DEW vs. TGLR

Last updated Jun 5, 2026

DEW (WisdomTree Global High Dividend Fund) and TGLR (LAFFER|TENGLER Equity Income ETF) are both Large Cap Value Equities funds. DEW is passively managed, while TGLR is actively managed. Over the past year, DEW returned 26.94% vs 34.93% for TGLR. A 0.69 correlation means they provide meaningful diversification when combined. DEW charges 0.58%/yr vs 0.95%/yr for TGLR.

Performance

DEW vs. TGLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global High Dividend Fund (DEW) and LAFFER|TENGLER Equity Income ETF (TGLR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEW achieves a 12.69% return, which is significantly lower than TGLR's 13.83% return.

DEW

• 1D: 0.98%
• 1M: 1.07%
• YTD: 12.69%
• 6M: 14.16%
• 1Y: 26.94%
• 3Y*: 19.28%
• 5Y*: 10.89%
• 10Y*: 9.32%

TGLR

• 1D: 0.64%
• 1M: 5.04%
• YTD: 13.83%
• 6M: 12.99%
• 1Y: 34.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEW vs. TGLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DEW WisdomTree Global High Dividend Fund	12.69%	22.39%	11.58%	5.72%
TGLR LAFFER|TENGLER Equity Income ETF	13.83%	23.30%	18.71%	4.07%

Correlation

The correlation between DEW and TGLR is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Aug 9, 2023	0.69

The correlation between DEW and TGLR has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

DEW vs. TGLR - Sectors Allocation Comparison

Sectors	DEW	TGLR
Financial Services	19.7%	15.2%
Energy	14.7%	7.6%
Utilities	10.8%	2.1%
Real Estate	10.8%	2.1%
Healthcare	9.5%	8.8%
Consumer Defensive	8.9%	4.7%
Industrials	4.4%	15.0%
Communication Services	4.1%	3.7%
Consumer Cyclical	3.1%	13.1%
Basic Materials	2.8%	3.0%
Technology	2.5%	24.6%

Return for Risk

DEW vs. TGLR — 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: 86
DEW Sortino Ratio Rank: 87
DEW Omega Ratio Rank: 83
DEW Calmar Ratio Rank: 82
DEW Martin Ratio Rank: 84

TGLR

TGLR Risk / Return Rank: 84
TGLR Sharpe Ratio Rank: 86
TGLR Sortino Ratio Rank: 87
TGLR Omega Ratio Rank: 83
TGLR Calmar Ratio Rank: 80
TGLR Martin Ratio Rank: 85

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. TGLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) and LAFFER|TENGLER Equity Income ETF (TGLR). 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	TGLR	Difference
Sharpe ratio: Return per unit of total volatility	2.81	2.78	+0.03
Sortino ratio: Return per unit of downside risk	3.91	3.90	+0.01
Omega ratio: Gain probability vs. loss probability	1.50	1.50	0.00
Calmar ratio: Return relative to maximum drawdown	4.27	4.07	+0.20
Martin ratio: Return relative to average drawdown	16.82	17.53	-0.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEW vs. TGLR - Sharpe Ratio Comparison

The current DEW Sharpe Ratio is 2.81, which is comparable to the TGLR Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of DEW and TGLR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEW	TGLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	2.78	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	1.42	-1.13

Drawdowns

DEW vs. TGLR - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than TGLR's maximum drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for DEW and TGLR.

Drawdown Indicators

	DEW	TGLR	Difference
Max Drawdown Largest peak-to-trough decline	-65.55%	-19.82%	-45.73%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-8.62%	+2.28%
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	-0.33%	-0.02%	-0.31%
Average Drawdown Average peak-to-trough decline	-12.44%	-2.36%	-10.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	2.00%	-0.39%

Volatility

DEW vs. TGLR - Volatility Comparison

The current volatility for WisdomTree Global High Dividend Fund (DEW) is 2.86%, while LAFFER|TENGLER Equity Income ETF (TGLR) has a volatility of 3.58%. This indicates that DEW experiences smaller price fluctuations and is considered to be less risky than TGLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEW	TGLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.86%	3.58%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	7.22%	9.94%	-2.72%
Volatility (1Y) Calculated over the trailing 1-year period	9.65%	12.63%	-2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.00%	15.28%	-2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.53%	15.28%	+0.25%

DEW vs. TGLR - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is lower than TGLR's 0.95% expense ratio.

Dividends

DEW vs. TGLR - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.19%, more than TGLR's 0.87% yield.

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%
TGLR LAFFER|TENGLER Equity Income ETF	0.87%	1.16%	1.02%	0.65%	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 TGLR in my portfolio?

DEW and TGLR have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEW or TGLR?

TGLR has higher volatility (3.58%) compared to DEW (2.86%). In terms of maximum drawdown, DEW dropped -65.55% vs TGLR's -19.82%.

Which ETF is better, DEW or TGLR?

On 1-year performance, TGLR leads with 34.93% vs 26.94% for DEW. On fees, DEW is cheaper at 0.58% per year. On volatility, DEW has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEW or TGLR?

Over the 1-year period, TGLR has performed better with a 34.93% return vs 26.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEW or TGLR?

DEW is cheaper with a 0.58% expense ratio, compared with 0.95% for TGLR.

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

DEW has the higher dividend yield at 3.19%, compared with 0.87% for TGLR.

What is the main difference between DEW and TGLR?

They also come from different issuers: WisdomTree and LAFFER TENGLER. Their fees differ too: 0.58% for DEW and 0.95% for TGLR.

Which has better risk-adjusted returns?

DEW currently has the higher Sharpe Ratio (2.81 vs 2.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.