DOL vs. CCO
DOL (WisdomTree International LargeCap Dividend Fund) is Foreign Large Cap Equities fund tracking the WisdomTree International LargeCap Dividend Index, while CCO (Clear Channel Outdoor Holdings, Inc.) is a stock. Over the past 10 years, DOL returned 10.29%/yr vs -6.94%/yr for CCO. At a 0.36 correlation, their price movements are largely independent.
Performance
DOL vs. CCO - Performance Comparison
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Returns By Period
In the year-to-date period, DOL achieves a 13.28% return, which is significantly higher than CCO's 8.60% return. Over the past 10 years, DOL has outperformed CCO with an annualized return of 10.29%, while CCO has yielded a comparatively lower -6.94% annualized return.
DOL
- 1D
- -2.20%
- 1M
- 0.43%
- YTD
- 13.28%
- 6M
- 13.79%
- 1Y
- 29.33%
- 3Y*
- 20.43%
- 5Y*
- 12.22%
- 10Y*
- 10.29%
CCO
- 1D
- -0.41%
- 1M
- 0.00%
- YTD
- 8.60%
- 6M
- 7.14%
- 1Y
- 106.90%
- 3Y*
- 23.63%
- 5Y*
- -3.31%
- 10Y*
- -6.94%
DOL vs. CCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 13.28% | 37.35% | 4.08% | 16.77% | -6.72% | 11.54% | -3.22% | 19.47% | -12.93% | 22.25% |
CCO Clear Channel Outdoor Holdings, Inc. | 8.60% | 61.31% | -24.73% | 73.33% | -68.28% | 100.61% | -42.31% | -44.89% | 14.80% | 10.53% |
Correlation
The correlation between DOL and CCO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.36 |
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Return for Risk
DOL vs. CCO — Risk / Return Rank
DOL
CCO
DOL vs. CCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and Clear Channel Outdoor Holdings, Inc. (CCO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOL | CCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 5.84 | -3.24 |
| Martin ratioReturn relative to average drawdown | 9.73 | 19.72 | -9.99 |
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Drawdowns
DOL vs. CCO - Drawdown Comparison
The maximum DOL drawdown since its inception was -60.79%, smaller than the maximum CCO drawdown of -94.19%. Use the drawdown chart below to compare losses from any high point for DOL and CCO.
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Drawdown Indicators
| DOL | CCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.79% | -94.19% | +33.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -18.40% | +7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -12.44% | -57.07% | +44.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -78.80% | +54.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | -93.12% | +57.13% |
Current DrawdownCurrent decline from peak | -2.52% | -67.58% | +65.06% |
Average DrawdownAverage peak-to-trough decline | -13.60% | -53.99% | +40.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 5.44% | -2.42% |
Volatility
DOL vs. CCO - Volatility Comparison
WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 5.80% compared to Clear Channel Outdoor Holdings, Inc. (CCO) at 1.48%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than CCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOL | CCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 1.48% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 21.26% | -7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 47.80% | -32.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 65.81% | -50.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 69.62% | -53.18% |
Dividends
DOL vs. CCO - Dividend Comparison
DOL's dividend yield for the trailing twelve months is around 2.47%, while CCO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCO Clear Channel Outdoor Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.59% | 19.94% | 41.51% | 0.00% |
DOL WisdomTree International LargeCap Dividend Fund | 2.47% | 2.83% | 3.78% | 4.02% | 4.47% | 3.58% | 2.82% | 3.50% | 4.03% | 3.17% | 3.58% | 3.66% |
Frequently Asked Questions
DOL and CCO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOL has higher volatility (5.80%) compared to CCO (1.48%). In terms of maximum drawdown, DOL dropped -60.79% vs CCO's -94.19%.
CCO currently has the higher Sharpe Ratio (2.25 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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