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WIP vs. ELD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIP vs. ELD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and WisdomTree Emerging Markets Local Debt Fund (ELD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WIP achieves a 4.31% return, which is significantly higher than ELD's 0.74% return. Over the past 10 years, WIP has underperformed ELD with an annualized return of 1.61%, while ELD has yielded a comparatively higher 2.86% annualized return.


WIP

1D
-0.72%
1M
0.70%
YTD
4.31%
6M
4.96%
1Y
10.26%
3Y*
5.08%
5Y*
-0.70%
10Y*
1.61%

ELD

1D
-0.42%
1M
0.61%
YTD
0.74%
6M
1.87%
1Y
10.72%
3Y*
7.80%
5Y*
2.31%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIP vs. ELD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
4.31%15.18%-8.71%8.84%-15.54%-4.15%8.37%8.62%-5.97%12.73%
ELD
WisdomTree Emerging Markets Local Debt Fund
0.74%21.77%-4.56%14.29%-9.25%-9.75%1.79%12.89%-7.53%12.72%

Correlation

The correlation between WIP and ELD is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2010

0.59

The correlation between WIP and ELD has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

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Return for Risk

WIP vs. ELD — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WIP Omega Ratio Rank: 2929
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
Martin Ratio Rank

ELD
ELD Risk / Return Rank: 3434
Overall Rank
ELD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 3636
Sortino Ratio Rank
ELD Omega Ratio Rank: 3434
Omega Ratio Rank
ELD Calmar Ratio Rank: 3030
Calmar Ratio Rank
ELD Martin Ratio Rank: 3535
Martin Ratio Rank
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.

WIP vs. ELD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and WisdomTree Emerging Markets Local Debt Fund (ELD). 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.


WIPELDDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratioReturn relative to maximum drawdown

2.00

1.51

+0.49

Martin ratioReturn relative to average drawdown

5.98

5.31

+0.67

WIP vs. ELD - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.18, which is comparable to the ELD Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of WIP and ELD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WIPELDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.27

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.21

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.25

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.12

0.00

Drawdowns

WIP vs. ELD - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, smaller than the maximum ELD drawdown of -31.92%. Use the drawdown chart below to compare losses from any high point for WIP and ELD.


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Drawdown Indicators


WIPELDDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-31.92%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-7.15%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-10.89%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

-23.56%

-5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

-25.15%

-3.69%

Current Drawdown

Current decline from peak

-3.87%

-2.75%

-1.12%

Average Drawdown

Average peak-to-trough decline

-8.58%

-13.31%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.02%

-0.30%

Volatility

WIP vs. ELD - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 2.95% compared to WisdomTree Emerging Markets Local Debt Fund (ELD) at 2.73%. This indicates that WIP's price experiences larger fluctuations and is considered to be riskier than ELD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIPELDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.73%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

7.12%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

8.52%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

10.93%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

11.27%

-1.11%

WIP vs. ELD - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is lower than ELD's 0.55% expense ratio.


Dividends

WIP vs. ELD - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.79%, which matches ELD's 5.82% yield.


PositionTTM20252024202320222021202020192018201720162015
ELD
WisdomTree Emerging Markets Local Debt Fund
5.82%5.38%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


WIP and ELD have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIP has higher volatility (2.95%) compared to ELD (2.73%). In terms of maximum drawdown, WIP dropped -29.60% vs ELD's -31.92%.

On 10-year performance, ELD leads with 2.86% vs 1.61% for WIP. On fees, WIP is cheaper at 0.50% per year. On volatility, ELD has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ELD has performed better with a 2.86% return vs 1.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WIP is cheaper with a 0.50% expense ratio, compared with 0.55% for ELD.

ELD has the higher dividend yield at 5.82%, compared with 5.79% for WIP.

WIP is categorized as Inflation-Protected Bonds, while ELD is Emerging Markets Bonds. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.50% for WIP and 0.55% for ELD.

ELD currently has the higher Sharpe Ratio (1.27 vs 1.18), 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.

Portfolio Optimizer

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