WSGE vs. IVAL
WSGE (Warren Street Global Equity ETF) and IVAL (Alpha Architect International Quantitative Value ETF) are both exchange-traded funds - WSGE is a Global Equities fund actively managed by Alpha Architect, while IVAL is a Foreign Large Cap Equities fund actively managed by Alpha Architect. Both are actively managed. Their 0.65 correlation means they have sometimes moved together and sometimes differently. WSGE charges 0.80%/yr vs 0.39%/yr for IVAL.
Performance
WSGE vs. IVAL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WSGE achieves a 11.90% return, which is significantly lower than IVAL's 16.85% return.
WSGE
- 1D
- 0.16%
- 1M
- 0.07%
- 6M
- 8.66%
- YTD
- 11.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IVAL
- 1D
- -2.03%
- 1M
- 4.21%
- 6M
- 9.40%
- YTD
- 16.85%
- 1Y
- 34.16%
- 3Y*
- 18.08%
- 5Y*
- 9.92%
- 10Y*
- 8.16%
- ALL TIME*
- 6.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $389.83K | $422.74K | $617.49K | |
| $11.25K | $8.63K | $43.18K |
WSGE vs. IVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WSGE Warren Street Global Equity ETF | 11.90% | 0.11% |
IVAL Alpha Architect International Quantitative Value ETF | 16.85% | 3.19% |
Correlation
The correlation between WSGE and IVAL is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.65 |
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
WSGE vs. IVAL — Risk / Return Rank
WSGE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IVAL
WSGE vs. IVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) and Alpha Architect International Quantitative Value ETF (IVAL). 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.
| WSGE | IVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.14 | — |
| Martin ratioReturn relative to average drawdown | — | 10.25 | — |
Loading charts...
Drawdowns
WSGE vs. IVAL - Drawdown Comparison
The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum IVAL drawdown of -46.09%. Use the drawdown chart below to compare losses from any high point for WSGE and IVAL.
Loading charts...
Drawdown Indicators
| WSGE | IVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -46.09% | +36.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.24% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.09% | — |
Current DrawdownCurrent decline from peak | -1.00% | -2.03% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -11.88% | +10.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.44% | — |
Volatility
WSGE vs. IVAL - Volatility Comparison
Loading charts...
Volatility by Period
| WSGE | IVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.97% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.96% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.53% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 17.78% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 18.61% | -3.31% |
WSGE vs. IVAL - Expense Ratio Comparison
WSGE has a 0.80% expense ratio, which is higher than IVAL's 0.39% expense ratio.
Dividends
WSGE vs. IVAL - Dividend Comparison
WSGE's dividend yield for the trailing twelve months is around 0.24%, less than IVAL's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 2.61% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
WSGE Warren Street Global Equity ETF | 0.24% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WSGE and IVAL have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IVAL is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IVAL is cheaper with a 0.39% expense ratio, compared with 0.80% for WSGE.
IVAL has the higher dividend yield at 2.61%, compared with 0.24% for WSGE.
WSGE is categorized as Global Equities, while IVAL is Foreign Large Cap Equities. Their fees differ too: 0.80% for WSGE and 0.39% for IVAL.
Find the right allocation for WSGE and IVAL
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