DFWIX vs. DNL
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. DNL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global ex-U.S. Quality Dividend Growth Index. It was launched on Jun 16, 2006.
Performance
DFWIX vs. DNL - Performance Comparison
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DFWIX vs. DNL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -2.01% | 17.03% | -0.61% | 17.00% | -22.38% | 16.14% | 18.22% | 36.23% | -14.76% | 31.11% |
Returns By Period
In the year-to-date period, DFWIX achieves a 0.08% return, which is significantly higher than DNL's -2.01% return. Over the past 10 years, DFWIX has outperformed DNL with an annualized return of 10.00%, while DNL has yielded a comparatively lower 8.10% annualized return.
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
DNL
- 1D
- 3.65%
- 1M
- -7.91%
- YTD
- -2.01%
- 6M
- 0.32%
- 1Y
- 15.31%
- 3Y*
- 6.44%
- 5Y*
- 2.92%
- 10Y*
- 8.10%
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DFWIX vs. DNL - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is lower than DNL's 0.58% expense ratio.
Return for Risk
DFWIX vs. DNL — Risk / Return Rank
DFWIX
DNL
DFWIX vs. DNL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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.
| DFWIX | DNL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.78 | +1.03 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.22 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.16 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.16 | +0.83 |
Martin ratioReturn relative to average drawdown | 8.26 | 4.21 | +4.05 |
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
| DFWIX | DNL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.78 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.16 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.44 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.24 | +0.25 |
Correlation
The correlation between DFWIX and DNL is 0.90, 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
DFWIX vs. DNL - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, more than DNL's 1.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.87% | 2.06% | 2.30% | 1.81% | 4.82% | 1.38% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% |
Drawdowns
DFWIX vs. DNL - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum DNL drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for DFWIX and DNL.
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Drawdown Indicators
| DFWIX | DNL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -44.53% | +2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -12.42% | +1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -34.85% | +7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -34.85% | -6.95% |
Current DrawdownCurrent decline from peak | -10.82% | -9.22% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -10.24% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.43% | -0.56% |
Volatility
DFWIX vs. DNL - Volatility Comparison
The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 6.21%, while WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a volatility of 9.11%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than DNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | DNL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 9.11% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 13.68% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 19.69% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 17.94% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 18.52% | -2.97% |