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WIP vs. FCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIP vs. FCO - 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 Aberdeen Global Income Fund, Inc. (FCO). The values are adjusted to include any dividend payments, if applicable.

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WIP vs. FCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
1.01%15.18%-8.71%8.84%-15.54%-4.15%8.37%8.62%-5.97%12.73%
FCO
Aberdeen Global Income Fund, Inc.
14.91%-40.54%5.60%54.99%-23.62%2.57%11.43%25.17%-10.65%22.01%

Returns By Period

In the year-to-date period, WIP achieves a 1.01% return, which is significantly lower than FCO's 14.91% return. Over the past 10 years, WIP has underperformed FCO with an annualized return of 1.28%, while FCO has yielded a comparatively higher 3.02% annualized return.


WIP

1D
1.59%
1M
-3.65%
YTD
1.01%
6M
3.15%
1Y
11.57%
3Y*
2.96%
5Y*
-0.36%
10Y*
1.28%

FCO

1D
2.94%
1M
-1.54%
YTD
14.91%
6M
20.99%
1Y
-35.18%
3Y*
0.70%
5Y*
-4.22%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WIP vs. FCO — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 7070
Overall Rank
WIP Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 6868
Sortino Ratio Rank
WIP Omega Ratio Rank: 6161
Omega Ratio Rank
WIP Calmar Ratio Rank: 8181
Calmar Ratio Rank
WIP Martin Ratio Rank: 6868
Martin Ratio Rank

FCO
FCO Risk / Return Rank: 1616
Overall Rank
FCO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FCO Sortino Ratio Rank: 1616
Sortino Ratio Rank
FCO Omega Ratio Rank: 77
Omega Ratio Rank
FCO Calmar Ratio Rank: 2121
Calmar Ratio Rank
FCO Martin Ratio Rank: 2626
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. FCO - 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 Aberdeen Global Income Fund, Inc. (FCO). 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.


WIPFCODifference

Sharpe ratio

Return per unit of total volatility

1.22

-0.76

+1.99

Sortino ratio

Return per unit of downside risk

1.68

-0.71

+2.38

Omega ratio

Gain probability vs. loss probability

1.22

0.82

+0.40

Calmar ratio

Return relative to maximum drawdown

2.25

-0.62

+2.88

Martin ratio

Return relative to average drawdown

6.69

-0.93

+7.62

WIP vs. FCO - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.22, which is higher than the FCO Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of WIP and FCO, 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


WIPFCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

-0.76

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.14

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.11

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.15

-0.04

Correlation

The correlation between WIP and FCO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WIP vs. FCO - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.41%, less than FCO's 26.67% yield.


TTM20252024202320222021202020192018201720162015
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.41%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%
FCO
Aberdeen Global Income Fund, Inc.
26.67%28.72%14.24%13.00%17.43%11.44%10.63%10.45%11.80%9.52%10.55%10.92%

Drawdowns

WIP vs. FCO - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, smaller than the maximum FCO drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for WIP and FCO.


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Drawdown Indicators


WIPFCODifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-56.98%

+27.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-56.98%

+51.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

-56.98%

+28.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

-56.98%

+28.14%

Current Drawdown

Current decline from peak

-6.90%

-44.99%

+38.09%

Average Drawdown

Average peak-to-trough decline

-8.63%

-16.30%

+7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

37.89%

-36.15%

Volatility

WIP vs. FCO - Volatility Comparison

The current volatility for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) is 4.29%, while Aberdeen Global Income Fund, Inc. (FCO) has a volatility of 9.29%. This indicates that WIP experiences smaller price fluctuations and is considered to be less risky than FCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIPFCODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

9.29%

-5.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.01%

19.61%

-13.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.49%

46.33%

-36.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

30.96%

-19.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.12%

26.42%

-16.30%