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DNL vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DNL vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DNL achieves a 10.17% return, which is significantly higher than BUFI's 4.92% return.


DNL

1D
-0.96%
1M
3.92%
YTD
10.17%
6M
11.58%
1Y
19.16%
3Y*
10.72%
5Y*
4.00%
10Y*
9.17%

BUFI

1D
-0.31%
1M
1.83%
YTD
4.92%
6M
6.32%
1Y
12.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNL vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
10.17%17.03%-4.41%
BUFI
AB International Buffer ETF
4.92%16.50%-1.31%

Correlation

The correlation between DNL and BUFI is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

0.88

The correlation between DNL and BUFI has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

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Return for Risk

DNL vs. BUFI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DNL
DNL Risk / Return Rank: 3131
Overall Rank
DNL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 3030
Sortino Ratio Rank
DNL Omega Ratio Rank: 2828
Omega Ratio Rank
DNL Calmar Ratio Rank: 3131
Calmar Ratio Rank
DNL Martin Ratio Rank: 3636
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 4747
Overall Rank
BUFI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4747
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
Martin Ratio Rank
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.

DNL vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and AB International Buffer ETF (BUFI). 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.


DNLBUFIDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.19

1.30

-0.10

Calmar ratioReturn relative to maximum drawdown

1.55

2.26

-0.71

Martin ratioReturn relative to average drawdown

5.55

8.98

-3.44

DNL vs. BUFI - Sharpe Ratio Comparison

The current DNL Sharpe Ratio is 1.08, which is comparable to the BUFI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of DNL and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DNLBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.53

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.50

-1.23

Drawdowns

DNL vs. BUFI - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.53%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for DNL and BUFI.


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Drawdown Indicators


DNLBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-7.43%

-37.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-5.69%

-6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

Current Drawdown

Current decline from peak

-0.96%

-0.32%

-0.64%

Average Drawdown

Average peak-to-trough decline

-10.17%

-0.86%

-9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.43%

+2.03%

Volatility

DNL vs. BUFI - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 5.51% compared to AB International Buffer ETF (BUFI) at 2.20%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNLBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

2.20%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

7.05%

+7.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

8.43%

+9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

9.15%

+9.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

9.15%

+9.50%

DNL vs. BUFI - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

DNL vs. BUFI - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.66%, while BUFI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.66%2.06%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%

Frequently Asked Questions


DNL and BUFI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DNL has higher volatility (5.51%) compared to BUFI (2.20%). In terms of maximum drawdown, DNL dropped -44.53% vs BUFI's -7.43%.

On 1-year performance, DNL leads with 19.16% vs 12.80% for BUFI. On fees, DNL is cheaper at 0.58% per year. On volatility, BUFI has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DNL has performed better with a 19.16% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DNL is cheaper with a 0.58% expense ratio, compared with 0.69% for BUFI.

DNL has the higher dividend yield at 1.66%, compared with 0.00% for BUFI.

DNL is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: WisdomTree and AllianceBernstein. Their fees differ too: 0.58% for DNL and 0.69% for BUFI.

BUFI currently has the higher Sharpe Ratio (1.53 vs 1.08), 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.

Portfolio Optimizer

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