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

Correlation

The correlation between DEW and VOO is 0.80, 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.


-0.50.00.51.00.8

Performance

DEW vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.77%
9.97%
DEW
VOO

Key characteristics

Sharpe Ratio

DEW:

1.27

VOO:

2.22

Sortino Ratio

DEW:

1.73

VOO:

2.95

Omega Ratio

DEW:

1.22

VOO:

1.42

Calmar Ratio

DEW:

2.13

VOO:

3.27

Martin Ratio

DEW:

6.77

VOO:

14.57

Ulcer Index

DEW:

1.90%

VOO:

1.90%

Daily Std Dev

DEW:

10.13%

VOO:

12.47%

Max Drawdown

DEW:

-65.55%

VOO:

-33.99%

Current Drawdown

DEW:

-4.52%

VOO:

-1.77%

Returns By Period

In the year-to-date period, DEW achieves a 12.09% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, DEW has underperformed VOO with an annualized return of 5.73%, while VOO has yielded a comparatively higher 13.12% annualized return.


DEW

YTD

12.09%

1M

-3.86%

6M

6.77%

1Y

12.84%

5Y*

6.00%

10Y*

5.73%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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. VOO - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is higher than VOO's 0.03% expense ratio.


DEW
WisdomTree Global High Dividend Fund
Expense ratio chart for DEW: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DEW vs. VOO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DEW, currently valued at 1.27, compared to the broader market0.002.004.001.272.20
The chart of Sortino ratio for DEW, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.001.732.93
The chart of Omega ratio for DEW, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.41
The chart of Calmar ratio for DEW, currently valued at 2.13, compared to the broader market0.005.0010.0015.002.133.24
The chart of Martin ratio for DEW, currently valued at 6.77, compared to the broader market0.0020.0040.0060.0080.00100.006.7714.39
DEW
VOO

The current DEW Sharpe Ratio is 1.27, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DEW and VOO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.27
2.20
DEW
VOO

Dividends

DEW vs. VOO - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.05%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
DEW
WisdomTree Global High Dividend Fund
3.05%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%5.00%3.65%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DEW vs. VOO - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DEW and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.52%
-1.77%
DEW
VOO

Volatility

DEW vs. VOO - Volatility Comparison

The current volatility for WisdomTree Global High Dividend Fund (DEW) is 3.27%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.77%. This indicates that DEW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.27%
3.77%
DEW
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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