WKL.AS vs. WFSPX
Compare and contrast key facts about Wolters Kluwer N.V. (WKL.AS) and iShares S&P 500 Index Fund (WFSPX).
WFSPX is managed by Blackrock. It was launched on Jul 30, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WKL.AS or WFSPX.
Performance
WKL.AS vs. WFSPX - Performance Comparison
Returns By Period
In the year-to-date period, WKL.AS achieves a 21.39% return, which is significantly lower than WFSPX's 24.93% return. Over the past 10 years, WKL.AS has outperformed WFSPX with an annualized return of 23.11%, while WFSPX has yielded a comparatively lower 12.80% annualized return.
WKL.AS
21.39%
-3.18%
5.23%
27.54%
20.74%
23.11%
WFSPX
24.93%
0.60%
11.66%
32.16%
15.22%
12.80%
Key characteristics
| WKL.AS | WFSPX | |
|---|---|---|
| Sharpe Ratio | 1.62 | 2.64 |
| Sortino Ratio | 2.15 | 3.53 |
| Omega Ratio | 1.29 | 1.49 |
| Calmar Ratio | 3.97 | 3.83 |
| Martin Ratio | 9.66 | 17.24 |
| Ulcer Index | 2.67% | 1.88% |
| Daily Std Dev | 15.86% | 12.27% |
| Max Drawdown | -80.22% | -89.72% |
| Current Drawdown | -5.09% | -1.75% |
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Correlation
The correlation between WKL.AS and WFSPX is 0.25, 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.
Risk-Adjusted Performance
WKL.AS vs. WFSPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer N.V. (WKL.AS) and iShares S&P 500 Index Fund (WFSPX). 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
WKL.AS vs. WFSPX - Dividend Comparison
WKL.AS's dividend yield for the trailing twelve months is around 1.42%, more than WFSPX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WKL.AS Wolters Kluwer N.V. | 1.42% | 1.48% | 1.70% | 1.38% | 1.82% | 1.58% | 1.92% | 1.84% | 2.21% | 2.87% | 2.76% | 3.33% |
WFSPX iShares S&P 500 Index Fund | 1.22% | 1.44% | 1.69% | 1.25% | 1.55% | 1.99% | 2.03% | 1.74% | 2.07% | 1.95% | 1.84% | 1.70% |
Drawdowns
WKL.AS vs. WFSPX - Drawdown Comparison
The maximum WKL.AS drawdown since its inception was -80.22%, smaller than the maximum WFSPX drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for WKL.AS and WFSPX. For additional features, visit the drawdowns tool.
Volatility
WKL.AS vs. WFSPX - Volatility Comparison
Wolters Kluwer N.V. (WKL.AS) has a higher volatility of 6.91% compared to iShares S&P 500 Index Fund (WFSPX) at 4.05%. This indicates that WKL.AS's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.