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

Correlation

The correlation between DEW and NOBL 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DEW vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global High Dividend Fund (DEW) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
86.28%
201.41%
DEW
NOBL

Key characteristics

Sharpe Ratio

DEW:

1.02

NOBL:

0.09

Sortino Ratio

DEW:

1.44

NOBL:

0.23

Omega Ratio

DEW:

1.21

NOBL:

1.03

Calmar Ratio

DEW:

1.19

NOBL:

0.09

Martin Ratio

DEW:

5.50

NOBL:

0.30

Ulcer Index

DEW:

2.56%

NOBL:

4.54%

Daily Std Dev

DEW:

13.83%

NOBL:

14.80%

Max Drawdown

DEW:

-65.55%

NOBL:

-35.44%

Current Drawdown

DEW:

-2.76%

NOBL:

-9.55%

Returns By Period

In the year-to-date period, DEW achieves a 5.20% return, which is significantly higher than NOBL's -2.02% return. Over the past 10 years, DEW has underperformed NOBL with an annualized return of 5.75%, while NOBL has yielded a comparatively higher 9.23% annualized return.


DEW

YTD

5.20%

1M

-1.97%

6M

2.37%

1Y

14.78%

5Y*

12.70%

10Y*

5.75%

NOBL

YTD

-2.02%

1M

-3.74%

6M

-6.35%

1Y

2.35%

5Y*

10.95%

10Y*

9.23%

*Annualized

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. NOBL - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is higher than NOBL's 0.35% expense ratio.


Expense ratio chart for DEW: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DEW: 0.58%
Expense ratio chart for NOBL: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NOBL: 0.35%

Risk-Adjusted Performance

DEW vs. NOBL — Risk-Adjusted Performance Rank

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

DEW
The Risk-Adjusted Performance Rank of DEW is 8383
Overall Rank
The Sharpe Ratio Rank of DEW is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DEW is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DEW is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DEW is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DEW is 8686
Martin Ratio Rank

NOBL
The Risk-Adjusted Performance Rank of NOBL is 2828
Overall Rank
The Sharpe Ratio Rank of NOBL is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of NOBL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NOBL is 2626
Omega Ratio Rank
The Calmar Ratio Rank of NOBL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of NOBL is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DEW vs. NOBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


The chart of Sharpe ratio for DEW, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.00
DEW: 1.02
NOBL: 0.09
The chart of Sortino ratio for DEW, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.00
DEW: 1.44
NOBL: 0.23
The chart of Omega ratio for DEW, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
DEW: 1.21
NOBL: 1.03
The chart of Calmar ratio for DEW, currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.0012.00
DEW: 1.19
NOBL: 0.09
The chart of Martin ratio for DEW, currently valued at 5.50, compared to the broader market0.0020.0040.0060.00
DEW: 5.50
NOBL: 0.30

The current DEW Sharpe Ratio is 1.02, which is higher than the NOBL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of DEW and NOBL, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.02
0.09
DEW
NOBL

Dividends

DEW vs. NOBL - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.89%, more than NOBL's 2.19% yield.


TTM20242023202220212020201920182017201620152014
DEW
WisdomTree Global High Dividend Fund
3.89%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%5.00%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.19%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%

Drawdowns

DEW vs. NOBL - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than NOBL's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for DEW and NOBL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.76%
-9.55%
DEW
NOBL

Volatility

DEW vs. NOBL - Volatility Comparison

WisdomTree Global High Dividend Fund (DEW) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL) have volatilities of 9.92% and 10.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.92%
10.26%
DEW
NOBL