WLDR vs. URTH
Compare and contrast key facts about Affinity World Leaders Equity ETF (WLDR) and iShares MSCI World ETF (URTH).
WLDR and URTH 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 17, 2018. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both WLDR and URTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WLDR or URTH.
Key characteristics
| WLDR | URTH | |
|---|---|---|
| YTD Return | 27.90% | 20.64% |
| 1Y Return | 38.74% | 31.67% |
| 3Y Return (Ann) | 11.30% | 7.16% |
| 5Y Return (Ann) | 12.27% | 12.64% |
| Sharpe Ratio | 2.98 | 2.69 |
| Sortino Ratio | 4.10 | 3.65 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 4.82 | 3.85 |
| Martin Ratio | 17.91 | 17.22 |
| Ulcer Index | 2.24% | 1.84% |
| Daily Std Dev | 13.46% | 11.80% |
| Max Drawdown | -44.69% | -34.01% |
| Current Drawdown | -0.43% | -0.67% |
Correlation
The correlation between WLDR and URTH is 0.71, 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.
Performance
WLDR vs. URTH - Performance Comparison
In the year-to-date period, WLDR achieves a 27.90% return, which is significantly higher than URTH's 20.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WLDR vs. URTH - Expense Ratio Comparison
WLDR has a 0.67% expense ratio, which is higher than URTH's 0.24% expense ratio.
Risk-Adjusted Performance
WLDR vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Affinity World Leaders Equity ETF (WLDR) and iShares MSCI World ETF (URTH). 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
WLDR vs. URTH - Dividend Comparison
WLDR's dividend yield for the trailing twelve months is around 1.77%, more than URTH's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WLDR Affinity World Leaders Equity ETF | 1.77% | 2.28% | 2.09% | 7.56% | 1.80% | 2.48% | 2.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.43% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Drawdowns
WLDR vs. URTH - Drawdown Comparison
The maximum WLDR drawdown since its inception was -44.69%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for WLDR and URTH. For additional features, visit the drawdowns tool.
Volatility
WLDR vs. URTH - Volatility Comparison
Affinity World Leaders Equity ETF (WLDR) has a higher volatility of 5.77% compared to iShares MSCI World ETF (URTH) at 3.41%. This indicates that WLDR's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.