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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.


-0.50.00.51.00.9

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.

80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
81.86%
91.54%
VXUS
DNL

Key characteristics

Sharpe Ratio

VXUS:

0.64

DNL:

0.17

Sortino Ratio

VXUS:

0.96

DNL:

0.33

Omega Ratio

VXUS:

1.12

DNL:

1.04

Calmar Ratio

VXUS:

0.87

DNL:

0.18

Martin Ratio

VXUS:

2.67

DNL:

0.53

Ulcer Index

VXUS:

3.06%

DNL:

4.51%

Daily Std Dev

VXUS:

12.77%

DNL:

14.39%

Max Drawdown

VXUS:

-35.97%

DNL:

-44.53%

Current Drawdown

VXUS:

-8.39%

DNL:

-10.53%

Returns By Period

In the year-to-date period, VXUS achieves a 4.99% return, which is significantly higher than DNL's -0.15% return. Over the past 10 years, VXUS has underperformed DNL with an annualized return of 4.99%, while DNL has yielded a comparatively higher 6.30% annualized return.


VXUS

YTD

4.99%

1M

-1.34%

6M

0.14%

1Y

6.27%

5Y*

4.38%

10Y*

4.99%

DNL

YTD

-0.15%

1M

0.14%

6M

-6.70%

1Y

0.57%

5Y*

4.69%

10Y*

6.30%

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 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 VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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 0.64, compared to the broader market0.002.004.000.640.17
The chart of Sortino ratio for VXUS, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.960.33
The chart of Omega ratio for VXUS, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.04
The chart of Calmar ratio for VXUS, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.870.18
The chart of Martin ratio for VXUS, currently valued at 2.67, compared to the broader market0.0020.0040.0060.0080.00100.002.670.53
VXUS
DNL

The current VXUS Sharpe Ratio is 0.64, which is higher than the DNL Sharpe Ratio of 0.17. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.64
0.17
VXUS
DNL

Dividends

VXUS vs. DNL - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 3.37%, more than DNL's 1.95% yield.


TTM20232022202120202019201820172016201520142013
VXUS
Vanguard Total International Stock ETF
3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%
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%

Drawdowns

VXUS vs. DNL - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum DNL drawdown of -44.53%. 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%JulyAugustSeptemberOctoberNovemberDecember
-8.39%
-10.53%
VXUS
DNL

Volatility

VXUS vs. DNL - Volatility Comparison

The current volatility for Vanguard Total International Stock ETF (VXUS) is 3.42%, while WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a volatility of 4.00%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
3.42%
4.00%
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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