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

Correlation

The correlation between DNL and VIGI is 0.91, 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.


-0.50.00.51.00.9

Performance

DNL vs. VIGI - 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 Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
103.26%
90.22%
DNL
VIGI

Key characteristics

Sharpe Ratio

DNL:

0.17

VIGI:

0.50

Sortino Ratio

DNL:

0.33

VIGI:

0.78

Omega Ratio

DNL:

1.04

VIGI:

1.09

Calmar Ratio

DNL:

0.18

VIGI:

0.60

Martin Ratio

DNL:

0.53

VIGI:

1.83

Ulcer Index

DNL:

4.51%

VIGI:

3.20%

Daily Std Dev

DNL:

14.39%

VIGI:

11.61%

Max Drawdown

DNL:

-44.53%

VIGI:

-31.01%

Current Drawdown

DNL:

-10.53%

VIGI:

-9.79%

Returns By Period

In the year-to-date period, DNL achieves a -0.15% return, which is significantly lower than VIGI's 2.65% return.


DNL

YTD

-0.15%

1M

0.14%

6M

-6.70%

1Y

0.57%

5Y*

4.69%

10Y*

6.30%

VIGI

YTD

2.65%

1M

-2.09%

6M

0.42%

1Y

3.80%

5Y*

5.16%

10Y*

N/A

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. VIGI - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than VIGI's 0.15% 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 VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

DNL vs. VIGI - 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 Vanguard International Dividend Appreciation ETF (VIGI). 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 0.17, compared to the broader market0.002.004.000.170.50
The chart of Sortino ratio for DNL, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.0010.000.330.78
The chart of Omega ratio for DNL, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.09
The chart of Calmar ratio for DNL, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.180.60
The chart of Martin ratio for DNL, currently valued at 0.53, compared to the broader market0.0020.0040.0060.0080.00100.000.531.83
DNL
VIGI

The current DNL Sharpe Ratio is 0.17, which is lower than the VIGI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DNL and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.17
0.50
DNL
VIGI

Dividends

DNL vs. VIGI - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.95%, more than VIGI's 1.93% yield.


TTM20232022202120202019201820172016201520142013
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.66%1.81%4.82%1.37%1.76%1.93%2.55%1.86%2.51%1.98%2.37%2.30%
VIGI
Vanguard International Dividend Appreciation ETF
1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%

Drawdowns

DNL vs. VIGI - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.53%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for DNL and VIGI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.53%
-9.79%
DNL
VIGI

Volatility

DNL vs. VIGI - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 4.00% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.61%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.00%
3.61%
DNL
VIGI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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