CSTK vs. DEW
CSTK (Invesco Comstock Contrarian Equity ETF) and DEW (WisdomTree Global High Dividend Fund) are both Large Cap Value Equities funds. CSTK is actively managed, while DEW is passively managed. Over the past year, CSTK returned 26.71% vs 25.31% for DEW. A 0.80 correlation means they provide meaningful diversification when combined. CSTK charges 0.35%/yr vs 0.58%/yr for DEW.
Performance
CSTK vs. DEW - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with CSTK having a 11.29% return and DEW slightly higher at 11.59%.
CSTK
- 1D
- 0.07%
- 1M
- 3.59%
- YTD
- 11.29%
- 6M
- 13.04%
- 1Y
- 26.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEW
- 1D
- -0.19%
- 1M
- 0.84%
- YTD
- 11.59%
- 6M
- 12.75%
- 1Y
- 25.31%
- 3Y*
- 18.77%
- 5Y*
- 10.67%
- 10Y*
- 9.30%
CSTK vs. DEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSTK Invesco Comstock Contrarian Equity ETF | 11.29% | 18.33% |
DEW WisdomTree Global High Dividend Fund | 11.59% | 15.00% |
Correlation
The correlation between CSTK and DEW is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 8, 2025 | 0.80 |
The correlation between CSTK and DEW has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSTK vs. DEW — Risk / Return Rank
CSTK
DEW
CSTK vs. DEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Contrarian Equity ETF (CSTK) 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.
| CSTK | DEW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.47 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.01 | -0.99 |
| Martin ratioReturn relative to average drawdown | 11.85 | 15.80 | -3.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSTK | DEW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.64 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.54 | 0.28 | +2.26 |
Drawdowns
CSTK vs. DEW - Drawdown Comparison
The maximum CSTK drawdown since its inception was -8.87%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for CSTK and DEW.
Loading charts...
Drawdown Indicators
| CSTK | DEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.87% | -65.55% | +56.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -6.34% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.77% | — |
Current DrawdownCurrent decline from peak | -0.60% | -1.29% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -12.44% | +11.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.61% | +0.65% |
Volatility
CSTK vs. DEW - Volatility Comparison
Invesco Comstock Contrarian Equity ETF (CSTK) and WisdomTree Global High Dividend Fund (DEW) have volatilities of 2.68% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSTK | DEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.79% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 7.16% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.28% | 9.61% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.60% | 12.99% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 15.53% | -3.93% |
CSTK vs. DEW - Expense Ratio Comparison
CSTK has a 0.35% expense ratio, which is lower than DEW's 0.58% expense ratio.
Dividends
CSTK vs. DEW - Dividend Comparison
CSTK's dividend yield for the trailing twelve months is around 1.77%, less than DEW's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTK Invesco Comstock Contrarian Equity ETF | 1.77% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEW WisdomTree Global High Dividend Fund | 3.22% | 3.71% | 4.02% | 4.55% | 3.82% | 3.55% | 4.10% | 3.74% | 4.17% | 3.18% | 3.42% | 4.32% |
Frequently Asked Questions
CSTK and DEW have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEW has higher volatility (2.79%) compared to CSTK (2.68%). In terms of maximum drawdown, CSTK dropped -8.87% vs DEW's -65.55%.
On 1-year performance, CSTK leads with 26.71% vs 25.31% for DEW. On fees, CSTK is cheaper at 0.35% per year. On volatility, CSTK has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CSTK has performed better with a 26.71% return vs 25.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CSTK is cheaper with a 0.35% expense ratio, compared with 0.58% for DEW.
DEW has the higher dividend yield at 3.22%, compared with 1.77% for CSTK.
They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.35% for CSTK and 0.58% for DEW.
DEW currently has the higher Sharpe Ratio (2.64 vs 2.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CSTK and DEW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer