WLDR vs. VTV

Last updated Jun 24, 2026

WLDR (Affinity World Leaders Equity ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - WLDR is a Global Equities fund tracking the Thomson Reuters StarMine Affinity World Leaders Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 5 years, WLDR returned 18.91%/yr vs 12.22%/yr for VTV. A 0.72 correlation means they provide meaningful diversification when combined. WLDR charges 0.67%/yr vs 0.04%/yr for VTV.

Performance

WLDR vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, WLDR achieves a 30.43% return, which is significantly higher than VTV's 14.47% return.

WLDR

• 1D: -1.77%
• 1M: 6.66%
• YTD: 30.43%
• 6M: 29.99%
• 1Y: 55.53%
• 3Y*: 31.99%
• 5Y*: 18.91%
• 10Y*: —

VTV

• 1D: -0.56%
• 1M: 3.10%
• YTD: 14.47%
• 6M: 13.93%
• 1Y: 27.19%
• 3Y*: 18.66%
• 5Y*: 12.22%
• 10Y*: 12.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WLDR vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WLDR Affinity World Leaders Equity ETF	30.43%	31.24%	22.74%	18.93%	-10.44%	26.77%	-1.93%	21.54%	-18.38%
VTV Vanguard Value ETF	14.47%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-8.39%

Correlation

The correlation between WLDR and VTV is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jan 17, 2018	0.72

The correlation between WLDR and VTV shifts across timeframes, from 0.66 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

WLDR vs. VTV - Sectors Allocation Comparison

Sectors	WLDR	VTV
Technology	37.0%	16.4%
Financial Services	12.2%	21.5%
Communication Services	10.1%	3.1%
Industrials	8.1%	13.9%
Healthcare	8.0%	14.1%
Consumer Defensive	7.9%	8.9%
Consumer Cyclical	5.9%	4.0%
Energy	3.8%	7.4%
Basic Materials	3.1%	3.0%
Utilities	2.4%	4.8%
Real Estate	1.6%	2.7%

Return for Risk

WLDR vs. VTV — Risk / Return Rank

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

WLDR

WLDR Risk / Return Rank: 93
WLDR Sharpe Ratio Rank: 94
WLDR Sortino Ratio Rank: 94
WLDR Omega Ratio Rank: 92
WLDR Calmar Ratio Rank: 93
WLDR Martin Ratio Rank: 94

VTV

VTV Risk / Return Rank: 84
VTV Sharpe Ratio Rank: 85
VTV Sortino Ratio Rank: 87
VTV Omega Ratio Rank: 82
VTV Calmar Ratio Rank: 83
VTV Martin Ratio Rank: 83

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Affinity World Leaders Equity ETF (WLDR) and Vanguard Value ETF (VTV). 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.

	WLDR	VTV	Difference
Sharpe ratio: Return per unit of total volatility	3.46	2.63	+0.82
Sortino ratio: Return per unit of downside risk	4.52	3.75	+0.77
Omega ratio: Gain probability vs. loss probability	1.58	1.47	+0.11
Calmar ratio: Return relative to maximum drawdown	6.30	4.30	+2.00
Martin ratio: Return relative to average drawdown	24.45	16.20	+8.24

WLDR vs. VTV - Sharpe Ratio Comparison

The current WLDR Sharpe Ratio is 3.46, which is higher than the VTV Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of WLDR and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WLDR vs. VTV - Drawdown Comparison

The maximum WLDR drawdown since its inception was -44.69%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for WLDR and VTV.

Drawdown Indicators

	WLDR	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-44.69%	-59.27%	+14.58%
Max Drawdown (1Y) Largest decline over 1 year	-8.86%	-6.35%	-2.51%
Max Drawdown (3Y) Largest decline over 3 years	-20.30%	-14.52%	-5.78%
Max Drawdown (5Y) Largest decline over 5 years	-23.77%	-17.04%	-6.73%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	-1.85%	-0.56%	-1.29%
Average Drawdown Average peak-to-trough decline	-8.59%	-7.85%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	1.68%	+0.60%

Volatility

WLDR vs. VTV - Volatility Comparison

Affinity World Leaders Equity ETF (WLDR) has a higher volatility of 7.60% compared to Vanguard Value ETF (VTV) at 3.41%. This indicates that WLDR's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLDR	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.60%	3.41%	+4.19%
Volatility (6M) Calculated over the trailing 6-month period	13.29%	7.85%	+5.44%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	10.39%	+5.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	13.88%	+3.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.00%	16.65%	+4.35%

WLDR vs. VTV - Expense Ratio Comparison

WLDR has a 0.67% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

WLDR vs. VTV - Dividend Comparison

WLDR's dividend yield for the trailing twelve months is around 7.13%, more than VTV's 1.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
WLDR Affinity World Leaders Equity ETF	7.13%	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

Can I hold both WLDR and VTV in my portfolio?

WLDR and VTV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WLDR or VTV?

WLDR has higher volatility (7.60%) compared to VTV (3.41%). In terms of maximum drawdown, WLDR dropped -44.69% vs VTV's -59.27%.

Which ETF is better, WLDR or VTV?

On 5-year performance, WLDR leads with 18.91% vs 12.22% for VTV. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WLDR or VTV?

Over the 5-year period, WLDR has performed better with a 18.91% return vs 12.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WLDR or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.67% for WLDR.

Which ETF pays a higher dividend yield, WLDR or VTV?

WLDR has the higher dividend yield at 7.13%, compared with 1.83% for VTV.

What is the main difference between WLDR and VTV?

WLDR is categorized as Global Equities, while VTV is Large Cap Value Equities. WLDR tracks Thomson Reuters StarMine Affinity World Leaders Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: Regents Park Funds and Vanguard. Their fees differ too: 0.67% for WLDR and 0.04% for VTV.

Which has better risk-adjusted returns?

WLDR currently has the higher Sharpe Ratio (3.46 vs 2.63), 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.