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DNL vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DNL and DGRO is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DNL vs. DGRO - 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 iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
75.10%
210.53%
DNL
DGRO

Key characteristics

Sharpe Ratio

DNL:

-0.10

DGRO:

0.51

Sortino Ratio

DNL:

-0.01

DGRO:

0.81

Omega Ratio

DNL:

1.00

DGRO:

1.12

Calmar Ratio

DNL:

-0.09

DGRO:

0.54

Martin Ratio

DNL:

-0.25

DGRO:

2.31

Ulcer Index

DNL:

7.26%

DGRO:

3.29%

Daily Std Dev

DNL:

18.43%

DGRO:

14.84%

Max Drawdown

DNL:

-44.54%

DGRO:

-35.10%

Current Drawdown

DNL:

-9.65%

DGRO:

-7.39%

Returns By Period

In the year-to-date period, DNL achieves a 1.45% return, which is significantly higher than DGRO's -2.54% return. Over the past 10 years, DNL has underperformed DGRO with an annualized return of 5.49%, while DGRO has yielded a comparatively higher 10.93% annualized return.


DNL

YTD

1.45%

1M

-0.38%

6M

-3.24%

1Y

-1.12%

5Y*

7.74%

10Y*

5.49%

DGRO

YTD

-2.54%

1M

-3.96%

6M

-3.79%

1Y

7.83%

5Y*

13.62%

10Y*

10.93%

*Annualized

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DNL vs. DGRO - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Expense ratio chart for DNL: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DNL: 0.58%
Expense ratio chart for DGRO: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGRO: 0.08%

Risk-Adjusted Performance

DNL vs. DGRO — Risk-Adjusted Performance Rank

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

DNL
The Risk-Adjusted Performance Rank of DNL is 1414
Overall Rank
The Sharpe Ratio Rank of DNL is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DNL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DNL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DNL is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DNL is 1515
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 5959
Overall Rank
The Sharpe Ratio Rank of DGRO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 5656
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNL vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and iShares Core Dividend Growth ETF (DGRO). 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.


The chart of Sharpe ratio for DNL, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.00
DNL: -0.10
DGRO: 0.51
The chart of Sortino ratio for DNL, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
DNL: -0.01
DGRO: 0.81
The chart of Omega ratio for DNL, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
DNL: 1.00
DGRO: 1.12
The chart of Calmar ratio for DNL, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
DNL: -0.09
DGRO: 0.54
The chart of Martin ratio for DNL, currently valued at -0.25, compared to the broader market0.0020.0040.0060.00
DNL: -0.25
DGRO: 2.31

The current DNL Sharpe Ratio is -0.10, which is lower than the DGRO Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DNL and DGRO, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.10
0.51
DNL
DGRO

Dividends

DNL vs. DGRO - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 2.14%, less than DGRO's 2.33% yield.


TTM20242023202220212020201920182017201620152014
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
2.14%2.30%1.81%4.82%1.37%1.76%1.93%2.55%1.86%2.51%1.98%2.37%
DGRO
iShares Core Dividend Growth ETF
2.33%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

DNL vs. DGRO - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.54%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DNL and DGRO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.65%
-7.39%
DNL
DGRO

Volatility

DNL vs. DGRO - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 11.69% compared to iShares Core Dividend Growth ETF (DGRO) at 11.00%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.69%
11.00%
DNL
DGRO