DNL vs. SCHD
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Schwab US Dividend Equity ETF (SCHD).
DNL and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both DNL and SCHD 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 SCHD.
Performance
DNL vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DNL achieves a -0.07% return, which is significantly lower than SCHD's 15.97% return. Over the past 10 years, DNL has underperformed SCHD with an annualized return of 5.87%, while SCHD has yielded a comparatively higher 11.38% annualized return.
DNL
-0.07%
-6.14%
-7.59%
5.80%
6.05%
5.87%
SCHD
15.97%
-0.59%
10.25%
24.77%
12.66%
11.38%
Key characteristics
| DNL | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.46 | 2.29 |
| Sortino Ratio | 0.73 | 3.31 |
| Omega Ratio | 1.09 | 1.40 |
| Calmar Ratio | 0.44 | 3.38 |
| Martin Ratio | 1.73 | 12.42 |
| Ulcer Index | 3.78% | 2.04% |
| Daily Std Dev | 14.30% | 11.07% |
| Max Drawdown | -44.53% | -33.37% |
| Current Drawdown | -10.46% | -1.78% |
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DNL vs. SCHD - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between DNL and SCHD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DNL vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.95%, less than SCHD's 3.41% 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% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DNL vs. SCHD - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DNL and SCHD. For additional features, visit the drawdowns tool.
Volatility
DNL vs. SCHD - Volatility Comparison
WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 4.02% compared to Schwab US Dividend Equity ETF (SCHD) at 3.42%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.