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DNL vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DNL vs. IFLO

Last updated Jun 26, 2026

DNL (WisdomTree Global ex-U.S. Quality Dividend Growth Fund) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, DNL returned 17.11% vs 32.28% for IFLO. A 0.80 correlation means they provide meaningful diversification when combined. DNL charges 0.58%/yr vs 0.56%/yr for IFLO.

Performance

DNL vs. IFLO - 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 VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DNL achieves a 10.65% return, which is significantly lower than IFLO's 16.93% return.

DNL

1D
0.97%
1M
1.75%
YTD
10.65%
6M
10.38%
1Y
17.11%
3Y*
10.81%
5Y*
4.06%
10Y*
9.82%

IFLO

1D
0.43%
1M
-1.62%
YTD
16.93%
6M
16.46%
1Y
32.28%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNL vs. IFLO - Yearly Performance Comparison

2026 (YTD)2025
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund		10.65%5.84%
IFLO
VictoryShares International Free Cash Flow ETF		16.93%13.12%

Correlation

The correlation between DNL and IFLO is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.80

DNL vs. IFLO - Sectors Allocation Comparison

Sectors
DNL
IFLO

Technology

35.1%
21.5%

Consumer Cyclical

18.3%
13.8%

Industrials

15.9%
18.1%

Healthcare

10.1%
11.7%

Communication Services

6.0%
6.7%

Energy

5.8%
12.1%

Financial Services

4.0%
1.1%

Basic Materials

3.2%
11.3%

Consumer Defensive

1.1%
2.8%

Utilities

0.5%
1.0%

Real Estate

-

0.0%

Technology

DNL
35.1%
IFLO
21.5%

Consumer Cyclical

DNL
18.3%
IFLO
13.8%

Industrials

DNL
15.9%
IFLO
18.1%

Healthcare

DNL
10.1%
IFLO
11.7%

Communication Services

DNL
6.0%
IFLO
6.7%

Energy

DNL
5.8%
IFLO
12.1%

Financial Services

DNL
4.0%
IFLO
1.1%

Basic Materials

DNL
3.2%
IFLO
11.3%

Consumer Defensive

DNL
1.1%
IFLO
2.8%

Utilities

DNL
0.5%
IFLO
1.0%

Real Estate

DNL

-

IFLO
0.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Global ex-U.S. Quality Dividend Growth Fund

VictoryShares International Free Cash Flow ETF

Often compared with DNL:
DNL vs. IQDGDNL vs. JIGDNL vs. SUSADNL vs. DGRWDNL vs. FNDEDNL vs. VIGIDNL vs. vxus
Often compared with IFLO:
IFLO vs. ABIIFLO vs. GLOWIFLO vs. EFASIFLO vs. CFAIFLO vs. CFOIFLO vs. FDTIFLO vs. AVDV

Return for Risk

DNL vs. IFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DNL
DNL Risk / Return Rank: 2929
Overall Rank
DNL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 2727
Sortino Ratio Rank
DNL Omega Ratio Rank: 2626
Omega Ratio Rank
DNL Calmar Ratio Rank: 3030
Calmar Ratio Rank
DNL Martin Ratio Rank: 3535
Martin Ratio Rank
IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IFLO - 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 VictoryShares International Free Cash Flow ETF (IFLO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DNLIFLODifference
Sharpe ratioReturn per unit of total volatility
0.92

—

—

Sortino ratioReturn per unit of downside risk
1.39

—

—

Omega ratioGain probability vs. loss probability

1.17

—

—

Calmar ratioReturn relative to maximum drawdown

1.38

—

—

Martin ratioReturn relative to average drawdown

4.92

—

—

DNL vs. IFLO - Sharpe Ratio Comparison

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Drawdowns

DNL vs. IFLO - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.53%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DNL and IFLO.

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Drawdown Indicators

DNLIFLODifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-6.44%

-38.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-6.44%

-5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

—

—

Current Drawdown

Current decline from peak

-2.29%

-3.37%

+1.08%

Average Drawdown

Average peak-to-trough decline

-10.14%

-1.25%

-8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

—

—

Volatility

DNL vs. IFLO - Volatility Comparison

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Volatility by Period

DNLIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

16.16%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

14.75%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

14.75%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

14.75%

+3.85%

DNL vs. IFLO - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than IFLO's 0.56% expense ratio.

Dividends

DNL vs. IFLO - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.31%, less than IFLO's 1.51% yield.

PositionTTM20252024202320222021202020192018201720162015
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund		1.31%2.06%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%
IFLO
VictoryShares International Free Cash Flow ETF		1.51%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DNL and IFLO have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, IFLO leads with 32.28% vs 17.11% for DNL. On fees, IFLO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 32.28% return vs 17.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFLO is cheaper with a 0.56% expense ratio, compared with 0.58% for DNL.

IFLO has the higher dividend yield at 1.51%, compared with 1.31% for DNL.

They also come from different issuers: WisdomTree and VictoryShares. Their fees differ too: 0.58% for DNL and 0.56% for IFLO.

Portfolio Optimizer

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