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WLDR vs. PWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WLDR vs. PWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Affinity World Leaders Equity ETF (WLDR) and Invesco Dynamic Large Cap Value ETF (PWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WLDR achieves a 29.78% return, which is significantly higher than PWV's 18.38% return.


WLDR

1D
-0.20%
1M
1.35%
6M
25.70%
YTD
29.78%
1Y
50.96%
3Y*
30.20%
5Y*
18.46%
10Y*

PWV

1D
0.24%
1M
3.10%
6M
16.12%
YTD
18.38%
1Y
28.07%
3Y*
21.08%
5Y*
14.39%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLDR vs. PWV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WLDR
Affinity World Leaders Equity ETF
29.78%31.24%22.74%18.93%-10.44%26.77%-1.93%21.54%-18.38%
PWV
Invesco Dynamic Large Cap Value ETF
18.38%19.65%14.48%10.36%-1.16%29.06%-3.77%29.84%-15.02%

Correlation

The correlation between WLDR and PWV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

0.67

Over the past year, the correlation between WLDR and PWV has dropped to 0.36 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

WLDR vs. PWV — Risk / Return Rank

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

WLDR
WLDR Risk / Return Rank: 9494
Overall Rank
WLDR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WLDR Sortino Ratio Rank: 9494
Sortino Ratio Rank
WLDR Omega Ratio Rank: 9292
Omega Ratio Rank
WLDR Calmar Ratio Rank: 9494
Calmar Ratio Rank
WLDR Martin Ratio Rank: 9494
Martin Ratio Rank

PWV
PWV Risk / Return Rank: 9494
Overall Rank
PWV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 9494
Sortino Ratio Rank
PWV Omega Ratio Rank: 9292
Omega Ratio Rank
PWV Calmar Ratio Rank: 9595
Calmar Ratio Rank
PWV Martin Ratio Rank: 9595
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. PWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Affinity World Leaders Equity ETF (WLDR) and Invesco Dynamic Large Cap Value ETF (PWV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WLDRPWVDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.50

1.50

0.00

Calmar ratioReturn relative to maximum drawdown

5.66

6.74

-1.08

Martin ratioReturn relative to average drawdown

21.25

23.27

-2.02

WLDR vs. PWV - Sharpe Ratio Comparison

The current WLDR Sharpe Ratio is 2.96, which is comparable to the PWV Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of WLDR and PWV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WLDR vs. PWV - Drawdown Comparison

The maximum WLDR drawdown since its inception was -44.69%, smaller than the maximum PWV drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for WLDR and PWV.


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Drawdown Indicators


WLDRPWVDifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-49.04%

+4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-4.05%

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-20.30%

-14.31%

-5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-16.36%

-7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

Current Drawdown

Current decline from peak

-2.35%

-0.49%

-1.86%

Average Drawdown

Average peak-to-trough decline

-8.55%

-9.46%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.18%

+1.18%

Volatility

WLDR vs. PWV - Volatility Comparison

Affinity World Leaders Equity ETF (WLDR) has a higher volatility of 7.56% compared to Invesco Dynamic Large Cap Value ETF (PWV) at 3.77%. This indicates that WLDR's price experiences larger fluctuations and is considered to be riskier than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WLDRPWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

3.77%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

7.26%

+6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

9.73%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

14.32%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

17.12%

+3.91%

WLDR vs. PWV - Expense Ratio Comparison

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


Dividends

WLDR vs. PWV - Dividend Comparison

WLDR's dividend yield for the trailing twelve months is around 7.17%, more than PWV's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
PWV
Invesco Dynamic Large Cap Value ETF
1.70%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%
WLDR
Affinity World Leaders Equity ETF
7.17%9.01%13.99%2.28%2.10%7.55%1.80%2.48%2.82%0.00%0.00%0.00%

Frequently Asked Questions


WLDR and PWV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WLDR has higher volatility (7.56%) compared to PWV (3.77%). In terms of maximum drawdown, WLDR dropped -44.69% vs PWV's -49.04%.

On 5-year performance, WLDR leads with 18.46% vs 14.39% for PWV. On fees, PWV is cheaper at 0.58% per year. On volatility, PWV has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, WLDR has performed better with a 18.46% return vs 14.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PWV is cheaper with a 0.58% expense ratio, compared with 0.67% for WLDR.

WLDR has the higher dividend yield at 7.17%, compared with 1.70% for PWV.

WLDR is categorized as Global Equities, while PWV is Large Cap Value Equities. WLDR tracks Thomson Reuters StarMine Affinity World Leaders Index, while PWV tracks Dynamic Large Cap Value Intellidex Index (AMEX). They also come from different issuers: Regents Park Funds and Invesco. Their fees differ too: 0.67% for WLDR and 0.58% for PWV.

WLDR currently has the higher Sharpe Ratio (2.96 vs 2.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for WLDR and PWV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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