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WisdomTree International Hedged Dividend Growth Fu...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X5941

CUSIP

97717X594

Issuer

WisdomTree

Inception Date

May 7, 2014

Region

Broad Asia (Broad)

Leveraged

1x

Index Tracked

WisdomTree International Hedged Dividend Growth Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
IHDG vs. IQDG IHDG vs. IGRO IHDG vs. IDV IHDG vs. HAWX IHDG vs. DEM IHDG vs. VIGRX IHDG vs. VXUS IHDG vs. SCHY IHDG vs. SCHD IHDG vs. SWPPX
Popular comparisons:
IHDG vs. IQDG IHDG vs. IGRO IHDG vs. IDV IHDG vs. HAWX IHDG vs. DEM IHDG vs. VIGRX IHDG vs. VXUS IHDG vs. SCHY IHDG vs. SCHD IHDG vs. SWPPX

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-4.41%
12.33%
IHDG (WisdomTree International Hedged Dividend Growth Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree International Hedged Dividend Growth Fund had a return of 5.19% year-to-date (YTD) and 10.57% in the last 12 months. Over the past 10 years, WisdomTree International Hedged Dividend Growth Fund had an annualized return of 8.93%, while the S&P 500 had an annualized return of 11.13%, indicating that WisdomTree International Hedged Dividend Growth Fund did not perform as well as the benchmark.


IHDG

YTD

5.19%

1M

-3.80%

6M

-4.60%

1Y

10.57%

5Y (annualized)

9.04%

10Y (annualized)

8.93%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.83%4.51%3.28%-3.13%3.01%0.16%-0.00%1.75%-1.26%-3.57%5.19%
20237.66%-1.10%4.35%2.56%-2.82%3.17%0.67%-1.41%-2.66%-2.01%6.67%4.00%20.00%
2022-5.68%-2.85%3.30%-3.80%0.56%-8.28%8.42%-5.23%-5.83%5.02%8.12%-4.13%-11.53%
20210.80%0.93%3.79%3.09%1.95%2.44%2.86%0.86%-4.59%3.08%-1.30%4.61%19.75%
2020-1.18%-6.99%-9.18%7.62%6.48%1.74%-0.68%2.67%2.66%-3.69%8.29%4.03%10.51%
20197.98%4.13%3.10%3.26%-5.17%4.80%1.56%-0.63%2.29%1.78%4.00%2.63%33.42%
20181.21%-3.85%0.11%1.77%2.21%-0.81%2.80%-0.34%-1.47%-6.48%-0.13%-7.17%-12.03%
20171.44%3.78%3.32%3.28%3.02%-2.05%-0.07%1.39%2.72%3.07%-0.70%0.97%21.93%
2016-2.00%-3.51%2.75%-0.23%3.56%-1.96%3.39%-0.68%0.70%-2.69%0.12%2.57%1.68%
20153.74%6.29%0.77%1.46%1.93%-5.33%4.86%-7.45%-1.52%7.39%2.32%-2.09%11.87%
20142.56%-0.99%-1.26%1.36%-1.65%-0.28%2.74%-1.45%0.91%

Expense Ratio

IHDG features an expense ratio of 0.58%, falling within the medium range.


Expense ratio chart for IHDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IHDG is 32, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IHDG is 3232
Combined Rank
The Sharpe Ratio Rank of IHDG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of IHDG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IHDG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IHDG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IHDG is 3030
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 Hedged Dividend Growth Fund (IHDG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IHDG, currently valued at 0.90, compared to the broader market0.002.004.000.902.46
The chart of Sortino ratio for IHDG, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.0012.001.293.31
The chart of Omega ratio for IHDG, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.46
The chart of Calmar ratio for IHDG, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.123.55
The chart of Martin ratio for IHDG, currently valued at 3.74, compared to the broader market0.0020.0040.0060.0080.00100.003.7415.76
IHDG
^GSPC

The current WisdomTree International Hedged Dividend Growth Fund Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree International Hedged Dividend Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.90
2.46
IHDG (WisdomTree International Hedged Dividend Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree International Hedged Dividend Growth Fund provided a 1.76% dividend yield over the last twelve months, with an annual payout of $0.77 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.00$5.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.77$0.72$4.91$1.27$0.77$0.72$0.06$0.41$0.50$0.80$0.94

Dividend yield

1.76%1.70%13.79%2.77%1.95%1.99%0.22%1.28%1.91%3.04%3.86%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.33$0.00$0.00$0.11$0.00$0.00$0.65
2023$0.00$0.00$0.17$0.00$0.00$0.36$0.00$0.00$0.07$0.00$0.00$0.12$0.72
2022$0.00$0.00$0.37$0.00$0.00$0.68$0.00$0.00$0.32$0.00$0.00$3.55$4.91
2021$0.00$0.00$0.22$0.00$0.00$0.34$0.00$0.00$0.52$0.00$0.00$0.19$1.27
2020$0.00$0.00$0.05$0.00$0.00$0.22$0.00$0.00$0.15$0.00$0.00$0.35$0.77
2019$0.00$0.00$0.05$0.00$0.00$0.32$0.00$0.00$0.16$0.00$0.00$0.20$0.72
2018$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2017$0.00$0.00$0.23$0.00$0.00$0.03$0.00$0.00$0.15$0.00$0.00$0.00$0.41
2016$0.00$0.00$0.04$0.00$0.00$0.31$0.00$0.00$0.16$0.00$0.00$0.00$0.50
2015$0.00$0.00$0.04$0.00$0.00$0.34$0.00$0.00$0.08$0.00$0.00$0.34$0.80
2014$0.06$0.00$0.00$0.08$0.00$0.00$0.80$0.94

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.69%
-1.40%
IHDG (WisdomTree International Hedged Dividend Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree International Hedged 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 International Hedged Dividend Growth Fund was 29.24%, occurring on Mar 16, 2020. Recovery took 144 trading sessions.

The current WisdomTree International Hedged Dividend Growth Fund drawdown is 6.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.24%Feb 20, 202018Mar 16, 2020144Oct 8, 2020162
-19.52%Jan 4, 2022183Sep 26, 2022147Apr 27, 2023330
-18.5%Aug 28, 201882Dec 24, 201879Apr 18, 2019161
-14.84%Apr 28, 2015201Feb 11, 2016251Feb 9, 2017452
-9.98%Jun 10, 201484Oct 15, 201424Nov 21, 2014108

Volatility

Volatility Chart

The current WisdomTree International Hedged Dividend Growth Fund volatility is 3.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.12%
4.07%
IHDG (WisdomTree International Hedged Dividend Growth Fund)
Benchmark (^GSPC)