DNL vs. DFWIX
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and DFA World ex U.S. Core Equity Portfolio (DFWIX).
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. DFWIX is managed by Dimensional. It was launched on Apr 9, 2013.
Performance
DNL vs. DFWIX - Performance Comparison
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DNL vs. DFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, DNL achieves a -2.01% return, which is significantly lower than DFWIX's 0.08% return. Over the past 10 years, DNL has underperformed DFWIX with an annualized return of 8.10%, while DFWIX has yielded a comparatively higher 10.00% annualized return.
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%
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%
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DNL vs. DFWIX - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than DFWIX's 0.31% expense ratio.
Return for Risk
DNL vs. DFWIX — Risk / Return Rank
DNL
DFWIX
DNL vs. DFWIX - 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 DFA World ex U.S. Core Equity Portfolio (DFWIX). 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.
| DNL | DFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.81 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.36 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.36 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.00 | -0.83 |
Martin ratioReturn relative to average drawdown | 4.21 | 8.26 | -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
| DNL | DFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.81 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.68 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.65 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.49 | -0.25 |
Correlation
The correlation between DNL and DFWIX 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
DNL vs. DFWIX - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.87%, less than DFWIX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
DNL vs. DFWIX - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, which is greater than DFWIX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for DNL and DFWIX.
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Drawdown Indicators
| DNL | DFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -41.80% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -10.82% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -27.31% | -7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -41.80% | +6.95% |
Current DrawdownCurrent decline from peak | -9.22% | -10.82% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -8.23% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.87% | +0.56% |
Volatility
DNL vs. DFWIX - Volatility Comparison
WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 9.11% compared to DFA World ex U.S. Core Equity Portfolio (DFWIX) at 6.21%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than DFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNL | DFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 6.21% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 13.68% | 9.58% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 14.65% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 14.94% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 15.55% | +2.97% |