DEW vs. DIVD

Last updated Aug 4, 2026

DEW (WisdomTree Global High Dividend Fund) and DIVD (Altrius Global Dividend ETF) are both exchange-traded funds - DEW is a Large Cap Value Equities fund tracking the WisdomTree Global High Dividend Index, while DIVD is a Global Equities fund actively managed by Altrius. DEW is passively managed, while DIVD is actively managed. Over the past 3 years, DEW returned 19.89%/yr vs 17.01%/yr for DIVD. Their correlation of 0.92 means they have usually moved in the same direction. DEW charges 0.58%/yr vs 0.49%/yr for DIVD.

Performance

DEW vs. DIVD - Performance Comparison

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

Returns By Period

In the year-to-date period, DEW achieves a 19.14% return, which is significantly higher than DIVD's 17.94% return.

DEW

• 1D: -0.14%
• 1M: 4.14%
• 6M: 12.32%
• YTD: 19.14%
• 1Y: 30.34%
• 3Y*: 19.89%
• 5Y*: 12.85%
• 10Y*: 9.64%
• ALL TIME*: 6.11%

DIVD

• 1D: 0.02%
• 1M: 3.01%
• 6M: 9.92%
• YTD: 17.94%
• 1Y: 31.45%
• 3Y*: 17.01%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEW WisdomTree Global High Dividend Fund	$1.29M	$705.15K	$387.18K
DIVD Altrius Global Dividend ETF	$87.08K	$106.63K	$112.47K

DEW vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DEW WisdomTree Global High Dividend Fund	19.14%	22.39%	11.58%	9.39%	13.35%
DIVD Altrius Global Dividend ETF	17.94%	26.18%	2.52%	14.27%	17.01%

Correlation

The correlation between DEW and DIVD is 0.88, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.88
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022	0.92

The correlation between DEW and DIVD has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

DEW vs. DIVD - Sectors Allocation Comparison

Sectors	DEW	DIVD
Financial Services	25.8%	20.8%
Energy	14.5%	7.9%
Real Estate	11.7%	1.4%
Utilities	11.5%	-
Healthcare	10.2%	20.9%
Consumer Defensive	8.8%	18.4%
Industrials	5.0%	12.5%
Communication Services	4.0%	3.3%
Consumer Cyclical	3.5%	4.4%
Basic Materials	2.6%	4.7%
Technology	2.5%	5.8%

Return for Risk

DEW vs. DIVD — Risk / Return Rank

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

DEW

DEW Risk / Return Rank: 95
DEW Sharpe Ratio Rank: 97
DEW Sortino Ratio Rank: 96
DEW Omega Ratio Rank: 95
DEW Calmar Ratio Rank: 94
DEW Martin Ratio Rank: 94

DIVD

DIVD Risk / Return Rank: 94
DIVD Sharpe Ratio Rank: 95
DIVD Sortino Ratio Rank: 95
DIVD Omega Ratio Rank: 94
DIVD Calmar Ratio Rank: 93
DIVD Martin Ratio Rank: 94

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.

DEW vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and Altrius Global Dividend ETF (DIVD). 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.

	DEW	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	3.20	2.86	+0.34
Sortino ratio: Return per unit of downside risk	4.52	4.15	+0.37
Omega ratio: Gain probability vs. loss probability	1.58	1.52	+0.06
Calmar ratio: Return relative to maximum drawdown	4.81	4.72	+0.09
Martin ratio: Return relative to average drawdown	19.45	18.49	+0.96

DEW vs. DIVD - Sharpe Ratio Comparison

The current DEW Sharpe Ratio is 3.20, which is comparable to the DIVD Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of DEW and DIVD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DEW vs. DIVD - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than DIVD's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for DEW and DIVD.

Drawdown Indicators

	DEW	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-65.55%	-13.88%	-51.67%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-6.70%	+0.36%
Max Drawdown (3Y) Largest decline over 3 years	-11.80%	-13.88%	+2.08%
Max Drawdown (5Y) Largest decline over 5 years	-18.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.77%	—	—
Current Drawdown Current decline from peak	-0.39%	-0.27%	-0.12%
Average Drawdown Average peak-to-trough decline	-12.34%	-2.16%	-10.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	1.71%	-0.15%

Volatility

DEW vs. DIVD - Volatility Comparison

The current volatility for WisdomTree Global High Dividend Fund (DEW) is 2.02%, while Altrius Global Dividend ETF (DIVD) has a volatility of 2.65%. This indicates that DEW experiences smaller price fluctuations and is considered to be less risky than DIVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEW	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.02%	2.65%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	7.25%	8.26%	-1.01%
Volatility (1Y) Calculated over the trailing 1-year period	9.53%	11.05%	-1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.90%	13.17%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.37%	13.17%	+2.20%

DEW vs. DIVD - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is higher than DIVD's 0.49% expense ratio.

Dividends

DEW vs. DIVD - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.12%, more than DIVD's 2.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEW WisdomTree Global High Dividend Fund	3.12%	3.71%	4.02%	4.55%	3.82%	3.55%	4.10%	3.74%	4.17%	3.18%	3.42%	4.32%
DIVD Altrius Global Dividend ETF	2.72%	2.86%	3.39%	2.96%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEW and DIVD in my portfolio?

DEW and DIVD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEW or DIVD?

DIVD has higher volatility (2.65%) compared to DEW (2.02%). In terms of maximum drawdown, DEW dropped -65.55% vs DIVD's -13.88%.

Which ETF is better, DEW or DIVD?

On 3-year performance, DEW leads with 19.89% vs 17.01% for DIVD. On fees, DIVD is cheaper at 0.49% per year. On volatility, DEW has been the lower-risk option at 2.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEW or DIVD?

Over the 3-year period, DEW has performed better with a 19.89% return vs 17.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEW or DIVD?

DIVD is cheaper with a 0.49% expense ratio, compared with 0.58% for DEW.

Which ETF pays a higher dividend yield, DEW or DIVD?

DEW has the higher dividend yield at 3.12%, compared with 2.72% for DIVD.

What is the main difference between DEW and DIVD?

DEW is categorized as Large Cap Value Equities, while DIVD is Global Equities. They also come from different issuers: WisdomTree and Altrius. Their fees differ too: 0.58% for DEW and 0.49% for DIVD.

Which has better risk-adjusted returns?

DEW currently has the higher Sharpe Ratio (3.20 vs 2.86), 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.