DOL vs. DWM
Compare and contrast key facts about WisdomTree International LargeCap Dividend Fund (DOL) and WisdomTree International Equity Fund (DWM).
DOL and DWM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International LargeCap Dividend Index. It was launched on Jun 16, 2006. DWM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Equity Index. It was launched on Jun 16, 2006. Both DOL and DWM 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: DOL or DWM.
Key characteristics
| DOL | DWM | |
|---|---|---|
| YTD Return | 7.35% | 7.71% |
| 1Y Return | 17.69% | 19.00% |
| 3Y Return (Ann) | 5.49% | 4.52% |
| 5Y Return (Ann) | 5.33% | 4.98% |
| 10Y Return (Ann) | 4.18% | 4.33% |
| Sharpe Ratio | 1.47 | 1.52 |
| Sortino Ratio | 2.04 | 2.12 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 2.65 | 2.74 |
| Martin Ratio | 8.60 | 9.01 |
| Ulcer Index | 2.08% | 2.10% |
| Daily Std Dev | 12.19% | 12.43% |
| Max Drawdown | -60.79% | -62.10% |
| Current Drawdown | -5.78% | -5.51% |
Correlation
The correlation between DOL and DWM is 0.96, 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.
Performance
DOL vs. DWM - Performance Comparison
The year-to-date returns for both investments are quite close, with DOL having a 7.35% return and DWM slightly higher at 7.71%. Both investments have delivered pretty close results over the past 10 years, with DOL having a 4.18% annualized return and DWM not far ahead at 4.33%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DOL vs. DWM - Expense Ratio Comparison
Both DOL and DWM have an expense ratio of 0.48%.
Risk-Adjusted Performance
DOL vs. DWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and WisdomTree International Equity Fund (DWM). 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
DOL vs. DWM - Dividend Comparison
DOL's dividend yield for the trailing twelve months is around 3.61%, less than DWM's 3.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 3.61% | 4.02% | 4.47% | 3.58% | 2.82% | 3.50% | 4.03% | 3.17% | 3.58% | 3.66% | 5.02% | 3.20% |
DWM WisdomTree International Equity Fund | 3.69% | 4.15% | 4.36% | 3.64% | 2.75% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% | 4.71% | 3.30% |
Drawdowns
DOL vs. DWM - Drawdown Comparison
The maximum DOL drawdown since its inception was -60.79%, roughly equal to the maximum DWM drawdown of -62.10%. Use the drawdown chart below to compare losses from any high point for DOL and DWM. For additional features, visit the drawdowns tool.
Volatility
DOL vs. DWM - Volatility Comparison
WisdomTree International LargeCap Dividend Fund (DOL) and WisdomTree International Equity Fund (DWM) have volatilities of 4.04% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.