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WisdomTree International Quality Dividend Growth F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X1312

CUSIP

97717X131

Issuer

WisdomTree

Inception Date

Apr 7, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

WisdomTree International Quality 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:
IQDG vs. IHDG IQDG vs. DNL IQDG vs. IQDF IQDG vs. LVHI IQDG vs. IQDY IQDG vs. VIGI IQDG vs. SCHD IQDG vs. VTV IQDG vs. VWOB IQDG vs. SCHY
Popular comparisons:
IQDG vs. IHDG IQDG vs. DNL IQDG vs. IQDF IQDG vs. LVHI IQDG vs. IQDY IQDG vs. VIGI IQDG vs. SCHD IQDG vs. VTV IQDG vs. VWOB IQDG vs. SCHY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree International Quality 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
-6.09%
12.33%
IQDG (WisdomTree International Quality Dividend Growth Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree International Quality Dividend Growth Fund had a return of -1.84% year-to-date (YTD) and 5.73% in the last 12 months.


IQDG

YTD

-1.84%

1M

-6.56%

6M

-6.36%

1Y

5.73%

5Y (annualized)

5.60%

10Y (annualized)

N/A

^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 IQDG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.63%3.47%2.63%-5.18%4.68%-0.99%1.81%4.08%-0.14%-6.92%-1.84%
20238.89%-3.96%6.41%3.63%-5.37%4.43%1.85%-3.35%-5.26%-2.72%9.53%6.64%20.76%
2022-6.69%-2.71%1.70%-8.65%1.67%-10.80%7.29%-8.09%-9.07%4.94%14.00%-2.46%-19.97%
20210.05%1.12%1.26%4.48%3.25%-0.02%2.98%0.18%-6.21%3.57%-3.22%4.77%12.28%
2020-1.99%-8.24%-10.39%7.73%7.19%2.48%3.22%4.24%0.93%-4.19%10.50%6.32%16.58%
20198.93%3.22%2.09%2.96%-5.98%5.85%-1.40%-1.06%1.63%3.93%2.97%4.20%30.03%
20185.64%-5.34%0.48%-0.68%0.13%-1.81%2.51%-1.63%-1.56%-8.32%-0.41%-6.46%-16.81%
20173.89%2.49%3.73%4.68%4.47%-0.93%2.19%1.38%2.22%1.37%0.36%1.31%30.64%
20163.10%1.07%-3.92%4.72%-1.75%1.16%-5.09%-2.44%1.59%-1.98%

Expense Ratio

IQDG features an expense ratio of 0.42%, falling within the medium range.


Expense ratio chart for IQDG: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IQDG is 15, indicating that it is in the bottom 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IQDG is 1515
Combined Rank
The Sharpe Ratio Rank of IQDG is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDG is 1313
Sortino Ratio Rank
The Omega Ratio Rank of IQDG is 1212
Omega Ratio Rank
The Calmar Ratio Rank of IQDG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of IQDG is 1616
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 Quality Dividend Growth Fund (IQDG) 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 IQDG, currently valued at 0.41, compared to the broader market0.002.004.000.412.46
The chart of Sortino ratio for IQDG, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.0012.000.673.31
The chart of Omega ratio for IQDG, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.46
The chart of Calmar ratio for IQDG, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.423.55
The chart of Martin ratio for IQDG, currently valued at 1.59, compared to the broader market0.0020.0040.0060.0080.00100.001.5915.76
IQDG
^GSPC

The current WisdomTree International Quality Dividend Growth Fund Sharpe ratio is 0.41. 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 Quality 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.41
2.46
IQDG (WisdomTree International Quality Dividend Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree International Quality Dividend Growth Fund provided a 2.11% dividend yield over the last twelve months, with an annual payout of $0.74 per share.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.74$0.64$1.28$1.07$0.60$0.62$0.49$0.52$0.32

Dividend yield

2.11%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree International Quality 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$0.21$0.00$0.00$0.32$0.00$0.00$0.10$0.00$0.00$0.63
2023$0.00$0.00$0.19$0.00$0.00$0.27$0.00$0.00$0.07$0.00$0.00$0.12$0.64
2022$0.00$0.00$0.34$0.00$0.00$0.61$0.00$0.00$0.25$0.00$0.00$0.09$1.28
2021$0.00$0.00$0.32$0.00$0.00$0.19$0.00$0.00$0.46$0.00$0.00$0.10$1.07
2020$0.00$0.00$0.12$0.00$0.00$0.16$0.00$0.00$0.14$0.00$0.00$0.19$0.60
2019$0.00$0.00$0.06$0.00$0.00$0.27$0.00$0.00$0.14$0.00$0.00$0.16$0.62
2018$0.00$0.00$0.04$0.00$0.00$0.19$0.00$0.00$0.10$0.00$0.00$0.16$0.49
2017$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.09$0.00$0.00$0.10$0.52
2016$0.19$0.00$0.00$0.08$0.00$0.00$0.06$0.32

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.30%
-1.40%
IQDG (WisdomTree International Quality Dividend Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree International 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 International Quality Dividend Growth Fund was 34.97%, occurring on Sep 26, 2022. Recovery took 450 trading sessions.

The current WisdomTree International Quality Dividend Growth Fund drawdown is 11.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.97%Aug 16, 2021281Sep 26, 2022450Jul 12, 2024731
-31.35%Jan 21, 202044Mar 23, 2020102Aug 17, 2020146
-24.71%Jan 29, 2018229Dec 24, 2018245Dec 13, 2019474
-11.58%Sep 27, 202436Nov 15, 2024
-10.81%Apr 21, 201631Jun 27, 2016126Mar 15, 2017157

Volatility

Volatility Chart

The current WisdomTree International Quality Dividend Growth Fund volatility is 4.46%, 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
4.46%
4.07%
IQDG (WisdomTree International Quality Dividend Growth Fund)
Benchmark (^GSPC)