WLDR vs. TLTD
Compare and contrast key facts about Affinity World Leaders Equity ETF (WLDR) and FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD).
WLDR and TLTD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLDR is a passively managed fund by Regents Park Funds that tracks the performance of the Thomson Reuters StarMine Affinity World Leaders Index. It was launched on Jan 16, 2018. TLTD is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Developed Markets ex-US Factor Tilt Index. It was launched on Sep 28, 2012. Both WLDR and TLTD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WLDR vs. TLTD - Performance Comparison
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WLDR vs. TLTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WLDR Affinity World Leaders Equity ETF | 4.74% | 31.24% | 22.74% | 18.93% | -10.44% | 26.77% | -1.93% | 21.54% | -20.28% |
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 1.50% | 39.69% | 4.78% | 17.19% | -13.74% | 12.84% | 4.21% | 21.26% | -21.31% |
Returns By Period
In the year-to-date period, WLDR achieves a 4.74% return, which is significantly higher than TLTD's 1.50% return.
WLDR
- 1D
- 3.02%
- 1M
- -5.50%
- YTD
- 4.74%
- 6M
- 8.72%
- 1Y
- 40.45%
- 3Y*
- 24.21%
- 5Y*
- 15.07%
- 10Y*
- —
TLTD
- 1D
- 3.03%
- 1M
- -8.32%
- YTD
- 1.50%
- 6M
- 7.64%
- 1Y
- 30.17%
- 3Y*
- 17.62%
- 5Y*
- 9.49%
- 10Y*
- 9.23%
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WLDR vs. TLTD - Expense Ratio Comparison
WLDR has a 0.67% expense ratio, which is higher than TLTD's 0.39% expense ratio.
Return for Risk
WLDR vs. TLTD — Risk / Return Rank
WLDR
TLTD
WLDR vs. TLTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Affinity World Leaders Equity ETF (WLDR) and FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD). 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.
| WLDR | TLTD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 1.78 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.81 | 2.40 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.44 | +0.60 |
Martin ratioReturn relative to average drawdown | 14.50 | 9.90 | +4.60 |
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
| WLDR | TLTD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.78 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.60 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Correlation
The correlation between WLDR and TLTD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WLDR vs. TLTD - Dividend Comparison
WLDR's dividend yield for the trailing twelve months is around 8.72%, more than TLTD's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 3.29% | 3.44% | 3.88% | 3.39% | 2.76% | 3.44% | 2.04% | 3.46% | 3.16% | 2.71% | 2.93% | 2.56% |
Drawdowns
WLDR vs. TLTD - Drawdown Comparison
The maximum WLDR drawdown since its inception was -44.69%, which is greater than TLTD's maximum drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for WLDR and TLTD.
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Drawdown Indicators
| WLDR | TLTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.69% | -40.62% | -4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -12.11% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -28.96% | +5.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.62% | — |
Current DrawdownCurrent decline from peak | -6.11% | -8.61% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -7.74% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.98% | -0.19% |
Volatility
WLDR vs. TLTD - Volatility Comparison
The current volatility for Affinity World Leaders Equity ETF (WLDR) is 6.81%, while FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) has a volatility of 7.39%. This indicates that WLDR experiences smaller price fluctuations and is considered to be less risky than TLTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WLDR | TLTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 7.39% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.45% | 10.96% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 17.02% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 15.84% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 16.76% | +4.23% |