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WTKWY vs. IGSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTKWY vs. IGSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolters Kluwer NV (WTKWY) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTKWY achieves a -22.49% return, which is significantly lower than IGSB's 0.91% return. Over the past 10 years, WTKWY has outperformed IGSB with an annualized return of 8.42%, while IGSB has yielded a comparatively lower 2.70% annualized return.


WTKWY

1D
-1.28%
1M
18.62%
6M
-14.17%
YTD
-22.49%
1Y
-47.44%
3Y*
-12.58%
5Y*
-5.62%
10Y*
8.42%
ALL TIME*
7.17%

IGSB

1D
-0.04%
1M
-0.17%
6M
0.47%
YTD
0.91%
1Y
3.16%
3Y*
5.60%
5Y*
2.41%
10Y*
2.70%
ALL TIME*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$137.50M$132.28M$161.41M
$6.64M$7.50M$6.60M

WTKWY vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTKWY
Wolters Kluwer NV
-22.49%-36.20%17.53%36.95%-9.84%43.14%17.24%25.81%14.47%48.79%
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
0.91%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%

Correlation

The correlation between WTKWY and IGSB is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.23

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.12

The correlation between WTKWY and IGSB shifts across timeframes, from 0.12 (all time) to 0.23 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WTKWY vs. IGSB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WTKWY
WTKWY Risk / Return Rank: 77
Overall Rank
WTKWY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WTKWY Sortino Ratio Rank: 33
Sortino Ratio Rank
WTKWY Omega Ratio Rank: 44
Omega Ratio Rank
WTKWY Calmar Ratio Rank: 1111
Calmar Ratio Rank
WTKWY Martin Ratio Rank: 1616
Martin Ratio Rank

IGSB
IGSB Risk / Return Rank: 8282
Overall Rank
IGSB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 8787
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8686
Omega Ratio Rank
IGSB Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WTKWY vs. IGSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer NV (WTKWY) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). 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.


WTKWYIGSBDifference
Sharpe ratioReturn per unit of total volatility

-3.15

Sortino ratioReturn per unit of downside risk

-4.85

Omega ratioGain probability vs. loss probability

0.77

1.37

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.83

2.56

-3.39

Martin ratioReturn relative to average drawdown

-1.20

10.07

-11.26

WTKWY vs. IGSB - Sharpe Ratio Comparison

The current WTKWY Sharpe Ratio is -1.24, which is lower than the IGSB Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of WTKWY and IGSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WTKWY vs. IGSB - Drawdown Comparison

The maximum WTKWY drawdown since its inception was -65.12%, which is greater than IGSB's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for WTKWY and IGSB.


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Drawdown Indicators


WTKWYIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-65.12%

-13.38%

-51.74%

Max Drawdown (1Y)

Largest decline over 1 year

-57.76%

-1.46%

-56.30%

Max Drawdown (3Y)

Largest decline over 3 years

-65.12%

-1.46%

-63.66%

Max Drawdown (5Y)

Largest decline over 5 years

-65.12%

-9.41%

-55.71%

Max Drawdown (10Y)

Largest decline over 10 years

-65.12%

-13.38%

-51.74%

Current Drawdown

Current decline from peak

-56.88%

-0.23%

-56.65%

Average Drawdown

Average peak-to-trough decline

-16.79%

-0.85%

-15.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.33%

0.37%

+39.96%

Volatility

WTKWY vs. IGSB - Volatility Comparison

Wolters Kluwer NV (WTKWY) has a higher volatility of 14.87% compared to iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) at 0.51%. This indicates that WTKWY's price experiences larger fluctuations and is considered to be riskier than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTKWYIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.87%

0.51%

+14.36%

Volatility (6M)

Calculated over the trailing 6-month period

32.50%

1.57%

+30.93%

Volatility (1Y)

Calculated over the trailing 1-year period

38.85%

1.95%

+36.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.87%

2.95%

+23.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.11%

3.47%

+20.64%

Dividends

WTKWY vs. IGSB - Dividend Comparison

WTKWY's dividend yield for the trailing twelve months is around 3.76%, less than IGSB's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
4.23%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
WTKWY
Wolters Kluwer NV
3.76%2.56%1.43%0.55%1.64%1.43%1.54%1.35%1.72%2.82%4.55%2.98%

Frequently Asked Questions


WTKWY and IGSB have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTKWY has higher volatility (14.87%) compared to IGSB (0.51%). In terms of maximum drawdown, WTKWY dropped -65.12% vs IGSB's -13.38%.

IGSB currently has the higher Sharpe Ratio (1.91 vs -1.24), 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.

Portfolio Optimizer

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