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

Correlation

The correlation between VXUS and DNL is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VXUS vs. DNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%95.00%100.00%105.00%110.00%NovemberDecember2025FebruaryMarchApril
77.97%
86.51%
VXUS
DNL

Key characteristics

Sharpe Ratio

VXUS:

-0.10

DNL:

-0.51

Sortino Ratio

VXUS:

-0.03

DNL:

-0.60

Omega Ratio

VXUS:

1.00

DNL:

0.93

Calmar Ratio

VXUS:

-0.14

DNL:

-0.59

Martin Ratio

VXUS:

-0.36

DNL:

-1.18

Ulcer Index

VXUS:

4.03%

DNL:

6.42%

Daily Std Dev

VXUS:

14.80%

DNL:

14.99%

Max Drawdown

VXUS:

-35.97%

DNL:

-44.54%

Current Drawdown

VXUS:

-10.61%

DNL:

-12.88%

Returns By Period

The year-to-date returns for both investments are quite close, with VXUS having a -2.22% return and DNL slightly higher at -2.17%. Over the past 10 years, VXUS has underperformed DNL with an annualized return of 4.12%, while DNL has yielded a comparatively higher 5.38% annualized return.


VXUS

YTD

-2.22%

1M

-9.75%

6M

-9.29%

1Y

-0.77%

5Y*

10.63%

10Y*

4.12%

DNL

YTD

-2.17%

1M

-5.00%

6M

-9.01%

1Y

-8.15%

5Y*

9.08%

10Y*

5.38%

*Annualized

Compare stocks, funds, or ETFs

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


VXUS vs. DNL - Expense Ratio Comparison

VXUS has a 0.07% expense ratio, which is lower than DNL's 0.58% expense ratio.


DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
Expense ratio chart for DNL: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DNL: 0.58%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

VXUS vs. DNL — Risk-Adjusted Performance Rank

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

VXUS
The Risk-Adjusted Performance Rank of VXUS is 2121
Overall Rank
The Sharpe Ratio Rank of VXUS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 2121
Martin Ratio Rank

DNL
The Risk-Adjusted Performance Rank of DNL is 44
Overall Rank
The Sharpe Ratio Rank of DNL is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DNL is 55
Sortino Ratio Rank
The Omega Ratio Rank of DNL is 55
Omega Ratio Rank
The Calmar Ratio Rank of DNL is 22
Calmar Ratio Rank
The Martin Ratio Rank of DNL is 55
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.

VXUS vs. DNL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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 VXUS, currently valued at -0.10, compared to the broader market0.002.004.00
VXUS: -0.10
DNL: -0.54
The chart of Sortino ratio for VXUS, currently valued at -0.03, compared to the broader market-2.000.002.004.006.008.0010.0012.00
VXUS: -0.03
DNL: -0.66
The chart of Omega ratio for VXUS, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
VXUS: 1.00
DNL: 0.92
The chart of Calmar ratio for VXUS, currently valued at -0.14, compared to the broader market0.005.0010.0015.00
VXUS: -0.14
DNL: -0.63
The chart of Martin ratio for VXUS, currently valued at -0.36, compared to the broader market0.0020.0040.0060.0080.00100.00
VXUS: -0.36
DNL: -1.26

The current VXUS Sharpe Ratio is -0.10, which is higher than the DNL Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of VXUS and DNL, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.10
-0.54
VXUS
DNL

Dividends

VXUS vs. DNL - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 3.40%, more than DNL's 2.21% yield.


TTM20242023202220212020201920182017201620152014
VXUS
Vanguard Total International Stock ETF
3.40%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
2.21%2.30%1.81%4.82%1.37%1.76%1.93%2.55%1.86%2.51%1.98%2.37%

Drawdowns

VXUS vs. DNL - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum DNL drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for VXUS and DNL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.61%
-12.88%
VXUS
DNL

Volatility

VXUS vs. DNL - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 7.63% compared to WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) at 5.03%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than DNL 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%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.63%
5.03%
VXUS
DNL
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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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