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WIP vs. ELD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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WIP vs. ELD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
1.75%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
-1.49%21.77%-4.56%14.29%-9.25%-9.75%1.79%12.89%-7.53%12.72%

Returns By Period

In the year-to-date period, WIP achieves a 1.75% return, which is significantly higher than ELD's -1.49% return. Over the past 10 years, WIP has underperformed ELD with an annualized return of 1.36%, while ELD has yielded a comparatively higher 2.58% annualized return.


WIP

1D
0.73%
1M
-2.02%
YTD
1.75%
6M
3.52%
1Y
11.92%
3Y*
3.21%
5Y*
-0.22%
10Y*
1.36%

ELD

1D
1.87%
1M
-3.40%
YTD
-1.49%
6M
1.35%
1Y
13.92%
3Y*
7.23%
5Y*
2.73%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WIP vs. ELD - Expense Ratio Comparison

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


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: 6868
Overall Rank
WIP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 6666
Sortino Ratio Rank
WIP Omega Ratio Rank: 5858
Omega Ratio Rank
WIP Calmar Ratio Rank: 8181
Calmar Ratio Rank
WIP Martin Ratio Rank: 6767
Martin Ratio Rank

ELD
ELD Risk / Return Rank: 7373
Overall Rank
ELD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 8080
Sortino Ratio Rank
ELD Omega Ratio Rank: 7575
Omega Ratio Rank
ELD Calmar Ratio Rank: 6464
Calmar Ratio Rank
ELD Martin Ratio Rank: 6868
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 ratio

Return per unit of total volatility

1.26

1.47

-0.21

Sortino ratio

Return per unit of downside risk

1.72

2.14

-0.42

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

2.40

1.70

+0.70

Martin ratio

Return relative to average drawdown

7.08

7.32

-0.24

WIP vs. ELD - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.26, which is comparable to the ELD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of WIP and ELD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WIPELDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.47

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.25

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.23

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.11

0.00

Correlation

The correlation between WIP and ELD is 0.59, 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.


Dividends

WIP vs. ELD - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.32%, less than ELD's 5.75% yield.


TTM20252024202320222021202020192018201720162015
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.32%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%
ELD
WisdomTree Emerging Markets Local Debt Fund
5.75%5.38%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%

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 (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

-6.22%

-4.90%

-1.32%

Average Drawdown

Average peak-to-trough decline

-8.62%

-13.43%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.66%

+0.09%

Volatility

WIP vs. ELD - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and WisdomTree Emerging Markets Local Debt Fund (ELD) have volatilities of 4.25% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

4.25%

4.33%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

6.20%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.51%

9.62%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

10.86%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.12%

11.28%

-1.16%