DNL vs. JIVE
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Jpmorgan International Value ETF (JIVE).
DNL and JIVE 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. JIVE is an actively managed fund by JPMorgan. It was launched on Sep 13, 2023.
Performance
DNL vs. JIVE - Performance Comparison
Loading graphics...
DNL vs. JIVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -2.01% | 17.03% | -0.61% | 6.20% |
JIVE Jpmorgan International Value ETF | 6.68% | 49.80% | 11.22% | 5.38% |
Returns By Period
In the year-to-date period, DNL achieves a -2.01% return, which is significantly lower than JIVE's 6.68% return.
DNL
- 1D
- 3.65%
- 1M
- -7.91%
- YTD
- -2.01%
- 6M
- 0.32%
- 1Y
- 15.31%
- 3Y*
- 6.44%
- 5Y*
- 2.92%
- 10Y*
- 8.10%
JIVE
- 1D
- 2.99%
- 1M
- -6.76%
- YTD
- 6.68%
- 6M
- 16.90%
- 1Y
- 42.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DNL vs. JIVE - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than JIVE's 0.55% expense ratio.
Return for Risk
DNL vs. JIVE — Risk / Return Rank
DNL
JIVE
DNL vs. JIVE - 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 Value ETF (JIVE). 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 | JIVE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 2.52 | -1.74 |
Sortino ratioReturn per unit of downside risk | 1.22 | 3.20 | -1.98 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.50 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.50 | -2.33 |
Martin ratioReturn relative to average drawdown | 4.21 | 14.57 | -10.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DNL | JIVE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 2.52 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 1.90 | -1.66 |
Correlation
The correlation between DNL and JIVE 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. JIVE - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.87%, less than JIVE's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.87% | 2.06% | 2.30% | 1.81% | 4.82% | 1.38% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% |
JIVE Jpmorgan International Value ETF | 2.70% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DNL vs. JIVE - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for DNL and JIVE.
Loading graphics...
Drawdown Indicators
| DNL | JIVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -13.79% | -30.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.96% | -0.46% |
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 | -9.22% | -7.13% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -1.95% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.87% | +0.56% |
Volatility
DNL vs. JIVE - Volatility Comparison
WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 9.11% compared to Jpmorgan International Value ETF (JIVE) at 7.78%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DNL | JIVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 7.78% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.68% | 11.07% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 16.93% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 14.85% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 14.85% | +3.67% |