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DNL vs. IDOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DNL vs. IDOG - 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 ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

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DNL vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-14.76%31.11%
IDOG
ALPS International Sector Dividend Dogs ETF
8.50%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Returns By Period

In the year-to-date period, DNL achieves a -2.01% return, which is significantly lower than IDOG's 8.50% return. Over the past 10 years, DNL has underperformed IDOG with an annualized return of 8.10%, while IDOG has yielded a comparatively higher 10.63% annualized 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%

IDOG

1D
2.48%
1M
-2.23%
YTD
8.50%
6M
18.68%
1Y
37.17%
3Y*
19.99%
5Y*
13.61%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DNL vs. IDOG - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Return for Risk

DNL vs. IDOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DNL
DNL Risk / Return Rank: 4545
Overall Rank
DNL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 4646
Sortino Ratio Rank
DNL Omega Ratio Rank: 4242
Omega Ratio Rank
DNL Calmar Ratio Rank: 4747
Calmar Ratio Rank
DNL Martin Ratio Rank: 4646
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 9494
Overall Rank
IDOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9393
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DNL vs. IDOG - 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 ALPS International Sector Dividend Dogs ETF (IDOG). 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.


DNLIDOGDifference

Sharpe ratio

Return per unit of total volatility

0.78

2.27

-1.49

Sortino ratio

Return per unit of downside risk

1.22

3.08

-1.86

Omega ratio

Gain probability vs. loss probability

1.16

1.43

-0.27

Calmar ratio

Return relative to maximum drawdown

1.16

3.23

-2.07

Martin ratio

Return relative to average drawdown

4.21

16.27

-12.06

DNL vs. IDOG - Sharpe Ratio Comparison

The current DNL Sharpe Ratio is 0.78, which is lower than the IDOG Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DNL and IDOG, 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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Sharpe Ratios by Period


DNLIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.27

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.88

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.61

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.50

-0.26

Correlation

The correlation between DNL and IDOG 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.


Dividends

DNL vs. IDOG - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.87%, less than IDOG's 3.59% yield.


TTM20252024202320222021202020192018201720162015
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%
IDOG
ALPS International Sector Dividend Dogs ETF
3.59%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Drawdowns

DNL vs. IDOG - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.53%, which is greater than IDOG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for DNL and IDOG.


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Drawdown Indicators


DNLIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-37.32%

-7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-11.18%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-25.31%

-9.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-37.32%

+2.47%

Current Drawdown

Current decline from peak

-9.22%

-2.23%

-6.99%

Average Drawdown

Average peak-to-trough decline

-10.24%

-8.03%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.22%

+1.21%

Volatility

DNL vs. IDOG - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 9.11% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 6.29%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNLIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

6.29%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

9.76%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.69%

16.45%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

15.57%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

17.48%

+1.04%