DEW vs. MFVL

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Global High Dividend Fund (DEW) and Motley Fool Value Factor ETF (MFVL).

DEW and MFVL 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. MFVL is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025.

Performance

DEW vs. MFVL - Performance Comparison

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

DEW vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
DEW WisdomTree Global High Dividend Fund	8.14%	1.85%
MFVL Motley Fool Value Factor ETF	-1.60%	1.39%

Returns By Period

In the year-to-date period, DEW achieves a 8.14% return, which is significantly higher than MFVL's -1.60% 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%

MFVL

• 1D: 1.37%
• 1M: -5.21%
• YTD: -1.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEW vs. MFVL - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is higher than MFVL's 0.50% expense ratio.

DEW

WisdomTree Global High Dividend Fund

MFVL

Motley Fool Value Factor ETF

Return for Risk

DEW vs. MFVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEW

DEW Risk / Return Rank: 85
DEW Sharpe Ratio Rank: 85
DEW Sortino Ratio Rank: 86
DEW Omega Ratio Rank: 87
DEW Calmar Ratio Rank: 77
DEW Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEW vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and Motley Fool Value Factor ETF (MFVL). 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	MFVL	Difference
Sharpe ratio Return per unit of total volatility	1.69	—	—
Sortino ratio Return per unit of downside risk	2.30	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	1.98	—	—
Martin ratio Return relative to average drawdown	10.56	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DEW	MFVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	—	—
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	-0.07	+0.34

Correlation

The correlation between DEW and MFVL is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DEW vs. MFVL - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.33%, while MFVL has not paid dividends to shareholders.

	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%
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DEW vs. MFVL - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than MFVL's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for DEW and MFVL.

Drawdown Indicators

	DEW	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-65.55%	-6.49%	-59.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.80%	—	—
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	-3.63%	-5.21%	+1.58%
Average Drawdown Average peak-to-trough decline	-12.54%	-1.41%	-11.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	—	—

Volatility

Volatility by Period

	DEW	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.42%	11.67%	+1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.02%	11.67%	+1.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.55%	11.67%	+3.88%