# How Woodside Energy Group (WDS) compares with the whole market and its popular alternatives

> Source: EasyCompare research, https://easycompare.io/research/wds
> Data as of October 20, 2026. Total returns include reinvested dividends. Past performance does not predict future results; nothing here is investment advice.

Built by QuantCommons' quantitative engine, this page is about relative opportunity, not data on WDS alone. It places WDS (Woodside Energy Group Ltd) against 20+ popular alternatives, its neighboring categories and the entire market of over 10,000 U.S.-listed stocks and ETFs, and surfaces what has done better on consistent outperformance, return for the risk taken, behavior in real market crashes and diversification. The result is a clearer view of where WDS stands in the market, and of the alternatives worth a closer look.

Period covered: WDS's full trading record, from September 1995 through September 2026. All returns include reinvested dividends. Data as of October 20, 2026.

## Key findings

- **Right now:** Over the past 3 months, WDS rose 11.8% against 3.9% for the S&P 500 and 3.2% for the Nasdaq 100. Its oil & gas peers were far apart over the past 3 months, from COP (ConocoPhillips, up 27.0%) to FANG (Diamondback Energy, up 4.2%).
- **Stock or market?:** Not a move of its own: the oil & gas ETF XOP (State Street SPDR S&P Oil & Gas Exploration & Production ETF) rose 18.1% over the past 3 months, with SHEL (Shell, up 23.5%) and TTE (TotalEnergies, up 12.8%), against 3.9% for the S&P 500. Its oil & gas peers did not move as one over the past 3 months: COP (ConocoPhillips) rose 27.0%, while FANG (Diamondback Energy) rose 4.2%.
- **Past 1 to 3 years:** WDS has run far ahead of the market, rising 71.5% over the past year against 15.8% for the S&P 500 and 17.9% for the Nasdaq 100. That said, it finished behind the S&P 500 in both 2024 and 2025.
- **Long term:** WDS turned $10,000 into $19,100 over the past decade, against $42,100 in the S&P 500. That said, the past 5 years have been the better stretch: WDS rose 85.9% against 81.7% for the S&P 500, after trailing over the decade.
- **In a crash:** WDS fell harder than the S&P 500 in five of seven sell-offs. The 2022 bear market was the exception: WDS fell 21.4%, less than the S&P 500's 24.5%.
- **Diversification:** WDS is a real diversifier: a correlation of 0.20 with the S&P 500 over 5 years and 0.20 with the total US market, less closely than 85% of stocks worth at least $300 million. WDS moves far less with the S&P 500 than it used to, with a correlation of 0.20 over the past 5 years against 0.64 in the 5 years before.
- **Better options**
  - **Nearby categories and themes:** XOM (Exxonmobil, integrated oil & gas) and CVX (Chevron, integrated oil & gas) earned more than WDS with less volatility over the past 5 years. XOM returned 27.1% a year at 26.5% volatility, against 13.2% a year at 33.5%.
  - **Whole market:** 277 of the 3,633 stocks and funds worth at least $500 million earned more than WDS with less volatility over the past 5 years, among them AAPL (Apple), WMT (Walmart) and JPM (JPMorgan Chase & Co.).

## How much would $10,000 in WDS have grown?

This chart tracks a hypothetical $10,000 investment in WDS over the past 29 years, with dividends reinvested, alongside the same amount in the S&P 500, investments that ended ahead of WDS over the same span and WDS's popular alternatives, among those that traded for the entire period.

- $10,000 invested in WDS at the end of September 1997 would have grown to $89,397 by September 2026, less than the $132,907 it would have become in SPY, an S&P 500 fund.
- Five of the eight other investments on the chart ended ahead of WDS, and LNG finished highest, at $451,390.

## WDS at a glance

This section summarizes the key facts about the stock, its returns over periods from one to ten years and the risk it has carried, with dividends reinvested throughout.

- WDS's deepest decline since it began trading in 1995 was 77.6%, from May 2008 to March 2020. It has not yet climbed back to that peak.
- Over 29 full calendar years, WDS's best was 2005, when it returned 88.1%, and its worst was 2008, when it lost 39.9%. It lost money in 12 of those years.
- WDS is 8.0% below its all-time high.

- Type: Stock, Energy (Oil & Gas Exploration & Production)
- Trading since: September 25, 1995
- Market value: $45B
- Volatility (5 years): 33.5%; Sharpe ratio: 0.54
- Worst decline ever: −77.6%, from May 19, 2008 to March 23, 2020; not yet back at its high

| Period | WDS total return |
| --- | --- |
| 1 month | +4.1% |
| 3 months | +11.8% |
| 6 months | +7.1% |
| year to date | +55.6% |
| 1 year | +71.5% |
| 3 years | +25.5% |
| 5 years | +85.9% |
| 10 years | +90.7% |

## WDS against the whole market

Where WDS ranks among every stock and fund, and what across the market has done better.

### How does WDS rank among all stocks?

This section ranks WDS on return, volatility, risk-adjusted return and worst decline against every stock worth at least $300 million with enough history.

- WDS's 1-year return ranks in the top 10% of the 3,287 stocks worth at least $300 million with 1 year of history.

| Measure | WDS | Rank |
| --- | --- | --- |
| 1-year return | +71.5% | 324 of 3,287 (top 10%) |
| 3-year return | +25.5% | 1,937 of 3,017 (top 65%) |
| 5-year return | +85.9% | 781 of 2,893 (top 27%) |
| 10-year return | +90.7% | 1,374 of 2,202 (top 63%) |
| Volatility, 5 years | 33.5% | 1,029 of 2,893 (top 36%) |
| Sharpe ratio, 5 years | 0.54 | 831 of 2,893 (top 29%) |
| Worst decline, past 10 years | −66.1% | 1,144 of 2,187 (top 53%) |

### What has beaten WDS on both return and risk?

Each dot is an investment, placed by how much it earned a year over the past 5 years (higher is better) and how much its price swung, its volatility (further left is calmer).

- 195 stocks and 82 ETFs worth at least $500 million sit in the green region: each earned more than WDS over the past 5 years with smaller price swings. That is 8% of the 3,633 screened.
- Among those with at least half WDS's swings, CAH has the best return for its risk: 42.1% a year at 24.7% volatility, 26% less than WDS's 33.5%, and a Sharpe ratio (return above cash per unit of volatility) of 1.55 against 0.54 for WDS.
- Among WDS's popular alternatives, SHEL, LNG and TTE are in the region. SHEL earned 21.0% a year against 13.2% a year for WDS, at 24.8% volatility, 26% less than WDS's 33.5%.

### Is there a better investment than WDS?

The table below lists investments that beat WDS over the past 5 years on at least one of these measures: a higher annual return with lower volatility, a higher annual return at similar volatility, a similar return with lower volatility, a higher Sharpe ratio with a smaller worst decline, a higher total return in most periods from 3 months to 10 years, or smaller losses in recent market crashes.

- Among WDS's popular alternatives, SHEL, BP and TTE earned more than WDS with less volatility over the past 5 years. SHEL returned 21.0% a year at 24.8% volatility, against 13.2% a year at 33.5%.
- Looking beyond its popular alternatives, XOM (integrated oil & gas) and CVX (integrated oil & gas) earned more than WDS with less volatility over the past 5 years. XOM returned 27.1% a year at 26.5% volatility, against 13.2% a year at 33.5%.
- Across the whole market, 277 of the 3,633 stocks and funds worth at least $500 million earned more than WDS with less volatility over the past 5 years, among them AAPL, WMT and JPM.

The 15 strongest of 277 investments that beat WDS over the past 5 years, out of 3,633 stocks and funds worth at least $500 million.

| Investment | Group | Annual return (5 years) | Volatility | Sharpe | Worst decline (10 years) | 10Y return | Correlation with WDS | Better on |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| WDS: Woodside Energy Group Ltd (this page) |  | +13.2% | 33.5% | 0.54 | −66.1% | +90.7% |  |  |
| [KO](https://easycompare.io/research/ko): The Coca-Cola Company | Food & Beverages | +14.7% | 16.8% | 0.91 | −37.0% | +204% | 0.33 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [MRK](https://easycompare.io/research/mrk): Merck & Co., Inc. | Pharmaceuticals | +16.3% | 24.8% | 0.74 | −43.4% | +241% | 0.18 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [AMGN](https://easycompare.io/research/amgn): Amgen Inc. | Biotechnology | +19.6% | 24.9% | 0.85 | −24.9% | +266% | 0.32 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [CAH](https://easycompare.io/research/cah): Cardinal Health, Inc. | Health Care Distribution | +42.1% | 24.7% | 1.55 | −46.1% | +349% | 0.08 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| KOF: Coca-Cola FEMSA, S.A.B. de C.V. | Food & Beverages | +22.3% | 24.7% | 0.94 | −55.1% | +119% | 0.11 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| NEU: NewMarket Corporation | Specialty Chemicals | +21.0% | 26.8% | 0.85 | −40.7% | +165% | 0.03 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| NHC: National HealthCare Corporation | Medical - Care Facilities | +32.0% | 28.5% | 1.12 | −35.3% | +394% | 0.06 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [ABBV](https://easycompare.io/research/abbv): AbbVie Inc. | Pharmaceuticals | +26.1% | 23.4% | 1.11 | −45.1% | +603% | 0.11 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| [MCK](https://easycompare.io/research/mck): McKesson Corporation | Health Care Distribution | +38.7% | 25.0% | 1.44 | −38.1% | +586% | 0.19 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| [GILD](https://easycompare.io/research/gild): Gilead Sciences, Inc. | Biotechnology | +22.8% | 24.9% | 0.95 | −30.5% | +200% | 0.15 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| [FAST](https://easycompare.io/research/fast): Fastenal Company | Industrial Distribution | +15.8% | 24.6% | 0.72 | −30.7% | +576% | 0.09 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| [XOM](https://easycompare.io/research/xom): Exxonmobil Holdings Corporation | Integrated Oil & Gas | +27.1% | 26.5% | 1.04 | −61.0% | +214% | 0.59 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| [CVX](https://easycompare.io/research/cvx): Chevron Corporation | Integrated Oil & Gas | +19.5% | 25.2% | 0.84 | −55.8% | +238% | 0.65 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| CACI: CACI International Inc | Business Services | +16.6% | 29.9% | 0.66 | −42.9% | +499% | 0.20 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| MSGS: Madison Square Garden Sports Corp. | Entertainment | +18.4% | 25.6% | 0.79 | −41.6% | +432% | 0.19 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |

## WDS against its popular alternatives

The investments people most often weigh against WDS, compared period by period and year by year.

### How do WDS's risk and return compare with its alternatives?

This map plots each investment's annual return over the past 5 years against its volatility, the size of its typical price swings.

- Eight of the 23 popular alternatives, led by SU, CNQ and LNG, were both more rewarding and calmer than WDS over the past 5 years, earning a higher annual return with lower volatility.
- Over the past 5 years, WDS returned 13.2% a year, more than the S&P 500's 12.7%, with higher volatility (33.5% against 17.1%).

### Has WDS consistently beaten its popular alternatives?

This section compares WDS with the investments people most often weigh against it, checking each one over eight periods from one month to ten years.

- Ten of the 23 popular alternatives, led by CNQ, EQNR and SU, outperformed WDS in at least 3 of 5 short-term and 2 of 3 long-term timeframes.
- CNQ, EQNR and SU outperformed WDS in every long-term period and in all but one short-term period, the most consistent record in the group.
- LNG, TTE and BP earned more for the risk they took than WDS (a higher Sharpe ratio) and fell less in their worst decline of the past 10 years.

| Investment | 1Y return | 3Y return | 5Y return | 10Y return | Periods ahead of WDS | Verdict | Sharpe |
| --- | --- | --- | --- | --- | --- | --- | --- |
| WDS: Woodside Energy Group Ltd (this page) | +71.5% | +25.5% | +85.9% | +90.7% |  |  | 0.54 |
| [CNQ](https://easycompare.io/research/cnq): Canadian Natural Resources Limited | +87.7% | +90.4% | +224% | +433% | 5/5 short-term, 3/3 long-term | all-weather | 0.89 |
| [EQNR](https://easycompare.io/research/eqnr): Equinor ASA | +107% | +73.2% | +141% | +416% | 5/5 short-term, 3/3 long-term | all-weather | 0.69 |
| [SU](https://easycompare.io/research/su): Suncor Energy Inc. | +111% | +161% | +318% | +295% | 5/5 short-term, 3/3 long-term | all-weather | 1.05 |
| PR: Permian Resources Corporation | +108% | +86.6% | +317% | +99.2% | 5/5 short-term, 3/3 long-term | all-weather | 0.85 |
| [COP](https://easycompare.io/research/cop): ConocoPhillips | +72.9% | +28.5% | +131% | +379% | 3/5 short-term, 3/3 long-term | consistent | 0.68 |
| [SHEL](https://easycompare.io/research/shel): Shell plc | +50.3% | +77.1% | +159% | +233% | 3/5 short-term, 3/3 long-term | consistent | 0.90 |
| [BP](https://easycompare.io/research/bp): BP p.l.c. | +56.3% | +46.5% | +110% | +141% | 3/5 short-term, 3/3 long-term | consistent | 0.66 |
| [EOG](https://easycompare.io/research/eog): EOG Resources, Inc. | +53.1% | +31.9% | +115% | +131% | 3/5 short-term, 3/3 long-term | consistent | 0.64 |
| OVV: Ovintiv Inc. | +98.3% | +52.5% | +99.6% | +56.0% | 5/5 short-term, 2/3 long-term | consistent | 0.54 |
| APA: APA Corporation | +130% | +31.9% | +111% | +0.9% | 5/5 short-term, 2/3 long-term | consistent | 0.56 |
| [FANG](https://easycompare.io/research/fang): Diamondback Energy, Inc. | +46.8% | +35.7% | +125% | +160% | 2/5 short-term, 3/3 long-term |  | 0.63 |
| [LNG](https://easycompare.io/research/lng): Cheniere Energy, Inc. | +29.3% | +69.8% | +186% | +616% | 1/5 short-term, 3/3 long-term |  | 0.85 |
| [TTE](https://easycompare.io/research/tte): TotalEnergies SE | +55.2% | +60.5% | +129% | +234% | 1/5 short-term, 3/3 long-term |  | 0.78 |
| FLNG: FLEX LNG Ltd | +21.6% | +27.6% | +139% | +303% | 0/5 short-term, 3/3 long-term |  | 0.65 |
| [BKR](https://easycompare.io/research/bkr): Baker Hughes Company | +22.1% | +70.1% | +146% | +248% | 0/5 short-term, 3/3 long-term |  | 0.70 |
| GLNG: Golar LNG Limited | +19.2% | +108% | +262% | +117% | 0/5 short-term, 3/3 long-term |  | 0.87 |
| EQT: EQT Corporation | −1.8% | +35.0% | +175% | +69.1% | 1/5 short-term, 2/3 long-term |  | 0.70 |
| CHRD: Chord Energy Corporation | +77.0% | +4.9% | +117% | — | 5/5 short-term, 1/3 long-term |  | 0.59 |
| [OXY](https://easycompare.io/research/oxy): Occidental Petroleum Corporation | +56.4% | +2.0% | +103% | +11.6% | 3/5 short-term, 1/3 long-term |  | 0.56 |
| AR: Antero Resources Corporation | +21.9% | +38.8% | +87.2% | +42.8% | 2/5 short-term, 1/3 long-term |  | 0.50 |
| RRC: Range Resources Corporation | +18.7% | +30.6% | +86.3% | +20.8% | 2/5 short-term, 1/3 long-term |  | 0.51 |
| [DVN](https://easycompare.io/research/dvn): Devon Energy Corporation | +61.8% | +15.0% | +56.0% | +69.6% | 3/5 short-term, 0/3 long-term |  | 0.42 |
| [SLB](https://easycompare.io/research/slb): Slb N.V. | +53.2% | −7.2% | +60.7% | −21.3% | 0/5 short-term, 0/3 long-term |  | 0.44 |

### How did WDS do year by year?

This table shows each investment's total return in every full calendar year since 1997, along with where WDS ranked among its popular alternatives each year.

- WDS finished ahead of the S&P 500 in 11 of its 29 full calendar years, and behind it in each of the last three.
- Among its popular alternatives, FLNG came out ahead of WDS most often, in six of the eight years both traded.
- Ranked against its popular alternatives each year, WDS finished in the top quarter in six of 29 years and in the bottom quarter in six. In 2025, it ranked 12 of 24.

| Year | WDS | SPY |
| --- | --- | --- |
| 2025 | +6.9% | +17.7% |
| 2024 | −20.7% | +24.9% |
| 2023 | −4.6% | +26.2% |
| 2022 | +67.7% | −18.2% |
| 2021 | −6.6% | +28.7% |
| 2020 | −24.0% | +18.3% |
| 2019 | +14.5% | +31.2% |
| 2018 | −9.6% | −4.6% |
| 2017 | +19.4% | +21.7% |
| 2016 | +11.4% | +12.0% |

## Risk and diversification

How WDS has fallen, how it held up in crashes beside the S&P 500 and its popular alternatives, and what moves independently of it.

### What were WDS's worst declines?

A drawdown is the decline from a peak to the lowest point before a new high.

- In all five of WDS's worst declines, the S&P 500 held up better over the same dates.
- Not every decline was the market's doing: WDS fell 77.6% from May 2008 to March 2020, while the S&P 500 rose 99.7%.
- The slowest recovery came after WDS fell 57.5% from May 1997 to August 1998; it did not regain that peak until June 2001, three years later.

| Decline | Peak | Low | Back at the high | SPY over the same dates | Market event |
| --- | --- | --- | --- | --- | --- |
| −77.6% | May 19, 2008 | March 23, 2020 | not yet | +99.7% | 2008 financial crisis |
| −57.5% | May 16, 1997 | August 26, 1998 | June 14, 2001 | +33.1% |  |
| −28.5% | June 14, 2001 | September 25, 2001 | May 22, 2003 | −16.0% | dot-com bust |
| −27.1% | May 10, 2006 | September 12, 2006 | May 23, 2007 | −0.2% |  |
| −26.4% | October 29, 2007 | January 22, 2008 | February 25, 2008 | −14.7% | 2008 financial crisis |

### How did WDS do in stock market crashes?

This section measures how far WDS, the S&P 500 and each alternative fell from peak to trough during every major market crash since 2000.

- WDS fell further than the S&P 500 in seven of the ten crashes it has traded through. The clearest case was the Covid crash, when WDS fell 59.8% and the S&P 500 fell 33.7%.
- Among its popular alternatives, TTE held up best, falling less than WDS in seven of the ten crashes they both traded through.

| Crash | Dates | WDS fall | SPY fall |
| --- | --- | --- | --- |
| Dot-com bust | March 10, 2000 to October 9, 2002 | −28.5% | −47.5% |
| Global financial crisis | October 9, 2007 to March 9, 2009 | −74.5% | −55.2% |
| Flash crash | May 6, 2010 to May 7, 2010 | −2.0% | −1.5% |
| Euro debt crisis | July 22, 2011 to October 3, 2011 | −31.3% | −17.9% |
| China devaluation & oil rout | August 10, 2015 to February 11, 2016 | −29.3% | −12.8% |
| Volmageddon | February 2, 2018 to February 9, 2018 | −9.8% | −6.5% |
| Q4 2018 selloff | September 21, 2018 to December 24, 2018 | −26.2% | −19.3% |
| COVID crash | February 19, 2020 to March 23, 2020 | −59.8% | −33.7% |
| 2022 bear market | January 4, 2022 to October 12, 2022 | −21.4% | −24.5% |
| SVB / regional bank stress | March 8, 2023 to March 13, 2023 | −4.2% | −3.4% |

### How closely does WDS move with the S&P 500?

Upside capture measures how much of the S&P 500's gains an investment kept in the months the market rose, and downside capture how much of its losses it took in the months the market fell.

- 11 of the 21 popular alternatives had a higher capture ratio (upside capture divided by downside capture) than WDS's 0.71, led by LNG, EQNR and SHEL.
- LNG took just 30% of the S&P 500's losses, against 101% for WDS, while still keeping 79% of its gains.
- Over the past 10 years, WDS captured 72% of the S&P 500's gains in rising months and 101% of its losses in falling months, with a beta of 0.91. Its share of the market's losses was larger than its share of the gains.

Measured over the past 10 years of monthly returns against SPY.

| Investment | Upside capture | Downside capture | Beta |
| --- | --- | --- | --- |
| WDS: Woodside Energy Group Ltd (this page) | 72.0% | 101% | 0.91 |
| [CNQ](https://easycompare.io/research/cnq): Canadian Natural Resources Limited | 110% | 109% | 1.13 |
| [EQNR](https://easycompare.io/research/eqnr): Equinor ASA | 79.0% | 52.0% | 0.62 |
| [SU](https://easycompare.io/research/su): Suncor Energy Inc. | 90.0% | 90.0% | 0.96 |
| PR: Permian Resources Corporation | 139% | 234% | 3.38 |
| [COP](https://easycompare.io/research/cop): ConocoPhillips | 94.0% | 92.0% | 0.91 |
| [SHEL](https://easycompare.io/research/shel): Shell plc | 60.0% | 43.0% | 0.45 |
| [BP](https://easycompare.io/research/bp): BP p.l.c. | 58.0% | 62.0% | 0.51 |
| [EOG](https://easycompare.io/research/eog): EOG Resources, Inc. | 92.0% | 135% | 1.17 |
| OVV: Ovintiv Inc. | 131% | 228% | 2.14 |
| APA: APA Corporation | 124% | 246% | 2.54 |
| [FANG](https://easycompare.io/research/fang): Diamondback Energy, Inc. | 108% | 148% | 1.54 |
| [LNG](https://easycompare.io/research/lng): Cheniere Energy, Inc. | 79.0% | 30.0% | 0.77 |
| [TTE](https://easycompare.io/research/tte): TotalEnergies SE | 69.0% | 57.0% | 0.51 |
| [BKR](https://easycompare.io/research/bkr): Baker Hughes Company | 127% | 160% | 1.37 |
| GLNG: Golar LNG Limited | 67.0% | 67.0% | 0.47 |
| EQT: EQT Corporation | 62.0% | 101% | 0.90 |
| [OXY](https://easycompare.io/research/oxy): Occidental Petroleum Corporation | 80.0% | 155% | 1.24 |
| AR: Antero Resources Corporation | 80.0% | 142% | 2.44 |
| RRC: Range Resources Corporation | 63.0% | 123% | 1.48 |
| [DVN](https://easycompare.io/research/dvn): Devon Energy Corporation | 118% | 199% | 1.80 |
| [SLB](https://easycompare.io/research/slb): Slb N.V. | 104% | 212% | 1.54 |

### What diversifies WDS?

Correlation measures how closely two investments move together, on a scale from 1 (in lockstep) through 0 (unrelated) to -1 (in opposite directions).

- Moving a fifth of the money in WDS into SPMO would have cut the portfolio's volatility by 19% over the past 5 years and raised its annual return (+13.7% for WDS alone, +16.3% for the mix).
- MCK made money in nine of the 12 calendar years in which WDS lost money.
- Among large ETFs, LVHI, DXJ and EMLP have moved largely independently of WDS over the past 5 years, with correlations of 0.47 or lower, and each still earned a positive 5-year return.

| Investment | Correlation with WDS | 5Y return | Volatility | Sharpe | Rose in WDS's 12 down years |
| --- | --- | --- | --- | --- | --- |
| LVHI: Franklin International Low Volatility High Dividend Index ETF | 0.42 | +119% | 11.1% | 1.48 | 3 of 12 |
| DXJ: WisdomTree Japan Hedged Equity Fund | 0.22 | +225% | 19.1% | 1.34 | 6 of 12 |
| EMLP: First Trust North American Energy Infrastructure Fund | 0.47 | +101% | 14.5% | 1.04 | 4 of 12 |
| HDV: iShares Core High Dividend ETF | 0.49 | +83.3% | 13.0% | 1.00 | 4 of 12 |
| [SMH](https://easycompare.io/research/smh): VanEck Semiconductor ETF | -0.04 | +323% | 36.9% | 0.97 | 6 of 12 |
| DBEF: Xtrackers MSCI EAFE Hedged Equity ETF | 0.22 | +85.0% | 13.8% | 0.96 | 6 of 12 |
| [GLD](https://easycompare.io/research/gld): SPDR Gold Shares | 0.06 | +126% | 18.9% | 0.96 | 5 of 12 |
| SPMO: Invesco S&P 500 Momentum ETF | -0.01 | +136% | 20.8% | 0.93 | 4 of 12 |

## Common questions

### What was WDS's worst drawdown?

WDS's deepest decline since it began trading in 1995 was 77.6%, from May 2008 to March 2020. It has not yet climbed back to that peak.

### What were WDS's best and worst years?

Over 29 full calendar years, WDS's best year was 2005, when it returned 88.1%. Its worst was 2008, with a return of -39.9%.

### Is there a better investment than WDS?

Among WDS's popular alternatives, SHEL, BP and TTE earned more than WDS with less volatility over the past 5 years. SHEL returned 21.0% a year at 24.8% volatility, against 13.2% a year at 33.5%. Looking beyond its popular alternatives, XOM (integrated oil & gas) and CVX (integrated oil & gas) earned more than WDS with less volatility over the past 5 years. XOM returned 27.1% a year at 26.5% volatility, against 13.2% a year at 33.5%.

### Is WDS more volatile than the S&P 500?

Yes. WDS's volatility over the past 5 years was 33.5%, about twice the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, WDS's return lands within 33.5% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump.

### What is WDS's Sharpe ratio?

WDS's Sharpe ratio over the past 5 years was 0.54, against 0.79 for the S&P 500, so WDS earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings.

### How correlated is WDS with the S&P 500?

Over the past 5 years, WDS's monthly returns had a correlation of 0.20 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They are only loosely linked, which makes it a real diversifier next to an index fund. In the table, the correlation column measures each option against WDS instead: the lower it is, the more that option would diversify a WDS holding.

### What are the best alternatives to WDS?

Of the 23 popular alternatives we compared, ten outperformed WDS in at least 3 of 5 short-term and 2 of 3 long-term timeframes, with dividends reinvested: CNQ, EQNR and SU.

### Did WDS outperform the S&P 500?

WDS finished ahead of the S&P 500 (SPY) in 11 of 29 full calendar years. In 2025, it returned +6.9%, against +17.7% for the index.

### How did WDS do in stock market crashes?

WDS fell less than the S&P 500 (SPY) in two of the ten major crashes it has traded through, and further in seven. The clearest case was the Covid crash, when WDS fell 59.8% and the S&P 500 fell 33.7%.

### What diversifies WDS?

These had a low correlation with WDS over the past 5 years and still earned a positive 5-year return: among large ETFs, LVHI (correlation 0.42), DXJ (correlation 0.22) and EMLP (correlation 0.47); among large stocks, CAH (correlation 0.08), CLS (correlation 0.14) and FIX (correlation 0.07). A correlation near zero means the two have moved largely independently.

## More research

- [Canadian Natural Resources (CNQ) Performance, Alternatives and Market Rank](https://easycompare.io/research/cnq)
- [Equinor ASA (EQNR) Performance, Alternatives and Market Rank](https://easycompare.io/research/eqnr)
- [Suncor Energy (SU) Performance, Alternatives and Market Rank](https://easycompare.io/research/su)
- [ConocoPhillips (COP) Performance, Alternatives and Market Rank](https://easycompare.io/research/cop)
- [Shell (SHEL) Performance, Alternatives and Market Rank](https://easycompare.io/research/shel)
- [BP p.l.c. (BP) Performance, Alternatives and Market Rank](https://easycompare.io/research/bp)
- [EOG Resources (EOG) Performance, Alternatives and Market Rank](https://easycompare.io/research/eog)
- [Diamondback Energy (FANG) Performance, Alternatives and Market Rank](https://easycompare.io/research/fang)
- [Cheniere Energy (LNG) Performance, Alternatives and Market Rank](https://easycompare.io/research/lng)
- [TotalEnergies (TTE) Performance, Alternatives and Market Rank](https://easycompare.io/research/tte)
- [Baker Hughes (BKR) Performance, Alternatives and Market Rank](https://easycompare.io/research/bkr)
- [Occidental Petroleum (OXY) Performance, Alternatives and Market Rank](https://easycompare.io/research/oxy)

## Explore further

- Full page with charts: https://easycompare.io/research/wds
- All research pages: https://easycompare.io/llms.txt
- Compare the entire market against WDS live: https://betterthanspy.com/?b=WDS&utm_source=easycompare&utm_medium=research