DNL vs. DWMF
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and WisdomTree International Multifactor Fund (DWMF).
DNL and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
DNL vs. DWMF - Performance Comparison
Loading graphics...
DNL vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -12.87% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | -1.18% | 16.10% | -7.30% |
Returns By Period
In the year-to-date period, DNL achieves a -2.01% return, which is significantly lower than DWMF's 3.84% 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%
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DNL vs. DWMF - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
DNL vs. DWMF — Risk / Return Rank
DNL
DWMF
DNL vs. DWMF - 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 WisdomTree International Multifactor Fund (DWMF). 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 | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.38 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.02 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.13 | -0.97 |
Martin ratioReturn relative to average drawdown | 4.21 | 8.12 | -3.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DNL | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.38 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.84 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.53 | -0.29 |
Correlation
The correlation between DNL and DWMF is 0.79, 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. DWMF - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.87%, less than DWMF's 2.87% 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% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
DNL vs. DWMF - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for DNL and DWMF.
Loading graphics...
Drawdown Indicators
| DNL | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -29.72% | -14.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -8.74% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -17.00% | -17.85% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | — | — |
Current DrawdownCurrent decline from peak | -9.22% | -5.33% | -3.89% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -3.88% | -6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.29% | +1.14% |
Volatility
DNL vs. DWMF - Volatility Comparison
WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 9.11% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DNL | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 5.84% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.68% | 8.39% | +5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 13.70% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 11.20% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 14.16% | +4.36% |