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

Performance

DNL vs. JIDA - 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 JPMorgan ActiveBuilders International Equity ETF (JIDA). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
-6.26%
0
DNL
JIDA

Returns By Period


DNL

YTD

1.00%

1M

-2.59%

6M

-6.27%

1Y

7.33%

5Y (annualized)

6.19%

10Y (annualized)

5.98%

JIDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


DNLJIDA

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DNL vs. JIDA - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than JIDA's 0.25% expense ratio.


DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
Expense ratio chart for DNL: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.8

The correlation between DNL and JIDA is 0.76, 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. JIDA - 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 JPMorgan ActiveBuilders International Equity ETF (JIDA). 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.


Sharpe ratio
The chart of Sharpe ratio for DNL, currently valued at 0.51, compared to the broader market0.002.004.000.51
The chart of Sortino ratio for DNL, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.0012.000.80
The chart of Omega ratio for DNL, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.10
The chart of Calmar ratio for DNL, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.50
The chart of Martin ratio for DNL, currently valued at 1.86, compared to the broader market0.0020.0040.0060.0080.00100.001.86
DNL
JIDA

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.51
1.00
DNL
JIDA

Dividends

DNL vs. JIDA - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.93%, while JIDA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.93%1.81%4.82%1.37%1.76%1.93%2.55%1.86%2.51%1.98%2.37%2.30%
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DNL vs. JIDA - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.50%
-8.73%
DNL
JIDA

Volatility

DNL vs. JIDA - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 4.05% compared to JPMorgan ActiveBuilders International Equity ETF (JIDA) at 0.00%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than JIDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.05%
0
DNL
JIDA