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WLDR vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WLDR and VTV is 0.70, 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.


-0.50.00.51.00.7

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.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
60.67%
83.39%
WLDR
VTV

Key characteristics

Sharpe Ratio

WLDR:

1.91

VTV:

1.77

Sortino Ratio

WLDR:

2.66

VTV:

2.51

Omega Ratio

WLDR:

1.35

VTV:

1.32

Calmar Ratio

WLDR:

3.27

VTV:

2.46

Martin Ratio

WLDR:

11.25

VTV:

9.75

Ulcer Index

WLDR:

2.42%

VTV:

1.88%

Daily Std Dev

WLDR:

14.21%

VTV:

10.36%

Max Drawdown

WLDR:

-44.69%

VTV:

-59.27%

Current Drawdown

WLDR:

-4.38%

VTV:

-6.37%

Returns By Period

In the year-to-date period, WLDR achieves a 25.22% return, which is significantly higher than VTV's 15.96% return.


WLDR

YTD

25.22%

1M

-1.66%

6M

10.24%

1Y

25.50%

5Y*

10.87%

10Y*

N/A

VTV

YTD

15.96%

1M

-4.74%

6M

6.38%

1Y

16.73%

5Y*

9.98%

10Y*

9.89%

Compare stocks, funds, or ETFs

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WLDR vs. VTV - Expense Ratio Comparison

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


WLDR
Affinity World Leaders Equity ETF
Expense ratio chart for WLDR: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

WLDR vs. VTV - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WLDR, currently valued at 1.91, compared to the broader market0.002.004.001.911.77
The chart of Sortino ratio for WLDR, currently valued at 2.66, compared to the broader market-2.000.002.004.006.008.0010.002.662.51
The chart of Omega ratio for WLDR, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.32
The chart of Calmar ratio for WLDR, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.272.46
The chart of Martin ratio for WLDR, currently valued at 11.25, compared to the broader market0.0020.0040.0060.0080.00100.0011.259.75
WLDR
VTV

The current WLDR Sharpe Ratio is 1.91, which is comparable to the VTV Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of WLDR and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
1.77
WLDR
VTV

Dividends

WLDR vs. VTV - Dividend Comparison

WLDR's dividend yield for the trailing twelve months is around 13.72%, more than VTV's 1.72% yield.


TTM20232022202120202019201820172016201520142013
WLDR
Affinity World Leaders Equity ETF
13.72%2.28%2.09%7.56%1.80%2.48%2.83%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF
1.72%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.38%
-6.37%
WLDR
VTV

Volatility

WLDR vs. VTV - Volatility Comparison

Affinity World Leaders Equity ETF (WLDR) has a higher volatility of 5.38% compared to Vanguard Value ETF (VTV) at 3.63%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.38%
3.63%
WLDR
VTV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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