DFRA vs. DEW
Compare and contrast key facts about Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA) and WisdomTree Global High Dividend Fund (DEW).
DFRA and DEW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFRA is a passively managed fund by Donoghue Forlines that tracks the performance of the FCF Yield Enhanced Real Asset Index - Benchmark TR Net. It was launched on Dec 13, 2021. DEW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global High Dividend Index. It was launched on Jun 16, 2006. Both DFRA and DEW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DFRA vs. DEW - Performance Comparison
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DFRA vs. DEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFRA Donoghue Forlines Yield Enhanced Real Asset ETF | 9.02% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
DEW WisdomTree Global High Dividend Fund | 8.14% | 22.39% | 11.58% | 9.39% | -2.73% | 3.78% |
Returns By Period
In the year-to-date period, DFRA achieves a 9.02% return, which is significantly higher than DEW's 8.14% return.
DFRA
- 1D
- 2.85%
- 1M
- -6.73%
- YTD
- 9.02%
- 6M
- 10.21%
- 1Y
- 14.65%
- 3Y*
- 13.41%
- 5Y*
- —
- 10Y*
- —
DEW
- 1D
- 1.36%
- 1M
- -3.63%
- YTD
- 8.14%
- 6M
- 11.73%
- 1Y
- 22.63%
- 3Y*
- 17.01%
- 5Y*
- 11.51%
- 10Y*
- 9.23%
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DFRA vs. DEW - Expense Ratio Comparison
DFRA has a 0.69% expense ratio, which is higher than DEW's 0.58% expense ratio.
Return for Risk
DFRA vs. DEW — Risk / Return Rank
DFRA
DEW
DFRA vs. DEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA) and WisdomTree Global High Dividend Fund (DEW). 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.
| DFRA | DEW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.69 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.30 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.98 | -0.95 |
Martin ratioReturn relative to average drawdown | 4.19 | 10.56 | -6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFRA | DEW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.69 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.89 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.28 | +0.43 |
Correlation
The correlation between DFRA and DEW is 0.85, 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.
Dividends
DFRA vs. DEW - Dividend Comparison
DFRA's dividend yield for the trailing twelve months is around 4.18%, more than DEW's 3.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFRA Donoghue Forlines Yield Enhanced Real Asset ETF | 4.18% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEW WisdomTree Global High Dividend Fund | 3.33% | 3.71% | 4.02% | 4.55% | 3.82% | 3.55% | 4.10% | 3.74% | 4.17% | 3.18% | 3.42% | 4.32% |
Drawdowns
DFRA vs. DEW - Drawdown Comparison
The maximum DFRA drawdown since its inception was -19.35%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for DFRA and DEW.
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Drawdown Indicators
| DFRA | DEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.35% | -65.55% | +46.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.67% | -11.80% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.77% | — |
Current DrawdownCurrent decline from peak | -6.95% | -3.63% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -12.54% | +8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 2.21% | +1.40% |
Volatility
DFRA vs. DEW - Volatility Comparison
Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA) has a higher volatility of 7.45% compared to WisdomTree Global High Dividend Fund (DEW) at 4.07%. This indicates that DFRA's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFRA | DEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 4.07% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 7.21% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 13.42% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 13.02% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 15.55% | +2.03% |