DEW vs. SPY

In the year-to-date period, DEW achieves a -0.54% return, which is significantly higher than SPY's -13.53% return. Over the past 10 years, DEW has underperformed SPY with an annualized return of 5.42%, while SPY has yielded a comparatively higher 11.25% annualized return.

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DEW has a 0.58% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and SPDR S&P 500 ETF (SPY). 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 current DEW Sharpe Ratio is 0.56, which is higher than the SPY Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of DEW and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DEW's dividend yield for the trailing twelve months is around 4.11%, more than SPY's 1.42% yield.

The maximum DEW drawdown since its inception was -65.55%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DEW and SPY. For additional features, visit the drawdowns tool.

The current volatility for WisdomTree Global High Dividend Fund (DEW) is 6.99%, while SPDR S&P 500 ETF (SPY) has a volatility of 9.29%. This indicates that DEW experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.