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ABEQ vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABEQ vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Absolute Select Value ETF (ABEQ) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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ABEQ vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ABEQ
Absolute Select Value ETF
5.30%15.32%12.68%4.63%-1.00%12.49%2.51%
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%11.58%9.39%-2.73%21.29%-7.74%

Returns By Period

In the year-to-date period, ABEQ achieves a 5.30% return, which is significantly lower than DEW's 8.14% return.


ABEQ

1D
0.69%
1M
-5.77%
YTD
5.30%
6M
5.28%
1Y
12.19%
3Y*
12.55%
5Y*
8.93%
10Y*

DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABEQ vs. DEW - Expense Ratio Comparison

ABEQ has a 0.85% expense ratio, which is higher than DEW's 0.58% expense ratio.


Return for Risk

ABEQ vs. DEW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABEQ
ABEQ Risk / Return Rank: 6161
Overall Rank
ABEQ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ABEQ Sortino Ratio Rank: 5858
Sortino Ratio Rank
ABEQ Omega Ratio Rank: 5858
Omega Ratio Rank
ABEQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
ABEQ Martin Ratio Rank: 6363
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
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.

ABEQ vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Absolute Select Value ETF (ABEQ) and WisdomTree Global High Dividend Fund (DEW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ABEQDEWDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.69

-0.64

Sortino ratio

Return per unit of downside risk

1.49

2.30

-0.81

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.65

1.98

-0.33

Martin ratio

Return relative to average drawdown

6.23

10.56

-4.33

ABEQ vs. DEW - Sharpe Ratio Comparison

The current ABEQ Sharpe Ratio is 1.06, which is lower than the DEW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ABEQ and DEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABEQDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.69

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.89

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.28

+0.32

Correlation

The correlation between ABEQ and DEW is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ABEQ vs. DEW - Dividend Comparison

ABEQ's dividend yield for the trailing twelve months is around 1.19%, less than DEW's 3.33% yield.


TTM20252024202320222021202020192018201720162015
ABEQ
Absolute Select Value ETF
1.19%1.25%1.48%2.60%1.20%0.60%0.60%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

ABEQ vs. DEW - Drawdown Comparison

The maximum ABEQ drawdown since its inception was -27.82%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for ABEQ and DEW.


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Drawdown Indicators


ABEQDEWDifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-65.55%

+37.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-11.80%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

-18.86%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-5.77%

-3.63%

-2.14%

Average Drawdown

Average peak-to-trough decline

-4.01%

-12.54%

+8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.21%

-0.10%

Volatility

ABEQ vs. DEW - Volatility Comparison

The current volatility for Absolute Select Value ETF (ABEQ) is 2.82%, while WisdomTree Global High Dividend Fund (DEW) has a volatility of 4.07%. This indicates that ABEQ experiences smaller price fluctuations and is considered to be less risky than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABEQDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

4.07%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

7.21%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

13.42%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.87%

13.02%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

15.55%

-1.56%