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

Correlation

The correlation between DNL and FNDE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

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%NovemberDecember2025FebruaryMarchApril
93.77%
71.68%
DNL
FNDE

Key characteristics

Sharpe Ratio

DNL:

-0.05

FNDE:

0.70

Sortino Ratio

DNL:

0.07

FNDE:

1.11

Omega Ratio

DNL:

1.01

FNDE:

1.15

Calmar Ratio

DNL:

-0.04

FNDE:

0.77

Martin Ratio

DNL:

-0.12

FNDE:

2.11

Ulcer Index

DNL:

7.23%

FNDE:

6.77%

Daily Std Dev

DNL:

18.44%

FNDE:

20.31%

Max Drawdown

DNL:

-44.54%

FNDE:

-43.55%

Current Drawdown

DNL:

-9.78%

FNDE:

-7.94%

Returns By Period

In the year-to-date period, DNL achieves a 1.31% return, which is significantly lower than FNDE's 3.55% return. Over the past 10 years, DNL has outperformed FNDE with an annualized return of 5.48%, while FNDE has yielded a comparatively lower 4.79% annualized return.


DNL

YTD

1.31%

1M

-1.80%

6M

-3.46%

1Y

-1.60%

5Y*

7.71%

10Y*

5.48%

FNDE

YTD

3.55%

1M

-4.02%

6M

-1.87%

1Y

13.11%

5Y*

12.06%

10Y*

4.79%

*Annualized

Compare stocks, funds, or ETFs

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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.


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 FNDE: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDE: 0.39%

Risk-Adjusted Performance

DNL vs. FNDE — 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 1919
Overall Rank
The Sharpe Ratio Rank of DNL is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of DNL is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DNL is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DNL is 1919
Calmar Ratio Rank
The Martin Ratio Rank of DNL is 2020
Martin Ratio Rank

FNDE
The Risk-Adjusted Performance Rank of FNDE is 7070
Overall Rank
The Sharpe Ratio Rank of FNDE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDE is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FNDE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FNDE is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FNDE is 6262
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. 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.


The chart of Sharpe ratio for DNL, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00
DNL: -0.05
FNDE: 0.70
The chart of Sortino ratio for DNL, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.00
DNL: 0.07
FNDE: 1.11
The chart of Omega ratio for DNL, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
DNL: 1.01
FNDE: 1.15
The chart of Calmar ratio for DNL, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00
DNL: -0.04
FNDE: 0.77
The chart of Martin ratio for DNL, currently valued at -0.12, compared to the broader market0.0020.0040.0060.00
DNL: -0.12
FNDE: 2.11

The current DNL Sharpe Ratio is -0.05, which is lower than the FNDE Sharpe Ratio of 0.70. 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 Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.05
0.70
DNL
FNDE

Dividends

DNL vs. FNDE - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 2.14%, less than FNDE's 4.65% 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%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.65%4.82%4.74%5.59%4.31%2.49%3.47%3.05%2.05%1.65%2.02%1.36%

Drawdowns

DNL vs. FNDE - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.54%, 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.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-9.78%
-7.94%
DNL
FNDE

Volatility

DNL vs. FNDE - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) have volatilities of 11.76% and 11.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
11.76%
11.38%
DNL
FNDE