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

Correlation

The correlation between DNL and DGRW 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.


Performance

DNL vs. DGRW - 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 WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DNL:

-0.05

DGRW:

0.50

Sortino Ratio

DNL:

0.14

DGRW:

0.92

Omega Ratio

DNL:

1.02

DGRW:

1.13

Calmar Ratio

DNL:

0.01

DGRW:

0.57

Martin Ratio

DNL:

0.02

DGRW:

2.11

Ulcer Index

DNL:

7.46%

DGRW:

4.38%

Daily Std Dev

DNL:

18.52%

DGRW:

16.41%

Max Drawdown

DNL:

-44.54%

DGRW:

-32.04%

Current Drawdown

DNL:

-4.09%

DGRW:

-4.04%

Returns By Period

In the year-to-date period, DNL achieves a 7.70% return, which is significantly higher than DGRW's 1.20% return. Over the past 10 years, DNL has underperformed DGRW with an annualized return of 6.10%, while DGRW has yielded a comparatively higher 12.08% annualized return.


DNL

YTD

7.70%

1M

11.10%

6M

7.94%

1Y

-0.84%

5Y*

8.76%

10Y*

6.10%

DGRW

YTD

1.20%

1M

8.82%

6M

-1.12%

1Y

8.16%

5Y*

16.22%

10Y*

12.08%

*Annualized

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DNL vs. DGRW - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Risk-Adjusted Performance

DNL vs. DGRW — 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 1616
Overall Rank
The Sharpe Ratio Rank of DNL is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DNL is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DNL is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DNL is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DNL is 1616
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 5656
Overall Rank
The Sharpe Ratio Rank of DGRW is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 5555
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 6060
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5858
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. DGRW - 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 WisdomTree U.S. Dividend Growth Fund (DGRW). 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 current DNL Sharpe Ratio is -0.05, which is lower than the DGRW Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DNL and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DNL vs. DGRW - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 2.01%, more than DGRW's 1.58% yield.


TTM20242023202220212020201920182017201620152014
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
2.01%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%2.37%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.58%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%

Drawdowns

DNL vs. DGRW - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.54%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for DNL and DGRW. For additional features, visit the drawdowns tool.


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Volatility

DNL vs. DGRW - Volatility Comparison

The current volatility for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) is 4.07%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 4.77%. This indicates that DNL experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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