DNL vs. FNDE
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE).
DNL and FNDE 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. FNDE is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Emerging Markets Large Company Index. It was launched on Aug 15, 2013. Both DNL and FNDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DNL or FNDE.
Performance
DNL vs. FNDE - Performance Comparison
Returns By Period
In the year-to-date period, DNL achieves a -0.07% return, which is significantly lower than FNDE's 14.45% return. Over the past 10 years, DNL has outperformed FNDE with an annualized return of 5.87%, while FNDE has yielded a comparatively lower 5.04% annualized return.
DNL
-0.07%
-6.14%
-7.59%
5.80%
6.05%
5.87%
FNDE
14.45%
-4.49%
1.94%
18.81%
5.58%
5.04%
Key characteristics
| DNL | FNDE | |
|---|---|---|
| Sharpe Ratio | 0.46 | 1.20 |
| Sortino Ratio | 0.73 | 1.75 |
| Omega Ratio | 1.09 | 1.22 |
| Calmar Ratio | 0.44 | 1.38 |
| Martin Ratio | 1.73 | 5.70 |
| Ulcer Index | 3.78% | 3.54% |
| Daily Std Dev | 14.30% | 16.84% |
| Max Drawdown | -44.53% | -43.55% |
| Current Drawdown | -10.46% | -9.22% |
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DNL vs. FNDE - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than FNDE's 0.39% expense ratio.
Correlation
The correlation between DNL and FNDE is 0.81, 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.
Risk-Adjusted Performance
DNL vs. FNDE - 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 Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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.
Dividends
DNL vs. FNDE - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.95%, less than FNDE's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.95% | 1.81% | 4.82% | 1.37% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% | 2.37% | 2.30% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.06% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% | 0.51% |
Drawdowns
DNL vs. FNDE - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, roughly equal to the maximum FNDE drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for DNL and FNDE. For additional features, visit the drawdowns tool.
Volatility
DNL vs. FNDE - Volatility Comparison
The current volatility for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) is 4.02%, while Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a volatility of 5.61%. This indicates that DNL experiences smaller price fluctuations and is considered to be less risky than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.