WIP vs. FCO
Compare and contrast key facts about SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and Aberdeen Global Income Fund, Inc. (FCO).
WIP is a passively managed fund by State Street that tracks the performance of the FTSE International Inflation-Linked Securities Select (USD). It was launched on Mar 13, 2008.
Performance
WIP vs. FCO - Performance Comparison
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WIP vs. FCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
WIP vs. FCO — Risk / Return Rank
WIP
FCO
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.
| WIP | FCO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | -0.76 | +1.99 |
Sortino ratioReturn per unit of downside risk | 1.68 | -0.71 | +2.38 |
Omega ratioGain probability vs. loss probability | 1.22 | 0.82 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.62 | +2.88 |
Martin ratioReturn relative to average drawdown | 6.69 | -0.93 | +7.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WIP | FCO | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| WIP | FCO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.90% | -44.99% | +38.09% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -16.30% | +7.67% |
Ulcer IndexDepth 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
| WIP | FCO | Difference | |
|---|---|---|---|
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% |