WT vs. IVZ
Compare and contrast key facts about WisdomTree Inc. (WT) and Invesco Ltd. (IVZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WT or IVZ.
Key characteristics
| WT | IVZ | |
|---|---|---|
| YTD Return | 67.73% | 4.56% |
| 1Y Return | 73.75% | 35.76% |
| 3Y Return (Ann) | 21.04% | -7.94% |
| 5Y Return (Ann) | 20.15% | 4.99% |
| 10Y Return (Ann) | -0.63% | -3.62% |
| Sharpe Ratio | 2.33 | 1.16 |
| Sortino Ratio | 3.02 | 1.61 |
| Omega Ratio | 1.38 | 1.22 |
| Calmar Ratio | 1.02 | 0.69 |
| Martin Ratio | 7.87 | 3.56 |
| Ulcer Index | 9.08% | 10.16% |
| Daily Std Dev | 30.68% | 31.07% |
| Max Drawdown | -99.93% | -83.87% |
| Current Drawdown | -44.95% | -35.13% |
Fundamentals
| WT | IVZ | |
|---|---|---|
| Market Cap | $1.70B | $8.00B |
| EPS | $0.31 | -$0.91 |
| Total Revenue (TTM) | $521.25M | $5.90B |
| Gross Profit (TTM) | $387.37M | $2.68B |
| EBITDA (TTM) | $122.42M | $1.03B |
Correlation
The correlation between WT and IVZ is 0.26, 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.
Performance
WT vs. IVZ - Performance Comparison
In the year-to-date period, WT achieves a 67.73% return, which is significantly higher than IVZ's 4.56% return. Over the past 10 years, WT has outperformed IVZ with an annualized return of -0.63%, while IVZ has yielded a comparatively lower -3.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WT vs. IVZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inc. (WT) and Invesco Ltd. (IVZ). 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.
Dividends
WT vs. IVZ - Dividend Comparison
WT's dividend yield for the trailing twelve months is around 1.05%, less than IVZ's 4.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WT WisdomTree Inc. | 1.05% | 1.73% | 2.20% | 1.96% | 2.24% | 2.48% | 1.80% | 2.55% | 2.87% | 3.64% | 0.51% | 0.00% |
IVZ Invesco Ltd. | 4.59% | 4.42% | 4.08% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% | 2.47% | 2.33% |
Drawdowns
WT vs. IVZ - Drawdown Comparison
The maximum WT drawdown since its inception was -99.93%, which is greater than IVZ's maximum drawdown of -83.87%. Use the drawdown chart below to compare losses from any high point for WT and IVZ. For additional features, visit the drawdowns tool.
Volatility
WT vs. IVZ - Volatility Comparison
WisdomTree Inc. (WT) has a higher volatility of 10.95% compared to Invesco Ltd. (IVZ) at 9.42%. This indicates that WT's price experiences larger fluctuations and is considered to be riskier than IVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WT vs. IVZ - Financials Comparison
This section allows you to compare key financial metrics between WisdomTree Inc. and Invesco Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities