DNL vs. JIG
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and JPMorgan International Growth ETF (JIG).
DNL and JIG 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. JIG is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
DNL vs. JIG - Performance Comparison
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DNL vs. JIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -0.36% | 17.03% | -0.61% | 17.00% | -22.38% | 16.14% | 29.72% |
JIG JPMorgan International Growth ETF | 2.93% | 20.10% | 8.84% | 13.00% | -30.57% | 6.40% | 40.92% |
Returns By Period
In the year-to-date period, DNL achieves a -0.36% return, which is significantly lower than JIG's 2.93% return.
DNL
- 1D
- 1.68%
- 1M
- -4.72%
- YTD
- -0.36%
- 6M
- 0.67%
- 1Y
- 16.60%
- 3Y*
- 7.03%
- 5Y*
- 3.27%
- 10Y*
- 8.28%
JIG
- 1D
- 1.68%
- 1M
- -6.00%
- YTD
- 2.93%
- 6M
- 1.94%
- 1Y
- 21.81%
- 3Y*
- 11.17%
- 5Y*
- 1.93%
- 10Y*
- —
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DNL vs. JIG - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than JIG's 0.55% expense ratio.
Return for Risk
DNL vs. JIG — Risk / Return Rank
DNL
JIG
DNL vs. JIG - 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 JPMorgan International Growth ETF (JIG). 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 | JIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.11 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.63 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.68 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.98 | 6.40 | -1.41 |
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 | JIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.11 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.10 | +0.08 |
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 | 0.43 | -0.19 |
Correlation
The correlation between DNL and JIG is 0.92, 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. JIG - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.84%, less than JIG's 2.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.84% | 2.06% | 2.30% | 1.81% | 4.82% | 1.38% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% |
JIG JPMorgan International Growth ETF | 2.19% | 2.25% | 1.70% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DNL vs. JIG - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, roughly equal to the maximum JIG drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for DNL and JIG.
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Drawdown Indicators
| DNL | JIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -43.75% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -12.94% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -43.75% | +8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | — | — |
Current DrawdownCurrent decline from peak | -7.70% | -7.91% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -17.21% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.40% | +0.06% |
Volatility
DNL vs. JIG - Volatility Comparison
The current volatility for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) is 8.85%, while JPMorgan International Growth ETF (JIG) has a volatility of 9.56%. This indicates that DNL experiences smaller price fluctuations and is considered to be less risky than JIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNL | JIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.85% | 9.56% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 13.93% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.74% | 19.71% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 18.64% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 18.83% | -0.31% |