DNL vs. VWIGX
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Vanguard International Growth Fund Investor Shares (VWIGX).
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. VWIGX is managed by Vanguard. It was launched on Sep 30, 1981.
Performance
DNL vs. VWIGX - Performance Comparison
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DNL vs. VWIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -0.36% | 17.03% | -0.61% | 17.00% | -22.38% | 16.14% | 18.22% | 36.23% | -14.76% | 31.11% |
VWIGX Vanguard International Growth Fund Investor Shares | -5.16% | 19.96% | 9.07% | 14.65% | -30.86% | -11.18% | 59.57% | 31.36% | -12.68% | 42.98% |
Returns By Period
In the year-to-date period, DNL achieves a -0.36% return, which is significantly higher than VWIGX's -5.16% return. Over the past 10 years, DNL has underperformed VWIGX with an annualized return of 8.28%, while VWIGX has yielded a comparatively higher 9.10% annualized 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%
VWIGX
- 1D
- 3.81%
- 1M
- -6.64%
- YTD
- -5.16%
- 6M
- -6.63%
- 1Y
- 12.09%
- 3Y*
- 8.16%
- 5Y*
- -2.88%
- 10Y*
- 9.10%
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DNL vs. VWIGX - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than VWIGX's 0.43% expense ratio.
Return for Risk
DNL vs. VWIGX — Risk / Return Rank
DNL
VWIGX
DNL vs. VWIGX - 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 Vanguard International Growth Fund Investor Shares (VWIGX). 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 | VWIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.58 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.96 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.75 | +0.64 |
Martin ratioReturn relative to average drawdown | 4.98 | 2.52 | +2.46 |
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 | VWIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.58 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | -0.12 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.42 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.47 | -0.23 |
Correlation
The correlation between DNL and VWIGX is 0.84, 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. VWIGX - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.84%, less than VWIGX's 7.11% 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% |
VWIGX Vanguard International Growth Fund Investor Shares | 7.11% | 6.74% | 9.68% | 1.82% | 6.90% | 2.36% | 2.28% | 1.20% | 5.34% | 0.84% | 1.26% | 1.39% |
Drawdowns
DNL vs. VWIGX - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for DNL and VWIGX.
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Drawdown Indicators
| DNL | VWIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -59.58% | +15.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.06% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -52.69% | +17.84% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -53.25% | +18.40% |
Current DrawdownCurrent decline from peak | -7.70% | -22.72% | +15.02% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -13.78% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 4.19% | -0.73% |
Volatility
DNL vs. VWIGX - Volatility Comparison
WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Vanguard International Growth Fund Investor Shares (VWIGX) have volatilities of 8.85% and 8.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNL | VWIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.85% | 8.98% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 14.21% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.74% | 21.04% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 23.24% | -5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 21.53% | -3.01% |