VXUS vs. DNL
Compare and contrast key facts about Vanguard Total International Stock ETF (VXUS) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL).
VXUS and DNL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. 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. Both VXUS and DNL 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: VXUS or DNL.
Performance
VXUS vs. DNL - Performance Comparison
Returns By Period
In the year-to-date period, VXUS achieves a 6.78% return, which is significantly higher than DNL's 1.00% return. Over the past 10 years, VXUS has underperformed DNL with an annualized return of 4.78%, while DNL has yielded a comparatively higher 5.98% annualized return.
VXUS
6.78%
-2.42%
0.03%
12.91%
5.53%
4.78%
DNL
1.00%
-2.59%
-6.27%
7.33%
6.19%
5.98%
Key characteristics
| VXUS | DNL | |
|---|---|---|
| Sharpe Ratio | 1.02 | 0.51 |
| Sortino Ratio | 1.47 | 0.80 |
| Omega Ratio | 1.18 | 1.10 |
| Calmar Ratio | 1.21 | 0.50 |
| Martin Ratio | 5.02 | 1.86 |
| Ulcer Index | 2.57% | 3.94% |
| Daily Std Dev | 12.68% | 14.32% |
| Max Drawdown | -35.97% | -44.53% |
| Current Drawdown | -6.82% | -9.50% |
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VXUS vs. DNL - Expense Ratio Comparison
VXUS has a 0.07% expense ratio, which is lower than DNL's 0.58% expense ratio.
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.
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.
Dividends
VXUS vs. DNL - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 3.00%, more than DNL's 1.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 3.00% | 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 | 1.93% | 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.
Volatility
VXUS vs. DNL - Volatility Comparison
The current volatility for Vanguard Total International Stock ETF (VXUS) is 3.73%, while WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a volatility of 4.05%. 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.