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WisdomTree Global High Dividend Fund (DEW)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US97717W8771
CUSIP
97717W877
Inception Date
Jun 16, 2006
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Global High Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Global High Dividend Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

WisdomTree Global High Dividend Fund (DEW) has returned 8.14% so far this year and 22.63% over the past 12 months. Over the last ten years, DEW has returned 9.23% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


WisdomTree Global High Dividend Fund

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 16, 2006, DEW's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +13.3%, while the worst month was Oct 2008 at -23.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DEW closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.4%, while the worst single day was Mar 12, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.78%6.08%-3.63%8.14%
20252.64%3.98%1.12%-1.85%2.57%2.62%0.65%4.02%1.48%-1.18%3.37%1.15%22.39%
2024-1.59%1.68%4.81%-2.99%4.00%-1.07%5.38%3.65%1.33%-1.30%2.65%-4.95%11.58%
20235.08%-3.22%-0.84%1.70%-5.46%5.04%3.91%-2.81%-2.26%-3.34%6.85%5.37%9.39%
20221.16%-1.33%2.92%-4.31%2.53%-7.08%2.11%-3.19%-8.39%7.08%9.54%-2.22%-2.73%
2021-0.61%4.43%6.09%2.21%3.63%-1.89%0.25%1.64%-3.60%3.18%-3.15%7.99%21.29%

Benchmark Metrics

WisdomTree Global High Dividend Fund has an annualized alpha of -1.38%, beta of 0.88, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 19, 2006.

  • This ETF participated in 101.29% of S&P 500 Index downside but only 88.06% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R² of 0.70, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.38%
Beta
0.88
0.70
Upside Capture
88.06%
Downside Capture
101.29%

Expense Ratio

DEW has an expense ratio of 0.58%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DEW ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DEW Risk / Return Rank: 8383
Overall Rank
DEW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEW Omega Ratio Rank: 8686
Omega Ratio Rank
DEW Calmar Ratio Rank: 7474
Calmar Ratio Rank
DEW Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and compare them to a chosen benchmark (S&P 500 Index).


DEWBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.90

+0.80

Sortino ratio

Return per unit of downside risk

2.30

1.39

+0.91

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

1.98

1.40

+0.58

Martin ratio

Return relative to average drawdown

10.56

6.61

+3.95

Explore DEW risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree Global High Dividend Fund provided a 3.33% dividend yield over the last twelve months, with an annual payout of $2.21 per share.


3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.21$2.29$2.10$2.22$1.79$1.77$1.76$1.81$1.74$1.54$1.49$1.70

Dividend yield

3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Global High Dividend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.27$0.27
2025$0.00$0.00$0.35$0.00$0.00$0.85$0.00$0.00$0.54$0.00$0.00$0.55$2.29
2024$0.00$0.00$0.33$0.00$0.00$0.75$0.00$0.00$0.55$0.00$0.00$0.48$2.10
2023$0.00$0.00$0.38$0.00$0.00$0.72$0.00$0.00$0.60$0.00$0.00$0.53$2.22
2022$0.00$0.00$0.30$0.00$0.00$0.58$0.00$0.00$0.53$0.00$0.00$0.38$1.79
2021$0.00$0.00$0.25$0.00$0.00$0.49$0.00$0.00$0.55$0.00$0.00$0.49$1.77

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Global High Dividend Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Global High Dividend Fund was 65.55%, occurring on Mar 9, 2009. Recovery took 2047 trading sessions.

The current WisdomTree Global High Dividend Fund drawdown is 3.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.55%Nov 1, 2007339Mar 9, 20092047Apr 25, 20172386
-38.77%Jan 21, 202044Mar 23, 2020245Mar 12, 2021289
-18.86%Apr 21, 2022121Oct 12, 2022295Dec 14, 2023416
-18.13%Jan 29, 2018229Dec 24, 2018217Nov 4, 2019446
-12.86%Jul 16, 200724Aug 16, 200751Oct 29, 200775

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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