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DEW vs. IDVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEW and IDVO is 0.78, 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.


-0.50.00.51.00.8

Performance

DEW vs. IDVO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.77%
2.06%
DEW
IDVO

Key characteristics

Sharpe Ratio

DEW:

1.27

IDVO:

0.91

Sortino Ratio

DEW:

1.73

IDVO:

1.28

Omega Ratio

DEW:

1.22

IDVO:

1.16

Calmar Ratio

DEW:

2.13

IDVO:

1.31

Martin Ratio

DEW:

6.77

IDVO:

4.89

Ulcer Index

DEW:

1.90%

IDVO:

2.46%

Daily Std Dev

DEW:

10.13%

IDVO:

13.19%

Max Drawdown

DEW:

-65.55%

IDVO:

-11.00%

Current Drawdown

DEW:

-4.52%

IDVO:

-2.82%

Returns By Period

In the year-to-date period, DEW achieves a 12.09% return, which is significantly higher than IDVO's 11.42% return.


DEW

YTD

12.09%

1M

-3.86%

6M

6.77%

1Y

12.84%

5Y*

6.00%

10Y*

5.73%

IDVO

YTD

11.42%

1M

-0.95%

6M

2.07%

1Y

12.01%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DEW vs. IDVO - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is lower than IDVO's 0.65% expense ratio.


IDVO
Amplify International Enhanced Dividend Income ETF
Expense ratio chart for IDVO: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for DEW: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

DEW vs. IDVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and Amplify International Enhanced Dividend Income ETF (IDVO). 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.


Sharpe ratio
The chart of Sharpe ratio for DEW, currently valued at 1.27, compared to the broader market0.002.004.001.270.91
The chart of Sortino ratio for DEW, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.001.731.28
The chart of Omega ratio for DEW, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.16
The chart of Calmar ratio for DEW, currently valued at 2.13, compared to the broader market0.005.0010.0015.002.131.31
The chart of Martin ratio for DEW, currently valued at 6.77, compared to the broader market0.0020.0040.0060.0080.00100.006.774.89
DEW
IDVO

The current DEW Sharpe Ratio is 1.27, which is higher than the IDVO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DEW and IDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.27
0.91
DEW
IDVO

Dividends

DEW vs. IDVO - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.05%, less than IDVO's 6.01% yield.


TTM20232022202120202019201820172016201520142013
DEW
WisdomTree Global High Dividend Fund
3.05%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%5.00%3.65%
IDVO
Amplify International Enhanced Dividend Income ETF
6.01%5.71%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEW vs. IDVO - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than IDVO's maximum drawdown of -11.00%. Use the drawdown chart below to compare losses from any high point for DEW and IDVO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.52%
-2.82%
DEW
IDVO

Volatility

DEW vs. IDVO - Volatility Comparison

The current volatility for WisdomTree Global High Dividend Fund (DEW) is 3.27%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 3.73%. This indicates that DEW experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.27%
3.73%
DEW
IDVO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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