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DDWM vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDWM vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDWM achieves a 9.49% return, which is significantly lower than IDOG's 16.35% return. Both investments have delivered pretty close results over the past 10 years, with DDWM having a 10.64% annualized return and IDOG not far ahead at 10.97%.


DDWM

1D
-0.41%
1M
0.71%
6M
5.28%
YTD
9.49%
1Y
21.99%
3Y*
17.74%
5Y*
13.00%
10Y*
10.64%
ALL TIME*
10.83%

IDOG

1D
-0.32%
1M
5.35%
6M
11.47%
YTD
16.35%
1Y
34.60%
3Y*
20.44%
5Y*
14.35%
10Y*
10.97%
ALL TIME*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.12M$4.14M$4.85M
$1.60M$1.44M$1.23M

DDWM vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
9.49%30.07%10.70%15.25%-0.77%14.84%-4.56%21.43%-11.75%18.80%
IDOG
ALPS International Sector Dividend Dogs ETF
16.35%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Correlation

The correlation between DDWM and IDOG is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2016

0.84

The correlation between DDWM and IDOG shifts across timeframes, from 0.70 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.

DDWM vs. IDOG - Sectors Allocation Comparison


Sectors
DDWM
IDOG

Industrials

19.3%
12.3%

Financial Services

18.2%
10.6%

Consumer Cyclical

9.3%
10.1%

Healthcare

8.2%
10.4%

Technology

7.4%
7.7%

Consumer Defensive

7.0%
10.3%

Basic Materials

5.8%
9.8%

Utilities

5.2%
10.2%

Communication Services

4.7%
9.5%

Energy

3.7%
9.2%

Real Estate

2.7%

-

Industrials

DDWM
19.3%
IDOG
12.3%

Financial Services

DDWM
18.2%
IDOG
10.6%

Consumer Cyclical

DDWM
9.3%
IDOG
10.1%

Healthcare

DDWM
8.2%
IDOG
10.4%

Technology

DDWM
7.4%
IDOG
7.7%

Consumer Defensive

DDWM
7.0%
IDOG
10.3%

Basic Materials

DDWM
5.8%
IDOG
9.8%

Utilities

DDWM
5.2%
IDOG
10.2%

Communication Services

DDWM
4.7%
IDOG
9.5%

Energy

DDWM
3.7%
IDOG
9.2%

Real Estate

DDWM
2.7%
IDOG

-

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Return for Risk

DDWM vs. IDOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDWM
DDWM Risk / Return Rank: 6868
Overall Rank
DDWM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DDWM Sortino Ratio Rank: 7272
Sortino Ratio Rank
DDWM Omega Ratio Rank: 7676
Omega Ratio Rank
DDWM Calmar Ratio Rank: 5858
Calmar Ratio Rank
DDWM Martin Ratio Rank: 6161
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 9393
Overall Rank
IDOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9393
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9292
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9595
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDWM vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DDWMIDOGDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.31

1.45

-0.13

Calmar ratioReturn relative to maximum drawdown

2.04

5.43

-3.39

Martin ratioReturn relative to average drawdown

7.35

16.84

-9.49

DDWM vs. IDOG - Sharpe Ratio Comparison

The current DDWM Sharpe Ratio is 1.68, which is lower than the IDOG Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of DDWM and IDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DDWM vs. IDOG - Drawdown Comparison

The maximum DDWM drawdown since its inception was -35.00%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for DDWM and IDOG.


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Drawdown Indicators


DDWMIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-37.32%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-6.47%

-4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

-13.92%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-25.31%

+10.52%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-37.32%

+2.32%

Current Drawdown

Current decline from peak

-0.41%

-0.32%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.01%

-7.86%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.08%

+0.85%

Volatility

DDWM vs. IDOG - Volatility Comparison

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) has a higher volatility of 3.29% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 2.95%. This indicates that DDWM's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDWMIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

2.95%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

10.82%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

13.39%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

15.64%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

17.09%

-2.02%

DDWM vs. IDOG - Expense Ratio Comparison

DDWM has a 0.40% expense ratio, which is lower than IDOG's 0.50% expense ratio.


Dividends

DDWM vs. IDOG - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 2.52%, less than IDOG's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
2.52%2.47%3.57%4.46%4.28%3.73%3.52%3.63%4.40%2.65%4.00%0.00%
IDOG
ALPS International Sector Dividend Dogs ETF
4.23%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Frequently Asked Questions


DDWM and IDOG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DDWM has higher volatility (3.29%) compared to IDOG (2.95%). In terms of maximum drawdown, DDWM dropped -35.00% vs IDOG's -37.32%.

On 10-year performance, IDOG leads with 10.97% vs 10.64% for DDWM. On fees, DDWM is cheaper at 0.40% per year. On volatility, IDOG has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDOG has performed better with a 10.97% return vs 10.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DDWM is cheaper with a 0.40% expense ratio, compared with 0.50% for IDOG.

IDOG has the higher dividend yield at 4.23%, compared with 2.52% for DDWM.

DDWM tracks WisdomTree Dynamic Currency Hedged International Equity Index, while IDOG tracks S-Network International Sector Dividend Dogs Index. They also come from different issuers: WisdomTree and SS&C. Their fees differ too: 0.40% for DDWM and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.64 vs 1.68), 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.

Portfolio Optimizer

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