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WisdomTree International LargeCap Dividend Fund (D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717W7948

CUSIP

97717W794

Inception Date

Jun 16, 2006

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

WisdomTree International LargeCap Dividend Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DOL has an expense ratio of 0.48%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

WisdomTree International LargeCap Dividend Fund (DOL) returned 17.15% year-to-date (YTD) and 13.73% over the past 12 months. Over the past 10 years, DOL returned 4.89% annually, underperforming the S&P 500 benchmark at 10.67%.


DOL

YTD

17.15%

1M

7.83%

6M

13.57%

1Y

13.73%

5Y*

13.11%

10Y*

4.89%

^GSPC (Benchmark)

YTD

-0.86%

1M

8.72%

6M

-2.74%

1Y

11.65%

5Y*

15.28%

10Y*

10.67%

*Annualized

Monthly Returns

The table below presents the monthly returns of DOL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.69%3.99%2.73%3.83%0.87%17.15%
2024-0.75%2.67%3.64%-2.40%4.91%-2.37%2.86%3.55%0.35%-4.12%-1.60%-2.23%4.08%
20238.04%-3.11%2.37%3.00%-5.11%5.36%2.76%-3.38%-1.92%-2.43%6.78%4.31%16.77%
20220.26%-2.93%1.86%-5.50%2.59%-9.06%3.59%-5.21%-8.05%5.77%13.42%-1.46%-6.72%
2021-0.65%1.28%3.13%2.43%4.30%-1.24%0.94%0.58%-4.16%2.57%-3.49%5.76%11.54%
2020-3.45%-7.93%-14.70%3.98%3.85%3.42%1.00%3.81%-2.62%-4.61%12.10%4.67%-3.22%
20196.40%2.41%0.73%2.29%-4.30%5.60%-2.70%-2.33%3.25%2.92%0.55%3.71%19.47%
20185.02%-5.60%-0.40%2.32%-3.30%-1.13%3.26%-3.18%1.53%-6.61%0.71%-5.59%-12.94%
20172.66%0.36%3.44%2.09%3.96%-0.33%2.79%-0.02%2.54%1.01%0.76%1.11%22.25%
2016-4.73%-3.67%6.28%3.39%-0.95%-1.68%3.23%0.60%1.12%-1.73%-1.86%3.46%2.89%
20151.31%5.56%-1.96%4.21%-1.18%-3.41%1.82%-7.55%-4.87%6.64%-1.27%-2.87%-4.50%
2014-5.21%6.48%0.59%2.68%1.24%0.63%-2.36%0.57%-4.29%-0.64%-0.00%-5.11%-5.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, DOL is among the top 19% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DOL is 8181
Overall Rank
The Sharpe Ratio Rank of DOL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DOL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DOL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of DOL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of DOL is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree International LargeCap Dividend Fund Sharpe ratios as of May 12, 2025 (values are recalculated daily):

  • 1-Year: 0.89
  • 5-Year: 0.81
  • 10-Year: 0.30
  • All Time: 0.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree International LargeCap Dividend Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

WisdomTree International LargeCap Dividend Fund provided a 3.10% dividend yield over the last twelve months, with an annual payout of $1.79 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.79$1.87$1.98$1.97$1.77$1.29$1.72$1.71$1.61$1.53$1.58$2.34

Dividend yield

3.10%3.78%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%5.02%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.23$0.00$0.00$0.23
2024$0.00$0.00$0.31$0.00$0.00$0.98$0.00$0.00$0.25$0.00$0.00$0.33$1.87
2023$0.00$0.00$0.45$0.00$0.00$0.90$0.00$0.00$0.32$0.00$0.00$0.32$1.98
2022$0.00$0.00$0.37$0.00$0.00$1.02$0.00$0.00$0.36$0.00$0.00$0.22$1.97
2021$0.00$0.00$0.33$0.00$0.00$0.60$0.00$0.00$0.49$0.00$0.00$0.35$1.77
2020$0.00$0.00$0.19$0.00$0.00$0.44$0.00$0.00$0.35$0.00$0.00$0.32$1.29
2019$0.00$0.00$0.31$0.00$0.00$0.81$0.00$0.00$0.28$0.00$0.00$0.32$1.72
2018$0.00$0.00$0.19$0.00$0.00$0.94$0.00$0.00$0.28$0.00$0.00$0.30$1.71
2017$0.00$0.00$0.24$0.00$0.00$0.76$0.00$0.00$0.29$0.00$0.00$0.33$1.61
2016$0.00$0.00$0.22$0.00$0.00$0.77$0.00$0.00$0.21$0.00$0.00$0.33$1.53
2015$0.00$0.00$0.26$0.00$0.00$0.78$0.00$0.00$0.26$0.00$0.00$0.28$1.58
2014$0.80$0.00$0.00$0.88$0.00$0.00$0.29$0.00$0.00$0.38$2.34

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 International LargeCap 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 International LargeCap Dividend Fund was 60.79%, occurring on Mar 9, 2009. Recovery took 2143 trading sessions.

The current WisdomTree International LargeCap Dividend Fund drawdown is 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.79%Nov 1, 2007339Mar 9, 20092143Sep 11, 20172482
-35.99%Jan 29, 2018541Mar 23, 2020268Apr 15, 2021809
-24.57%Jan 13, 2022177Sep 27, 2022180Jun 15, 2023357
-12.48%Jul 13, 200725Aug 16, 200729Sep 27, 200754
-12.44%Mar 19, 202515Apr 8, 202511Apr 24, 202526

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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