DNL vs. IQDG
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and WisdomTree International Quality Dividend Growth Fund (IQDG).
DNL and IQDG 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. IQDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Quality Dividend Growth Index. It was launched on Apr 7, 2016. Both DNL and IQDG 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 IQDG.
Performance
DNL vs. IQDG - Performance Comparison
Returns By Period
In the year-to-date period, DNL achieves a -0.29% return, which is significantly higher than IQDG's -1.84% return.
DNL
-0.29%
-5.45%
-7.14%
5.87%
5.93%
5.85%
IQDG
-1.84%
-6.56%
-6.36%
5.73%
5.60%
N/A
Key characteristics
| DNL | IQDG | |
|---|---|---|
| Sharpe Ratio | 0.39 | 0.41 |
| Sortino Ratio | 0.64 | 0.67 |
| Omega Ratio | 1.08 | 1.08 |
| Calmar Ratio | 0.38 | 0.42 |
| Martin Ratio | 1.45 | 1.59 |
| Ulcer Index | 3.84% | 3.53% |
| Daily Std Dev | 14.28% | 13.77% |
| Max Drawdown | -44.53% | -34.97% |
| Current Drawdown | -10.65% | -11.30% |
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DNL vs. IQDG - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than IQDG's 0.42% expense ratio.
Correlation
The correlation between DNL and IQDG is 0.90, 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. IQDG - 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 WisdomTree International Quality Dividend Growth Fund (IQDG). 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. IQDG - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.95%, less than IQDG's 2.11% 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% |
IQDG WisdomTree International Quality Dividend Growth Fund | 2.11% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% | 0.00% | 0.00% |
Drawdowns
DNL vs. IQDG - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, which is greater than IQDG's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for DNL and IQDG. For additional features, visit the drawdowns tool.
Volatility
DNL vs. IQDG - Volatility Comparison
The current volatility for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) is 4.01%, while WisdomTree International Quality Dividend Growth Fund (IQDG) has a volatility of 4.46%. This indicates that DNL experiences smaller price fluctuations and is considered to be less risky than IQDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.