DNL vs. JHID
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and John Hancock International High Dividend ETF (JHID).
DNL and JHID 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. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.
Performance
DNL vs. JHID - Performance Comparison
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DNL vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -1.67% | 17.03% | -0.61% | 17.00% | -0.77% |
JHID John Hancock International High Dividend ETF | 7.69% | 41.47% | 3.62% | 19.47% | -0.60% |
Returns By Period
In the year-to-date period, DNL achieves a -1.67% return, which is significantly lower than JHID's 7.69% return.
DNL
- 1D
- -1.32%
- 1M
- -3.11%
- YTD
- -1.67%
- 6M
- -0.66%
- 1Y
- 14.84%
- 3Y*
- 6.39%
- 5Y*
- 3.00%
- 10Y*
- 8.25%
JHID
- 1D
- -0.41%
- 1M
- 0.23%
- YTD
- 7.69%
- 6M
- 14.76%
- 1Y
- 37.83%
- 3Y*
- 20.10%
- 5Y*
- —
- 10Y*
- —
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DNL vs. JHID - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than JHID's 0.46% expense ratio.
Return for Risk
DNL vs. JHID — Risk / Return Rank
DNL
JHID
DNL vs. JHID - 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 John Hancock International High Dividend ETF (JHID). 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.
| DNL | JHID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 2.51 | -1.75 |
Sortino ratioReturn per unit of downside risk | 1.18 | 3.28 | -2.09 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.50 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 3.74 | -2.53 |
Martin ratioReturn relative to average drawdown | 4.30 | 16.05 | -11.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DNL | JHID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.51 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 1.53 | -1.30 |
Correlation
The correlation between DNL and JHID 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. JHID - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.86%, less than JHID's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.86% | 2.06% | 2.30% | 1.81% | 4.82% | 1.38% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% |
JHID John Hancock International High Dividend ETF | 3.02% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DNL vs. JHID - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DNL and JHID.
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Drawdown Indicators
| DNL | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -12.42% | -32.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -9.01% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | — | — |
Current DrawdownCurrent decline from peak | -8.91% | -4.20% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -2.53% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.38% | +1.13% |
Volatility
DNL vs. JHID - Volatility Comparison
WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 8.66% compared to John Hancock International High Dividend ETF (JHID) at 6.03%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNL | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.66% | 6.03% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 9.44% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.78% | 15.17% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 13.88% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 13.88% | +4.64% |