WT vs. IVZ
WT (WisdomTree Inc.) and IVZ (Invesco Ltd.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, WT returned 7.24%/yr vs 4.62%/yr for IVZ. At a 0.27 correlation, their price movements are largely independent.
Performance
WT vs. IVZ - Performance Comparison
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Returns By Period
In the year-to-date period, WT achieves a 40.76% return, which is significantly higher than IVZ's 7.94% return. Over the past 10 years, WT has outperformed IVZ with an annualized return of 7.24%, while IVZ has yielded a comparatively lower 4.62% annualized return.
WT
- 1D
- -2.79%
- 1M
- -10.33%
- YTD
- 40.76%
- 6M
- 45.29%
- 1Y
- 72.06%
- 3Y*
- 35.33%
- 5Y*
- 21.78%
- 10Y*
- 7.24%
IVZ
- 1D
- 1.31%
- 1M
- 1.95%
- YTD
- 7.94%
- 6M
- 6.84%
- 1Y
- 96.78%
- 3Y*
- 26.37%
- 5Y*
- 4.02%
- 10Y*
- 4.62%
WT vs. IVZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WT WisdomTree Inc. | 40.76% | 17.38% | 53.55% | 29.56% | -8.94% | 16.57% | 14.13% | -25.75% | -46.31% | 16.47% |
IVZ Invesco Ltd. | 7.94% | 56.94% | 3.02% | 6.05% | -18.71% | 35.56% | 3.06% | 14.91% | -52.05% | 24.67% |
Correlation
The correlation between WT and IVZ is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 1995 | 0.27 |
Over the past year, WT and IVZ have become more correlated (0.48) than their long-term average of 0.27, meaning their price movements have been converging.
Fundamentals
WT:
$0.43
IVZ:
-$0.62
WT:
4.50
IVZ:
1.99
WT:
$545.14M
IVZ:
$6.38B
WT:
$383.12M
IVZ:
$2.75B
WT:
$136.90M
IVZ:
$1.38B
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Return for Risk
WT vs. IVZ — Risk / Return Rank
WT
IVZ
WT vs. IVZ - Risk-Adjusted Trends 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.
| WT | IVZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.46 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 4.42 | -1.70 |
| Martin ratioReturn relative to average drawdown | 6.50 | 11.92 | -5.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WT | IVZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.78 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.11 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.12 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.18 | -0.17 |
Drawdowns
WT vs. IVZ - Drawdown Comparison
The maximum WT drawdown since its inception was -99.92%, which is greater than IVZ's maximum drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for WT and IVZ.
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Drawdown Indicators
| WT | IVZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -83.91% | -16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -26.67% | -22.03% | -4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -36.94% | -36.52% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -36.94% | -53.40% | +16.46% |
Max Drawdown (10Y)Largest decline over 10 years | -83.95% | -79.72% | -4.23% |
Current DrawdownCurrent decline from peak | -16.73% | -3.69% | -13.04% |
Average DrawdownAverage peak-to-trough decline | -60.18% | -35.99% | -24.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.12% | 8.15% | +2.97% |
Volatility
WT vs. IVZ - Volatility Comparison
WisdomTree Inc. (WT) has a higher volatility of 11.10% compared to Invesco Ltd. (IVZ) at 9.20%. 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.
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Volatility by Period
| WT | IVZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.10% | 9.20% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 30.77% | 25.21% | +5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.15% | 35.03% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.32% | 36.58% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.92% | 39.41% | +3.51% |
Dividends
WT vs. IVZ - Dividend Comparison
WT's dividend yield for the trailing twelve months is around 0.70%, less than IVZ's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 3.03% | 3.18% | 4.66% | 6.15% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% |
WT WisdomTree Inc. | 0.70% | 0.98% | 1.14% | 1.73% | 2.20% | 1.96% | 2.24% | 2.48% | 1.80% | 2.55% | 2.87% | 3.64% |
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
WT vs. IVZ - Profitability Comparison
WT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WisdomTree Inc. reported a gross profit of 123.69M and revenue of 159.47M. Therefore, the gross margin over that period was 77.6%.
IVZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a gross profit of 1.13B and revenue of 1.69B. Therefore, the gross margin over that period was 67.0%.
WT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WisdomTree Inc. reported an operating income of 61.28M and revenue of 159.47M, resulting in an operating margin of 38.4%.
IVZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported an operating income of -1.46B and revenue of 1.69B, resulting in an operating margin of -86.2%.
WT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WisdomTree Inc. reported a net income of -23.13M and revenue of 159.47M, resulting in a net margin of -14.5%.
IVZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a net income of -1.06B and revenue of 1.69B, resulting in a net margin of -62.7%.
Frequently Asked Questions
WT and IVZ have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WT has higher volatility (11.10%) compared to IVZ (9.20%). In terms of maximum drawdown, WT dropped -99.92% vs IVZ's -83.91%.
IVZ currently has the higher Sharpe Ratio (2.78 vs 1.95), 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.
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