WLDS vs. VTWO

Last updated Apr 2, 2026

Compare and contrast key facts about Wearable Devices Ltd. (WLDS) and Vanguard Russell 2000 ETF (VTWO).

VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010.

Performance

WLDS vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wearable Devices Ltd. (WLDS) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

WLDS vs. VTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WLDS Wearable Devices Ltd.	-57.31%	-86.93%	-68.31%	-21.18%	-84.69%
VTWO Vanguard Russell 2000 ETF	1.54%	12.90%	11.55%	17.08%	-3.40%

Returns By Period

In the year-to-date period, WLDS achieves a -57.31% return, which is significantly lower than VTWO's 1.54% return.

WLDS

• 1D: 1.39%
• 1M: -35.11%
• YTD: -57.31%
• 6M: -90.29%
• 1Y: -74.52%
• 3Y*: -77.23%
• 5Y*: —
• 10Y*: —

VTWO

• 1D: 0.62%
• 1M: -5.23%
• YTD: 1.54%
• 6M: 3.49%
• 1Y: 26.61%
• 3Y*: 13.37%
• 5Y*: 3.63%
• 10Y*: 9.96%

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

Return for Risk

WLDS vs. VTWO — Risk / Return Rank

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

WLDS

WLDS Risk / Return Rank: 44
WLDS Sharpe Ratio Rank: 32
WLDS Sortino Ratio Rank: 82
WLDS Omega Ratio Rank: 73
WLDS Calmar Ratio Rank: 13
WLDS Martin Ratio Rank: 20

VTWO

VTWO Risk / Return Rank: 65
VTWO Sharpe Ratio Rank: 63
VTWO Sortino Ratio Rank: 65
VTWO Omega Ratio Rank: 56
VTWO Calmar Ratio Rank: 72
VTWO Martin Ratio Rank: 68

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.

WLDS vs. VTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wearable Devices Ltd. (WLDS) and Vanguard Russell 2000 ETF (VTWO). 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.

	WLDS	VTWO	Difference
Sharpe ratio Return per unit of total volatility	-0.17	1.15	-1.32
Sortino ratio Return per unit of downside risk	2.27	1.70	+0.56
Omega ratio Gain probability vs. loss probability	1.24	1.22	+0.02
Calmar ratio Return relative to maximum drawdown	-0.77	1.91	-2.69
Martin ratio Return relative to average drawdown	-1.12	7.12	-8.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WLDS vs. VTWO - Sharpe Ratio Comparison

The current WLDS Sharpe Ratio is -0.17, which is lower than the VTWO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of WLDS and VTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WLDS	VTWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.17	1.15	-1.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.29	0.48	-0.77

Correlation

The correlation between WLDS and VTWO is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WLDS vs. VTWO - Dividend Comparison

WLDS has not paid dividends to shareholders, while VTWO's dividend yield for the trailing twelve months is around 1.25%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WLDS Wearable Devices Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTWO Vanguard Russell 2000 ETF	1.25%	1.25%	1.21%	1.45%	1.48%	1.13%	0.92%	1.36%	1.41%	1.18%	1.27%	1.23%

Drawdowns

WLDS vs. VTWO - Drawdown Comparison

The maximum WLDS drawdown since its inception was -99.83%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for WLDS and VTWO.

Drawdown Indicators

	WLDS	VTWO	Difference
Max Drawdown Largest peak-to-trough decline	-99.83%	-41.19%	-58.64%
Max Drawdown (1Y) Largest decline over 1 year	-95.75%	-13.90%	-81.85%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.19%	—
Current Drawdown Current decline from peak	-99.79%	-7.29%	-92.50%
Average Drawdown Average peak-to-trough decline	-85.80%	-8.47%	-77.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	65.87%	3.74%	+62.13%

Volatility

WLDS vs. VTWO - Volatility Comparison

Wearable Devices Ltd. (WLDS) has a higher volatility of 29.73% compared to Vanguard Russell 2000 ETF (VTWO) at 7.38%. This indicates that WLDS's price experiences larger fluctuations and is considered to be riskier than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLDS	VTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.73%	7.38%	+22.35%
Volatility (6M) Calculated over the trailing 6-month period	72.58%	14.44%	+58.14%
Volatility (1Y) Calculated over the trailing 1-year period	431.59%	23.29%	+408.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	281.52%	22.49%	+259.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	281.52%	23.04%	+258.48%