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DNL vs. SUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DNL vs. SUSA

Last updated Jun 24, 2026

DNL (WisdomTree Global ex-U.S. Quality Dividend Growth Fund) and SUSA (iShares MSCI USA ESG Select ETF) are both exchange-traded funds - DNL is a Foreign Large Cap Equities fund tracking the WisdomTree Global ex-U.S. Quality Dividend Growth Index, while SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index. Both are passively managed. Over the past 10 years, DNL returned 9.60%/yr vs 15.14%/yr for SUSA. A 0.73 correlation means they provide meaningful diversification when combined. DNL charges 0.58%/yr vs 0.25%/yr for SUSA.

Performance

DNL vs. SUSA - 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 iShares MSCI USA ESG Select ETF (SUSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DNL achieves a 9.98% return, which is significantly higher than SUSA's 8.78% return. Over the past 10 years, DNL has underperformed SUSA with an annualized return of 9.60%, while SUSA has yielded a comparatively higher 15.14% annualized return.

DNL

1D
-2.88%
1M
2.30%
YTD
9.98%
6M
9.83%
1Y
17.78%
3Y*
10.63%
5Y*
3.99%
10Y*
9.60%

SUSA

1D
-1.44%
1M
-0.16%
YTD
8.78%
6M
7.70%
1Y
23.70%
3Y*
19.61%
5Y*
11.15%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNL vs. SUSA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund		9.98%17.03%-0.61%17.00%-22.38%16.14%18.22%36.23%-14.76%31.11%
SUSA
iShares MSCI USA ESG Select ETF		8.78%15.72%22.43%23.88%-21.38%30.45%24.66%32.10%-5.67%22.52%

Correlation

The correlation between DNL and SUSA is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.73

The correlation between DNL and SUSA has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

DNL vs. SUSA - Sectors Allocation Comparison

Sectors
DNL
SUSA

Technology

35.1%
40.0%

Consumer Cyclical

18.3%
7.8%

Industrials

15.9%
9.0%

Healthcare

10.1%
8.8%

Communication Services

6.0%
7.9%

Energy

5.8%
3.5%

Financial Services

4.0%
11.6%

Basic Materials

3.2%
2.3%

Consumer Defensive

1.1%
4.2%

Utilities

0.5%
1.9%

Real Estate

-

2.8%

Technology

DNL
35.1%
SUSA
40.0%

Consumer Cyclical

DNL
18.3%
SUSA
7.8%

Industrials

DNL
15.9%
SUSA
9.0%

Healthcare

DNL
10.1%
SUSA
8.8%

Communication Services

DNL
6.0%
SUSA
7.9%

Energy

DNL
5.8%
SUSA
3.5%

Financial Services

DNL
4.0%
SUSA
11.6%

Basic Materials

DNL
3.2%
SUSA
2.3%

Consumer Defensive

DNL
1.1%
SUSA
4.2%

Utilities

DNL
0.5%
SUSA
1.9%

Real Estate

DNL

-

SUSA
2.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Global ex-U.S. Quality Dividend Growth Fund

iShares MSCI USA ESG Select ETF

Often compared with DNL:
DNL vs. IQDGDNL vs. JIGDNL vs. DGRWDNL vs. VIGIDNL vs. FNDEDNL vs. vxusDNL vs. SCHD
Often compared with SUSA:
SUSA vs. ESGUSUSA vs. ESGVSUSA vs. SUSLSUSA vs. SPYSUSA vs. VOOSUSA vs. IQSUSUSA vs. JEPI

Return for Risk

DNL vs. SUSA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DNL
DNL Risk / Return Rank: 3030
Overall Rank
DNL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 2828
Sortino Ratio Rank
DNL Omega Ratio Rank: 2727
Omega Ratio Rank
DNL Calmar Ratio Rank: 3131
Calmar Ratio Rank
DNL Martin Ratio Rank: 3636
Martin Ratio Rank
SUSA
SUSA Risk / Return Rank: 5757
Overall Rank
SUSA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SUSA Sortino Ratio Rank: 5656
Sortino Ratio Rank
SUSA Omega Ratio Rank: 5656
Omega Ratio Rank
SUSA Calmar Ratio Rank: 5353
Calmar Ratio Rank
SUSA Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DNL vs. SUSA - 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 iShares MSCI USA ESG Select ETF (SUSA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DNLSUSADifference
Sharpe ratioReturn per unit of total volatility
0.95
1.84

-0.89

Sortino ratioReturn per unit of downside risk
1.44
2.53

-1.09

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratioReturn relative to maximum drawdown

1.44

2.45

-1.02

Martin ratioReturn relative to average drawdown

5.12

10.52

-5.40

DNL vs. SUSA - Sharpe Ratio Comparison

The current DNL Sharpe Ratio is 0.95, which is lower than the SUSA Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of DNL and SUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DNL vs. SUSA - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.53%, smaller than the maximum SUSA drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for DNL and SUSA.

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Drawdown Indicators

DNLSUSADifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-53.93%

+9.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-9.71%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-19.30%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-28.23%

-6.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-32.93%

-1.92%

Current Drawdown

Current decline from peak

-2.88%

-2.96%

+0.08%

Average Drawdown

Average peak-to-trough decline

-10.14%

-7.23%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.26%

+1.22%

Volatility

DNL vs. SUSA - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 7.18% compared to iShares MSCI USA ESG Select ETF (SUSA) at 5.05%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than SUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DNLSUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

5.05%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

10.42%

+5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

12.98%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

17.43%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

18.17%

+0.44%

DNL vs. SUSA - Expense Ratio Comparison

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

Dividends

DNL vs. SUSA - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.66%, more than SUSA's 0.86% yield.

PositionTTM20252024202320222021202020192018201720162015
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund		1.66%2.06%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%
SUSA
iShares MSCI USA ESG Select ETF		0.86%0.89%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%

Frequently Asked Questions

DNL and SUSA have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DNL has higher volatility (7.18%) compared to SUSA (5.05%). In terms of maximum drawdown, DNL dropped -44.53% vs SUSA's -53.93%.

On 10-year performance, SUSA leads with 15.14% vs 9.60% for DNL. On fees, SUSA is cheaper at 0.25% per year. On volatility, SUSA has been the lower-risk option at 5.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SUSA has performed better with a 15.14% return vs 9.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SUSA is cheaper with a 0.25% expense ratio, compared with 0.58% for DNL.

DNL has the higher dividend yield at 1.66%, compared with 0.86% for SUSA.

DNL is categorized as Foreign Large Cap Equities, while SUSA is Large Cap Growth Equities. DNL tracks WisdomTree Global ex-U.S. Quality Dividend Growth Index, while SUSA tracks MSCI USA ESG Select Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for DNL and 0.25% for SUSA.

SUSA currently has the higher Sharpe Ratio (1.84 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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