DEW vs. MBOX
Compare and contrast key facts about WisdomTree Global High Dividend Fund (DEW) and Freedom Day Dividend ETF (MBOX).
DEW and MBOX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global High Dividend Index. It was launched on Jun 16, 2006. MBOX is an actively managed fund by EMPIRICAL FINANCE LLC. It was launched on May 5, 2021.
Performance
DEW vs. MBOX - Performance Comparison
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DEW vs. MBOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DEW WisdomTree Global High Dividend Fund | 8.14% | 22.39% | 11.58% | 9.39% | -2.73% | 6.11% |
MBOX Freedom Day Dividend ETF | 5.04% | 8.72% | 16.39% | 15.84% | -4.32% | 9.48% |
Returns By Period
In the year-to-date period, DEW achieves a 8.14% return, which is significantly higher than MBOX's 5.04% return.
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%
MBOX
- 1D
- 0.93%
- 1M
- -4.03%
- YTD
- 5.04%
- 6M
- 4.92%
- 1Y
- 12.49%
- 3Y*
- 15.78%
- 5Y*
- —
- 10Y*
- —
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DEW vs. MBOX - Expense Ratio Comparison
DEW has a 0.58% expense ratio, which is higher than MBOX's 0.39% expense ratio.
Return for Risk
DEW vs. MBOX — Risk / Return Rank
DEW
MBOX
DEW vs. MBOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and Freedom Day Dividend ETF (MBOX). 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.
| DEW | MBOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.80 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.23 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.18 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.12 | +0.86 |
Martin ratioReturn relative to average drawdown | 10.56 | 5.23 | +5.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEW | MBOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.80 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.71 | -0.43 |
Correlation
The correlation between DEW and MBOX is 0.85, 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
DEW vs. MBOX - Dividend Comparison
DEW's dividend yield for the trailing twelve months is around 3.33%, more than MBOX's 2.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MBOX Freedom Day Dividend ETF | 2.08% | 1.94% | 1.60% | 2.13% | 2.87% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEW vs. MBOX - Drawdown Comparison
The maximum DEW drawdown since its inception was -65.55%, which is greater than MBOX's maximum drawdown of -16.42%. Use the drawdown chart below to compare losses from any high point for DEW and MBOX.
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Drawdown Indicators
| DEW | MBOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.55% | -16.42% | -49.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -12.16% | +0.36% |
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 | -3.63% | -4.32% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -12.54% | -3.55% | -8.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.60% | -0.39% |
Volatility
DEW vs. MBOX - Volatility Comparison
WisdomTree Global High Dividend Fund (DEW) has a higher volatility of 4.07% compared to Freedom Day Dividend ETF (MBOX) at 3.31%. This indicates that DEW's price experiences larger fluctuations and is considered to be riskier than MBOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEW | MBOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.31% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 8.14% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 15.65% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.02% | 14.58% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 14.58% | +0.97% |