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

Correlation

The correlation between DOL and DNL is 0.83, 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.


-0.50.00.51.00.8

Performance

DOL vs. DNL - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.91%
-6.16%
DOL
DNL

Key characteristics

Sharpe Ratio

DOL:

0.36

DNL:

0.11

Sortino Ratio

DOL:

0.56

DNL:

0.25

Omega Ratio

DOL:

1.07

DNL:

1.03

Calmar Ratio

DOL:

0.46

DNL:

0.12

Martin Ratio

DOL:

1.39

DNL:

0.35

Ulcer Index

DOL:

3.17%

DNL:

4.46%

Daily Std Dev

DOL:

12.25%

DNL:

14.45%

Max Drawdown

DOL:

-60.79%

DNL:

-44.53%

Current Drawdown

DOL:

-9.59%

DNL:

-10.01%

Returns By Period

In the year-to-date period, DOL achieves a 3.02% return, which is significantly higher than DNL's 0.43% return. Over the past 10 years, DOL has underperformed DNL with an annualized return of 4.03%, while DNL has yielded a comparatively higher 6.31% annualized return.


DOL

YTD

3.02%

1M

-2.41%

6M

-2.63%

1Y

5.64%

5Y*

4.01%

10Y*

4.03%

DNL

YTD

0.43%

1M

0.49%

6M

-6.61%

1Y

3.00%

5Y*

4.81%

10Y*

6.31%

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


DOL vs. DNL - Expense Ratio Comparison

DOL has a 0.48% 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 DOL: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

DOL vs. DNL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) 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 DOL, currently valued at 0.36, compared to the broader market0.002.004.000.360.11
The chart of Sortino ratio for DOL, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.000.560.25
The chart of Omega ratio for DOL, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.03
The chart of Calmar ratio for DOL, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.460.12
The chart of Martin ratio for DOL, currently valued at 1.39, compared to the broader market0.0020.0040.0060.0080.00100.001.390.35
DOL
DNL

The current DOL Sharpe Ratio is 0.36, which is higher than the DNL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of DOL 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
0.36
0.11
DOL
DNL

Dividends

DOL vs. DNL - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 3.77%, more than DNL's 1.94% yield.


TTM20232022202120202019201820172016201520142013
DOL
WisdomTree International LargeCap Dividend Fund
3.77%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%5.02%3.20%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.94%1.81%4.82%1.37%1.76%1.93%2.55%1.86%2.51%1.98%2.37%2.30%

Drawdowns

DOL vs. DNL - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than DNL's maximum drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for DOL and DNL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.59%
-10.01%
DOL
DNL

Volatility

DOL vs. DNL - Volatility Comparison

The current volatility for WisdomTree International LargeCap Dividend Fund (DOL) is 3.42%, while WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a volatility of 3.96%. This indicates that DOL 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%
3.96%
DOL
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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