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ISIN
US97717W8441
CUSIP
97717W844
Inception Date
Jun 16, 2006
Region
Broad Asia (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Global ex-U.S. Quality Dividend Growth Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$463M

Share Price Chart


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Performance

DNL Performance Chart

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) is up 10.2% since the beginning of the year. DNL is currently trading at $45 per share. Investors who bought $1,000 worth of DNL shares 5 years ago would now be looking at an investment worth $1,217.


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S&P 500 Index

Returns By Period

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has returned 10.17% so far this year and 19.16% over the past 12 months. Over the last ten years, DNL has returned 9.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


WisdomTree Global ex-U.S. Quality Dividend Growth Fund

1D
-0.96%
1M
3.92%
YTD
10.17%
6M
11.58%
1Y
19.16%
3Y*
10.72%
5Y*
4.00%
10Y*
9.17%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNL Monthly Returns History

Based on dividend-adjusted daily data since Jun 16, 2006, DNL's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +15.4%, while the worst month was Sep 2011 at -17.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DNL closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +11.8%, while the worst single day was Mar 16, 2020 at -14.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.00%2.31%-7.91%9.19%2.18%0.78%10.17%
20253.25%-0.94%-2.77%2.94%5.50%4.82%-4.44%1.53%4.07%1.68%-1.18%1.89%17.03%
2024-1.19%3.26%3.49%-3.50%4.32%0.55%0.52%1.64%-0.95%-5.14%-0.19%-2.95%-0.61%
20239.88%-4.49%5.37%1.33%-3.76%4.41%1.98%-3.45%-4.84%-3.80%9.59%5.19%17.00%
2022-5.51%-3.42%0.83%-9.77%2.65%-12.07%6.31%-7.48%-10.51%4.89%15.42%-2.80%-22.38%
20210.11%1.08%1.19%3.51%3.47%0.73%1.65%1.81%-5.67%3.93%-1.69%5.40%16.14%

Benchmark Metrics

WisdomTree Global ex-U.S. Quality Dividend Growth Fund has an annualized alpha of -1.81%, beta of 0.85, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since June 19, 2006.

  • This ETF participated in 96.67% of S&P 500 Index downside but only 80.04% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.85 and R2 of 0.64, 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
-1.81%
Beta
0.85
0.64
Upside Capture
80.04%
Downside Capture
96.67%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DNL ranks 32 for risk / return — below 32% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DNL Risk / Return Rank: 3232
Overall Rank
DNL Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 3030
Sortino Ratio Rank
DNL Omega Ratio Rank: 2929
Omega Ratio Rank
DNL Calmar Ratio Rank: 3232
Calmar Ratio Rank
DNL Martin Ratio Rank: 3737
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 ex-U.S. Quality Dividend Growth Fund (DNL) and compare them to S&P 500 Index.


DNLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.08

2.24

-1.17

Sortino ratio

Return per unit of downside risk

1.62

3.07

-1.46

Omega ratio

Gain probability vs. loss probability

1.19

1.41

-0.21

Calmar ratio

Return relative to maximum drawdown

1.55

2.93

-1.38

Martin ratio

Return relative to average drawdown

5.55

13.52

-7.97

Dividends

Dividend History

WisdomTree Global ex-U.S. Quality Dividend Growth Fund provided a 1.66% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.75$0.85$0.83$0.67$1.55$0.60$0.67$0.63$0.63$0.55$0.58$0.45

Dividend yield

1.66%2.06%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Global ex-U.S. Quality Dividend Growth 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$0.02$0.00$0.00$0.00$0.02
2025$0.00$0.00$0.12$0.00$0.00$0.33$0.00$0.00$0.17$0.00$0.00$0.23$0.85
2024$0.00$0.00$0.17$0.00$0.00$0.29$0.00$0.00$0.16$0.00$0.00$0.22$0.83
2023$0.00$0.00$0.16$0.00$0.00$0.29$0.00$0.00$0.12$0.00$0.00$0.11$0.67
2022$0.00$0.00$0.37$0.00$0.00$0.66$0.00$0.00$0.41$0.00$0.00$0.12$1.55
2021$0.00$0.00$0.16$0.00$0.00$0.20$0.00$0.00$0.24$0.00$0.00$0.00$0.60

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 ex-U.S. Quality Dividend Growth 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 ex-U.S. Quality Dividend Growth Fund was 44.53%, occurring on Mar 9, 2009. Recovery took 520 trading sessions.

The current WisdomTree Global ex-U.S. Quality Dividend Growth Fund drawdown is 0.96%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-44.53%Mar 2009
1y 11mo2y 21d
4y 5dMar 2007 - Mar 2011
Bear market2022
-34.85%Sep 2022
8mo 24d1y 9mo
2y 6moJan 2022 - Jul 2024
COVID crash2020
-32.18%Mar 2020
2mo 2d4mo 22d
6mo 24dJan 2020 - Aug 2020
2011 bear market2011
-30.09%Oct 2011
5mo 5d2y 9mo
3y 2moMay 2011 - Jul 2014
2016 bear market2016
-25.01%Jan 2016
8mo 7d1y 3mo
1y 11moMay 2015 - May 2017

Drawdown Indicators


DNLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-56.78%

+12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-9.10%

-3.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-18.90%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-25.43%

-9.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-33.92%

-0.93%

Current Drawdown

Current decline from peak

-0.96%

-0.74%

-0.22%

Average Drawdown

Average peak-to-trough decline

-10.17%

-10.72%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.97%

+1.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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