DEW vs. PRXV

Last updated Jun 25, 2026

DEW (WisdomTree Global High Dividend Fund) and PRXV (Praxis Impact Large Cap Value ETF) are both Large Cap Value Equities funds. DEW is passively managed, while PRXV is actively managed. A 0.72 correlation means they provide meaningful diversification when combined. DEW charges 0.58%/yr vs 0.36%/yr for PRXV.

Performance

DEW vs. PRXV - Performance Comparison

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

Returns By Period

DEW

• 1D: -0.30%
• 1M: -0.37%
• YTD: 12.63%
• 6M: 12.02%
• 1Y: 24.38%
• 3Y*: 19.15%
• 5Y*: 11.40%
• 10Y*: 9.68%

PRXV

• 1D: 0.05%
• 1M: 3.56%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEW vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
DEW WisdomTree Global High Dividend Fund	1.50%
PRXV Praxis Impact Large Cap Value ETF	6.60%

Correlation

The correlation between DEW and PRXV is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	0.72

Return for Risk

DEW vs. PRXV — Risk / Return Rank

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

DEW

DEW Risk / Return Rank: 84
DEW Sharpe Ratio Rank: 87
DEW Sortino Ratio Rank: 88
DEW Omega Ratio Rank: 83
DEW Calmar Ratio Rank: 81
DEW Martin Ratio Rank: 83

PRXV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and Praxis Impact Large Cap Value ETF (PRXV). 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	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.52	—	—
Sortino ratio: Return per unit of downside risk	3.52	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.86	—	—
Martin ratio: Return relative to average drawdown	15.10	—	—

Drawdowns

DEW vs. PRXV - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than PRXV's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for DEW and PRXV.

Drawdown Indicators

	DEW	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-65.55%	-1.41%	-64.14%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-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	-1.41%	-0.24%	-1.17%
Average Drawdown Average peak-to-trough decline	-12.40%	-0.41%	-11.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	—	—

Volatility

Volatility by Period

	DEW	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.75%	10.52%	-0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.98%	10.52%	+2.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.41%	10.52%	+4.89%

DEW vs. PRXV - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

DEW vs. PRXV - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.19%, while PRXV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEW WisdomTree Global High Dividend Fund	3.19%	3.71%	4.02%	4.55%	3.82%	3.55%	4.10%	3.74%	4.17%	3.18%	3.42%	4.32%
PRXV Praxis Impact Large Cap Value 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%

Frequently Asked Questions

Can I hold both DEW and PRXV in my portfolio?

DEW and PRXV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DEW or PRXV?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DEW or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.58% for DEW.

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

DEW has the higher dividend yield at 3.19%, compared with 0.00% for PRXV.

What is the main difference between DEW and PRXV?

They also come from different issuers: WisdomTree and Praxis. Their fees differ too: 0.58% for DEW and 0.36% for PRXV.