DNL vs. VYMI
Compare and contrast key facts about WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Vanguard International High Dividend Yield ETF (VYMI).
DNL and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both DNL and VYMI 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 VYMI.
Performance
DNL vs. VYMI - Performance Comparison
Returns By Period
In the year-to-date period, DNL achieves a -0.07% return, which is significantly lower than VYMI's 9.02% return.
DNL
-0.07%
-6.14%
-7.59%
5.80%
6.05%
5.87%
VYMI
9.02%
-3.69%
0.46%
14.76%
7.13%
N/A
Key characteristics
| DNL | VYMI | |
|---|---|---|
| Sharpe Ratio | 0.46 | 1.26 |
| Sortino Ratio | 0.73 | 1.73 |
| Omega Ratio | 1.09 | 1.22 |
| Calmar Ratio | 0.44 | 2.22 |
| Martin Ratio | 1.73 | 6.93 |
| Ulcer Index | 3.78% | 2.18% |
| Daily Std Dev | 14.30% | 12.05% |
| Max Drawdown | -44.53% | -40.00% |
| Current Drawdown | -10.46% | -5.35% |
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DNL vs. VYMI - Expense Ratio Comparison
DNL has a 0.58% expense ratio, which is higher than VYMI's 0.22% expense ratio.
Correlation
The correlation between DNL and VYMI is 0.87, 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.
Risk-Adjusted Performance
DNL vs. VYMI - 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 High Dividend Yield ETF (VYMI). 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. VYMI - Dividend Comparison
DNL's dividend yield for the trailing twelve months is around 1.95%, less than VYMI's 4.54% 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% |
VYMI Vanguard International High Dividend Yield ETF | 4.54% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
Drawdowns
DNL vs. VYMI - Drawdown Comparison
The maximum DNL drawdown since its inception was -44.53%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DNL and VYMI. For additional features, visit the drawdowns tool.
Volatility
DNL vs. VYMI - Volatility Comparison
WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 4.02% and 3.94%, 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.