WMT vs. GERD.DE
WMT (Walmart Inc.) is a stock, while GERD.DE (L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc) is Global Equities fund tracking the Solactive Gerd Kommer Multifactor Equity. Over the past year, WMT returned 29.00% vs 27.94% for GERD.DE. At a 0.05 correlation, their price movements are largely independent.
Performance
WMT vs. GERD.DE - Performance Comparison
Loading charts...
Different Trading Currencies
WMT is traded in USD, while GERD.DE is traded in EUR. To make them comparable, the GERD.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WMT achieves a 8.88% return, which is significantly lower than GERD.DE's 13.08% return.
WMT
- 1D
- -0.18%
- 1M
- -8.09%
- YTD
- 8.88%
- 6M
- 3.86%
- 1Y
- 29.00%
- 3Y*
- 34.03%
- 5Y*
- 23.01%
- 10Y*
- 19.75%
GERD.DE
- 1D
- -0.07%
- 1M
- 3.84%
- YTD
- 13.08%
- 6M
- 14.27%
- 1Y
- 27.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMT vs. GERD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WMT Walmart Inc. | 8.88% | 24.49% | 73.99% | 3.01% |
GERD.DE L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc | 13.08% | 24.47% | 11.76% | 8.28% |
Correlation
The correlation between WMT and GERD.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2023 | 0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WMT vs. GERD.DE — Risk / Return Rank
WMT
GERD.DE
WMT vs. GERD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). 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.
| WMT | GERD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.14 | -1.29 |
| Martin ratioReturn relative to average drawdown | 5.84 | 12.54 | -6.71 |
Loading charts...
Drawdowns
WMT vs. GERD.DE - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than GERD.DE's maximum drawdown of -15.30%. Use the drawdown chart below to compare losses from any high point for WMT and GERD.DE.
Loading charts...
Drawdown Indicators
| WMT | GERD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -15.30% | -61.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -8.95% | -6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | — | — |
Current DrawdownCurrent decline from peak | -9.97% | -0.36% | -9.61% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -1.93% | -12.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 2.24% | +2.74% |
Volatility
WMT vs. GERD.DE - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 9.79% compared to L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) at 3.65%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than GERD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WMT | GERD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 3.65% | +6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 18.38% | 9.91% | +8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.69% | 12.81% | +10.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 13.78% | +7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 13.78% | +7.95% |
Dividends
WMT vs. GERD.DE - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, while GERD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GERD.DE L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
WMT and GERD.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for WMT and GERD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer