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

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.


-0.50.00.51.00.8

Performance

DNL vs. FNDE - 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 Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
92.15%
66.09%
DNL
FNDE

Key characteristics

Sharpe Ratio

DNL:

0.17

FNDE:

0.99

Sortino Ratio

DNL:

0.33

FNDE:

1.49

Omega Ratio

DNL:

1.04

FNDE:

1.19

Calmar Ratio

DNL:

0.18

FNDE:

1.17

Martin Ratio

DNL:

0.53

FNDE:

3.80

Ulcer Index

DNL:

4.51%

FNDE:

4.51%

Daily Std Dev

DNL:

14.39%

FNDE:

17.22%

Max Drawdown

DNL:

-44.53%

FNDE:

-43.55%

Current Drawdown

DNL:

-10.53%

FNDE:

-10.94%

Returns By Period

In the year-to-date period, DNL achieves a -0.15% return, which is significantly lower than FNDE's 12.29% return. Over the past 10 years, DNL has outperformed FNDE with an annualized return of 6.30%, while FNDE has yielded a comparatively lower 5.72% annualized return.


DNL

YTD

-0.15%

1M

0.14%

6M

-6.70%

1Y

0.57%

5Y*

4.69%

10Y*

6.30%

FNDE

YTD

12.29%

1M

-1.70%

6M

1.96%

1Y

14.78%

5Y*

4.15%

10Y*

5.72%

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. FNDE - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than FNDE's 0.39% expense ratio.


DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
Expense ratio chart for DNL: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for FNDE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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.


Sharpe ratio
The chart of Sharpe ratio for DNL, currently valued at 0.17, compared to the broader market0.002.004.000.170.99
The chart of Sortino ratio for DNL, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.0010.000.331.49
The chart of Omega ratio for DNL, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.19
The chart of Calmar ratio for DNL, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.181.17
The chart of Martin ratio for DNL, currently valued at 0.53, compared to the broader market0.0020.0040.0060.0080.00100.000.533.80
DNL
FNDE

The current DNL Sharpe Ratio is 0.17, which is lower than the FNDE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DNL and FNDE, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.17
0.99
DNL
FNDE

Dividends

DNL vs. FNDE - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.95%, less than FNDE's 4.81% yield.


TTM20232022202120202019201820172016201520142013
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.66%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
4.81%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.53%
-10.94%
DNL
FNDE

Volatility

DNL vs. FNDE - Volatility Comparison

The current volatility for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) is 4.00%, while Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a volatility of 5.09%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.00%
5.09%
DNL
FNDE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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