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WLDR vs. OPPE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WLDR vs. OPPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Affinity World Leaders Equity ETF (WLDR) and WisdomTree European Opportunities Fund (OPPE). The values are adjusted to include any dividend payments, if applicable.

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WLDR vs. OPPE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WLDR
Affinity World Leaders Equity ETF
4.74%31.24%22.74%18.93%-10.44%26.77%-1.93%21.54%-20.28%
OPPE
WisdomTree European Opportunities Fund
4.74%38.80%10.42%19.80%-11.14%23.52%-2.92%28.60%-16.87%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with WLDR at 4.74% and OPPE at 4.74%.


WLDR

1D
3.02%
1M
-5.50%
YTD
4.74%
6M
8.72%
1Y
40.45%
3Y*
24.21%
5Y*
15.07%
10Y*

OPPE

1D
2.89%
1M
-4.05%
YTD
4.74%
6M
10.31%
1Y
31.19%
3Y*
20.96%
5Y*
13.48%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WLDR vs. OPPE - Expense Ratio Comparison

WLDR has a 0.67% expense ratio, which is higher than OPPE's 0.58% expense ratio.


Return for Risk

WLDR vs. OPPE — Risk / Return Rank

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

WLDR
WLDR Risk / Return Rank: 9393
Overall Rank
WLDR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WLDR Sortino Ratio Rank: 9393
Sortino Ratio Rank
WLDR Omega Ratio Rank: 9393
Omega Ratio Rank
WLDR Calmar Ratio Rank: 9090
Calmar Ratio Rank
WLDR Martin Ratio Rank: 9494
Martin Ratio Rank

OPPE
OPPE Risk / Return Rank: 8787
Overall Rank
OPPE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
OPPE Sortino Ratio Rank: 8787
Sortino Ratio Rank
OPPE Omega Ratio Rank: 8989
Omega Ratio Rank
OPPE Calmar Ratio Rank: 8585
Calmar Ratio Rank
OPPE Martin Ratio Rank: 8989
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.

WLDR vs. OPPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Affinity World Leaders Equity ETF (WLDR) and WisdomTree European Opportunities Fund (OPPE). 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.


WLDROPPEDifference

Sharpe ratio

Return per unit of total volatility

2.15

1.70

+0.45

Sortino ratio

Return per unit of downside risk

2.81

2.38

+0.43

Omega ratio

Gain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratio

Return relative to maximum drawdown

3.04

2.51

+0.53

Martin ratio

Return relative to average drawdown

14.50

11.27

+3.23

WLDR vs. OPPE - Sharpe Ratio Comparison

The current WLDR Sharpe Ratio is 2.15, which is comparable to the OPPE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of WLDR and OPPE, 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


WLDROPPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.70

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.88

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.62

-0.14

Correlation

The correlation between WLDR and OPPE is 0.65, 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

WLDR vs. OPPE - Dividend Comparison

WLDR's dividend yield for the trailing twelve months is around 8.72%, more than OPPE's 2.93% yield.


TTM20252024202320222021202020192018201720162015
WLDR
Affinity World Leaders Equity ETF
8.72%9.01%13.99%2.28%2.10%7.55%1.80%2.48%2.82%0.00%0.00%0.00%
OPPE
WisdomTree European Opportunities Fund
2.93%2.95%3.99%3.53%5.13%2.39%3.42%3.08%2.34%1.46%2.60%4.39%

Drawdowns

WLDR vs. OPPE - Drawdown Comparison

The maximum WLDR drawdown since its inception was -44.69%, which is greater than OPPE's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for WLDR and OPPE.


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Drawdown Indicators


WLDROPPEDifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-39.28%

-5.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-11.85%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-24.49%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

-6.11%

-4.58%

-1.53%

Average Drawdown

Average peak-to-trough decline

-8.79%

-5.53%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.64%

+0.15%

Volatility

WLDR vs. OPPE - Volatility Comparison

Affinity World Leaders Equity ETF (WLDR) and WisdomTree European Opportunities Fund (OPPE) have volatilities of 6.81% and 6.96%, 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


WLDROPPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

6.96%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

10.05%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

18.46%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

15.33%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.99%

17.10%

+3.89%