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DOL vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DOL vs. EFAV

Last updated Aug 2, 2026
Documentation

DOL (WisdomTree International LargeCap Dividend Fund) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds - DOL tracks the WisdomTree International LargeCap Dividend Index while EFAV tracks the MSCI EAFE Minimum Volatility (USD) Index. Both are passively managed. Over the past 10 years, DOL returned 9.88%/yr vs 6.38%/yr for EFAV. Their correlation of 0.88 means they have usually moved in the same direction. DOL charges 0.48%/yr vs 0.20%/yr for EFAV.

Performance

DOL vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOL achieves a 16.45% return, which is significantly higher than EFAV's 9.79% return. Over the past 10 years, DOL has outperformed EFAV with an annualized return of 9.88%, while EFAV has yielded a comparatively lower 6.38% annualized return.

DOL

1D
-0.14%
1M
1.53%
6M
9.92%
YTD
16.45%
1Y
31.66%
3Y*
20.19%
5Y*
12.84%
10Y*
9.88%
ALL TIME*
5.86%

EFAV

1D
-1.09%
1M
4.40%
6M
6.21%
YTD
9.79%
1Y
16.01%
3Y*
14.35%
5Y*
6.86%
10Y*
6.38%
ALL TIME*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DOL

WisdomTree International LargeCap Dividend Fund
$706.22K$768.00K$1.02M

EFAV

iShares MSCI EAFE Min Vol Factor ETF
$54.17M$49.40M$45.31M

DOL vs. EFAV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DOL
WisdomTree International LargeCap Dividend Fund		16.45%37.35%4.08%16.77%-6.72%11.54%-3.22%19.47%-12.93%22.25%
EFAV
iShares MSCI EAFE Min Vol Factor ETF		9.79%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-5.74%22.24%

Correlation

The correlation between DOL and EFAV is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.88

The correlation between DOL and EFAV shifts across timeframes, from 0.73 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

DOL vs. EFAV - Sectors Allocation Comparison

Sectors
DOL
EFAV

Financial Services

24.6%
19.7%

Technology

17.6%
4.4%

Industrials

15.0%
15.7%

Healthcare

8.0%
12.2%

Consumer Defensive

7.5%
12.6%

Consumer Cyclical

7.4%
5.1%

Utilities

5.6%
9.0%

Communication Services

4.8%
9.1%

Basic Materials

4.8%
1.6%

Energy

3.7%
7.7%

Real Estate

1.0%
2.9%

Financial Services

DOL
24.6%
EFAV
19.7%

Technology

DOL
17.6%
EFAV
4.4%

Industrials

DOL
15.0%
EFAV
15.7%

Healthcare

DOL
8.0%
EFAV
12.2%

Consumer Defensive

DOL
7.5%
EFAV
12.6%

Consumer Cyclical

DOL
7.4%
EFAV
5.1%

Utilities

DOL
5.6%
EFAV
9.0%

Communication Services

DOL
4.8%
EFAV
9.1%

Basic Materials

DOL
4.8%
EFAV
1.6%

Energy

DOL
3.7%
EFAV
7.7%

Real Estate

DOL
1.0%
EFAV
2.9%

Compare stocks, funds, or ETFs

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

WisdomTree International LargeCap Dividend Fund

iShares MSCI EAFE Min Vol Factor ETF

Often compared with DOL:
DOL vs. SPYDOL vs. DWMDOL vs. BROIXDOL vs. DGRWDOL vs. EFADDOL vs. DNLDOL vs. IGRO
Often compared with EFAV:
EFAV vs. EFVEFAV vs. EFAEFAV vs. ACWVEFAV vs. EEMVEFAV vs. USMVEFAV vs. EFASEFAV vs. SPLV

Return for Risk

DOL vs. EFAV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DOL
DOL Risk / Return Rank: 8282
Overall Rank
DOL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DOL Sortino Ratio Rank: 8383
Sortino Ratio Rank
DOL Omega Ratio Rank: 8484
Omega Ratio Rank
DOL Calmar Ratio Rank: 7878
Calmar Ratio Rank
DOL Martin Ratio Rank: 8080
Martin Ratio Rank
EFAV
EFAV Risk / Return Rank: 6969
Overall Rank
EFAV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 7373
Sortino Ratio Rank
EFAV Omega Ratio Rank: 7373
Omega Ratio Rank
EFAV Calmar Ratio Rank: 7575
Calmar Ratio Rank
EFAV Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DOL vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.

DOLEFAVDifference
Sharpe ratioReturn per unit of total volatility
1.99
1.64

+0.35

Sortino ratioReturn per unit of downside risk
2.72
2.35

+0.37

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

2.79

2.62

+0.16

Martin ratioReturn relative to average drawdown

10.46

6.10

+4.36

DOL vs. EFAV - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.99, which is comparable to the EFAV Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DOL and EFAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DOL vs. EFAV - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for DOL and EFAV.

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Drawdown Indicators

DOLEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-60.79%

-27.56%

-33.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-6.66%

-4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-12.44%

-8.65%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-27.46%

+2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

-27.56%

-8.43%

Current Drawdown

Current decline from peak

-0.14%

-1.09%

+0.95%

Average Drawdown

Average peak-to-trough decline

-13.54%

-4.76%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.86%

+0.15%

Volatility

DOL vs. EFAV - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 4.39% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.28%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DOLEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

3.28%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

8.85%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

10.67%

+5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

11.88%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

13.03%

+3.36%

DOL vs. EFAV - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

DOL vs. EFAV - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.45%, less than EFAV's 3.07% yield.

PositionTTM20252024202320222021202020192018201720162015
DOL
WisdomTree International LargeCap Dividend Fund		2.45%2.83%3.78%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%
EFAV
iShares MSCI EAFE Min Vol Factor ETF		3.07%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%

Frequently Asked Questions

DOL and EFAV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOL has higher volatility (4.39%) compared to EFAV (3.28%). In terms of maximum drawdown, DOL dropped -60.79% vs EFAV's -27.56%.

On 10-year performance, DOL leads with 9.88% vs 6.38% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DOL has performed better with a 9.88% return vs 6.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAV is cheaper with a 0.20% expense ratio, compared with 0.48% for DOL.

EFAV has the higher dividend yield at 3.07%, compared with 2.45% for DOL.

DOL tracks WisdomTree International LargeCap Dividend Index, while EFAV tracks MSCI EAFE Minimum Volatility (USD) Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.48% for DOL and 0.20% for EFAV.

DOL currently has the higher Sharpe Ratio (1.99 vs 1.64), 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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