WLDR vs. VXUS

Last updated Jun 3, 2026

WLDR (Affinity World Leaders Equity ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - WLDR tracks the Thomson Reuters StarMine Affinity World Leaders Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 5 years, WLDR returned 18.51%/yr vs 8.88%/yr for VXUS. A 0.72 correlation means they provide meaningful diversification when combined. WLDR charges 0.67%/yr vs 0.05%/yr for VXUS.

Performance

WLDR vs. VXUS - Performance Comparison

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

Returns By Period

In the year-to-date period, WLDR achieves a 31.09% return, which is significantly higher than VXUS's 15.39% return.

WLDR

• 1D: -0.28%
• 1M: 13.39%
• YTD: 31.09%
• 6M: 37.06%
• 1Y: 60.09%
• 3Y*: 33.25%
• 5Y*: 18.51%
• 10Y*: —

VXUS

• 1D: 0.75%
• 1M: 4.81%
• YTD: 15.39%
• 6M: 18.56%
• 1Y: 32.67%
• 3Y*: 19.70%
• 5Y*: 8.88%
• 10Y*: 9.86%

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

WLDR vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WLDR Affinity World Leaders Equity ETF	31.09%	31.24%	22.74%	18.93%	-10.44%	26.77%	-1.93%	21.54%	-20.28%
VXUS Vanguard Total International Stock ETF	15.39%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-18.65%

Correlation

The correlation between WLDR and VXUS is 0.71, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018	0.72

The correlation between WLDR and VXUS has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

WLDR vs. VXUS - Sectors Allocation Comparison

Sectors	WLDR	VXUS
Technology	29.9%	18.1%
Financial Services	13.4%	22.3%
Communication Services	10.9%	4.4%
Consumer Defensive	9.1%	5.0%
Healthcare	9.1%	7.1%
Industrials	8.6%	16.1%
Consumer Cyclical	6.2%	8.4%
Energy	4.7%	5.2%
Basic Materials	3.5%	7.6%
Utilities	2.7%	3.2%
Real Estate	1.9%	2.6%

Return for Risk

WLDR vs. VXUS — Risk / Return Rank

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

WLDR

WLDR Risk / Return Rank: 94
WLDR Sharpe Ratio Rank: 95
WLDR Sortino Ratio Rank: 95
WLDR Omega Ratio Rank: 94
WLDR Calmar Ratio Rank: 93
WLDR Martin Ratio Rank: 94

VXUS

VXUS Risk / Return Rank: 63
VXUS Sharpe Ratio Rank: 64
VXUS Sortino Ratio Rank: 63
VXUS Omega Ratio Rank: 65
VXUS Calmar Ratio Rank: 60
VXUS Martin Ratio Rank: 65

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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Affinity World Leaders Equity ETF (WLDR) and Vanguard Total International Stock ETF (VXUS). 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	VXUS	Difference
Sharpe ratio Return per unit of total volatility	4.04	2.16	+1.88
Sortino ratio Return per unit of downside risk	5.33	2.96	+2.37
Omega ratio Gain probability vs. loss probability	1.69	1.40	+0.29
Calmar ratio Return relative to maximum drawdown	6.84	3.02	+3.82
Martin ratio Return relative to average drawdown	27.78	11.82	+15.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WLDR vs. VXUS - Sharpe Ratio Comparison

The current WLDR Sharpe Ratio is 4.04, which is higher than the VXUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WLDR and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WLDR	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.04	2.16	+1.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	0.56	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.39	+0.22

Drawdowns

WLDR vs. VXUS - Drawdown Comparison

The maximum WLDR drawdown since its inception was -44.69%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for WLDR and VXUS.

Drawdown Indicators

	WLDR	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-44.69%	-35.97%	-8.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.86%	-11.27%	+2.41%
Max Drawdown (3Y) Largest decline over 3 years	-20.30%	-13.58%	-6.72%
Max Drawdown (5Y) Largest decline over 5 years	-23.77%	-29.44%	+5.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-0.28%	0.00%	-0.28%
Average Drawdown Average peak-to-trough decline	-8.63%	-8.22%	-0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.88%	-0.70%

Volatility

WLDR vs. VXUS - Volatility Comparison

Affinity World Leaders Equity ETF (WLDR) and Vanguard Total International Stock ETF (VXUS) have volatilities of 5.35% and 5.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLDR	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	5.57%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	12.06%	12.97%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	14.94%	15.19%	-0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	16.04%	+1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.94%	17.16%	+3.78%

WLDR vs. VXUS - Expense Ratio Comparison

WLDR has a 0.67% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

WLDR vs. VXUS - Dividend Comparison

WLDR's dividend yield for the trailing twelve months is around 6.97%, more than VXUS's 2.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VXUS Vanguard Total International Stock ETF	2.63%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
WLDR Affinity World Leaders Equity ETF	6.97%	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 VXUS in my portfolio?

WLDR and VXUS have a correlation of 0.71, 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 VXUS?

VXUS has higher volatility (5.57%) compared to WLDR (5.35%). In terms of maximum drawdown, WLDR dropped -44.69% vs VXUS's -35.97%.

Which ETF is better, WLDR or VXUS?

On 5-year performance, WLDR leads with 18.51% vs 8.88% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, WLDR has been the lower-risk option at 5.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WLDR or VXUS?

Over the 5-year period, WLDR has performed better with a 18.51% return vs 8.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WLDR or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.67% for WLDR.

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

WLDR has the higher dividend yield at 6.97%, compared with 2.63% for VXUS.

What is the main difference between WLDR and VXUS?

WLDR tracks Thomson Reuters StarMine Affinity World Leaders Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Regents Park Funds and Vanguard. Their fees differ too: 0.67% for WLDR and 0.05% for VXUS.

Which has better risk-adjusted returns?

WLDR currently has the higher Sharpe Ratio (4.04 vs 2.16), 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.