Leaders Equity ETF (WLDR).
WDIV and WLDR 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. WLDR is a passively managed fund by Regents Park Funds that tracks the performance of the Thomson Reuters StarMine Affinity World Leaders Index. It was launched on Jan 17, 2018. Both WDIV and WLDR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WDIV or WLDR.
Performance
WDIV vs. WLDR - Performance Comparison
Returns By Period
In the year-to-date period, WDIV achieves a 11.96% return, which is significantly lower than WLDR's 27.33% return.
WDIV
11.96%
-0.85%
10.44%
20.26%
3.94%
4.47%
WLDR
27.33%
3.81%
12.04%
35.69%
12.02%
N/A
Key characteristics
| WDIV | WLDR | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.60 |
| Sortino Ratio | 2.66 | 3.58 |
| Omega Ratio | 1.34 | 1.46 |
| Calmar Ratio | 2.10 | 4.25 |
| Martin Ratio | 10.19 | 15.59 |
| Ulcer Index | 2.06% | 2.27% |
| Daily Std Dev | 10.94% | 13.59% |
| Max Drawdown | -42.35% | -44.69% |
| Current Drawdown | -2.55% | -0.88% |
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WDIV vs. WLDR - Expense Ratio Comparison
WDIV has a 0.40% expense ratio, which is lower than WLDR's 0.67% expense ratio.
Correlation
The correlation between WDIV and WLDR is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WDIV vs. WLDR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and Affinity World Leaders Equity ETF (WLDR). 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.
Dividends
WDIV vs. WLDR - Dividend Comparison
WDIV's dividend yield for the trailing twelve months is around 4.46%, more than WLDR's 1.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WDIV SPDR S&P Global Dividend ETF | 4.46% | 4.73% | 5.12% | 4.16% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% | 4.73% | 2.17% |
WLDR Affinity World Leaders Equity ETF | 1.78% | 2.28% | 2.09% | 7.56% | 1.80% | 2.48% | 2.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WDIV vs. WLDR - Drawdown Comparison
The maximum WDIV drawdown since its inception was -42.35%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for WDIV and WLDR. For additional features, visit the drawdowns tool.
Volatility
WDIV vs. WLDR - Volatility Comparison
The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 2.54%, while Affinity World Leaders Equity ETF (WLDR) has a volatility of 4.19%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than WLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.