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WisdomTree International Quality Dividend Growth F...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US97717X1312
CUSIP
97717X131
Inception Date
Apr 7, 2016
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree International Quality Dividend Growth 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 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.


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S&P 500 Index

Returns By Period

WisdomTree International Quality Dividend Growth Fund (IQDG) has returned -3.13% so far this year and 15.12% over the past 12 months.


WisdomTree International Quality Dividend Growth Fund

1D
3.08%
1M
-9.12%
YTD
-3.13%
6M
1.34%
1Y
15.12%
3Y*
8.05%
5Y*
4.03%
10Y*

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 Apr 7, 2016, IQDG's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +14.0%, while the worst month was Jun 2022 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IQDG closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.00%2.48%-9.12%-3.13%
20256.02%1.39%-2.79%4.06%4.42%3.55%-4.69%2.91%2.93%-0.23%1.53%3.27%24.19%
2024-0.63%3.47%2.63%-5.18%4.68%-0.99%1.81%4.08%-0.14%-6.92%-1.23%-4.22%-3.38%
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%

Benchmark Metrics

WisdomTree International Quality Dividend Growth Fund has an annualized alpha of -1.75%, beta of 0.78, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since April 08, 2016.

  • This ETF participated in 98.88% of S&P 500 Index downside but only 79.36% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.75%
Beta
0.78
0.66
Upside Capture
79.36%
Downside Capture
98.88%

Expense Ratio

IQDG has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IQDG ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IQDG Risk / Return Rank: 4343
Overall Rank
IQDG Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 4444
Sortino Ratio Rank
IQDG Omega Ratio Rank: 4242
Omega Ratio Rank
IQDG Calmar Ratio Rank: 4242
Calmar Ratio Rank
IQDG Martin Ratio Rank: 4242
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 International Quality Dividend Growth Fund (IQDG) and compare them to a chosen benchmark (S&P 500 Index).


IQDGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.26

1.39

-0.13

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.13

1.40

-0.27

Martin ratio

Return relative to average drawdown

4.10

6.61

-2.51

Explore IQDG 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 International Quality Dividend Growth Fund provided a 2.28% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.92$0.95$0.89$0.64$1.28$1.07$0.60$0.62$0.49$0.52$0.32

Dividend yield

2.28%2.28%2.60%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
2026$0.00$0.00$0.04$0.04
2025$0.00$0.00$0.07$0.00$0.00$0.50$0.00$0.00$0.14$0.00$0.00$0.24$0.95
2024$0.00$0.00$0.21$0.00$0.00$0.32$0.00$0.00$0.10$0.00$0.00$0.26$0.89
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

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 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 9.59%.


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
-18.12%Sep 27, 2024132Apr 8, 202537Jun 2, 2025169
-12.35%Feb 26, 202617Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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