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

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.


-0.50.00.51.00.9

Performance

DNL vs. VYMI - 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 High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%AugustSeptemberOctoberNovemberDecember2025
104.96%
90.28%
DNL
VYMI

Key characteristics

Sharpe Ratio

DNL:

0.37

VYMI:

0.97

Sortino Ratio

DNL:

0.60

VYMI:

1.35

Omega Ratio

DNL:

1.07

VYMI:

1.17

Calmar Ratio

DNL:

0.42

VYMI:

1.41

Martin Ratio

DNL:

0.99

VYMI:

3.62

Ulcer Index

DNL:

5.22%

VYMI:

3.22%

Daily Std Dev

DNL:

14.14%

VYMI:

11.99%

Max Drawdown

DNL:

-44.54%

VYMI:

-40.00%

Current Drawdown

DNL:

-9.78%

VYMI:

-6.13%

Returns By Period

In the year-to-date period, DNL achieves a 1.31% return, which is significantly higher than VYMI's 0.99% return.


DNL

YTD

1.31%

1M

0.26%

6M

-5.76%

1Y

3.22%

5Y*

3.96%

10Y*

6.24%

VYMI

YTD

0.99%

1M

2.36%

6M

0.19%

1Y

11.24%

5Y*

5.93%

10Y*

N/A

*Annualized

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. VYMI - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is higher than VYMI's 0.22% 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 VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

DNL vs. VYMI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DNL
The Risk-Adjusted Performance Rank of DNL is 1515
Overall Rank
The Sharpe Ratio Rank of DNL is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DNL is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DNL is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DNL is 2222
Calmar Ratio Rank
The Martin Ratio Rank of DNL is 1313
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 3939
Overall Rank
The Sharpe Ratio Rank of VYMI is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for DNL, currently valued at 0.37, compared to the broader market0.002.004.000.370.97
The chart of Sortino ratio for DNL, currently valued at 0.60, compared to the broader market0.005.0010.000.601.35
The chart of Omega ratio for DNL, currently valued at 1.07, compared to the broader market1.002.003.001.071.17
The chart of Calmar ratio for DNL, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.421.41
The chart of Martin ratio for DNL, currently valued at 0.99, compared to the broader market0.0020.0040.0060.0080.00100.000.993.62
DNL
VYMI

The current DNL Sharpe Ratio is 0.37, which is lower than the VYMI Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DNL and VYMI, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.37
0.97
DNL
VYMI

Dividends

DNL vs. VYMI - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 2.27%, less than VYMI's 4.80% yield.


TTM20242023202220212020201920182017201620152014
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
2.27%2.30%1.81%4.82%1.37%1.76%1.93%2.55%1.86%2.51%1.98%2.37%
VYMI
Vanguard International High Dividend Yield ETF
4.80%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%

Drawdowns

DNL vs. VYMI - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.54%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.78%
-6.13%
DNL
VYMI

Volatility

DNL vs. VYMI - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 3.93% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.69%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than VYMI 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%AugustSeptemberOctoberNovemberDecember2025
3.93%
3.69%
DNL
VYMI
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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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