DOL vs. EMA
DOL (WisdomTree International LargeCap Dividend Fund) is Foreign Large Cap Equities fund tracking the WisdomTree International LargeCap Dividend Index, while EMA (Emera Inc) is a stock. Over the past year, DOL returned 31.66% vs 20.11% for EMA. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
DOL vs. EMA - Performance Comparison
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Returns By Period
In the year-to-date period, DOL achieves a 16.45% return, which is significantly higher than EMA's 12.85% 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%
EMA
- 1D
- 0.57%
- 1M
- 1.77%
- 6M
- 10.92%
- YTD
- 12.85%
- 1Y
- 20.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $706.22K | $768.00K | $1.02M | |
EMA Emera Inc | $26.94M | $24.90M | $21.84M |
DOL vs. EMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 16.45% | 13.39% |
EMA Emera Inc | 12.85% | 11.17% |
Correlation
The correlation between DOL and EMA is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 2025 | 0.01 |
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Return for Risk
DOL vs. EMA — Risk / Return Rank
DOL
EMA
DOL vs. EMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and Emera Inc (EMA). 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 | EMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.53 | -0.75 |
| Martin ratioReturn relative to average drawdown | 10.46 | 9.16 | +1.30 |
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Drawdowns
DOL vs. EMA - Drawdown Comparison
The maximum DOL drawdown since its inception was -60.79%, which is greater than EMA's maximum drawdown of -5.93%. Use the drawdown chart below to compare losses from any high point for DOL and EMA.
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Drawdown Indicators
| DOL | EMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.79% | -5.93% | -54.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -5.93% | -5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -12.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -1.26% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -1.72% | -11.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.28% | +0.73% |
Volatility
DOL vs. EMA - Volatility Comparison
The current volatility for WisdomTree International LargeCap Dividend Fund (DOL) is 4.39%, while Emera Inc (EMA) has a volatility of 5.16%. This indicates that DOL experiences smaller price fluctuations and is considered to be less risky than EMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOL | EMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 5.16% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 10.98% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 14.15% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 14.11% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 14.11% | +2.28% |
Dividends
DOL vs. EMA - Dividend Comparison
DOL's dividend yield for the trailing twelve months is around 2.45%, less than EMA's 4.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EMA Emera Inc | 3.95% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DOL and EMA have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMA has higher volatility (5.16%) compared to DOL (4.39%). In terms of maximum drawdown, DOL dropped -60.79% vs EMA's -5.93%.
DOL currently has the higher Sharpe Ratio (1.99 vs 1.48), 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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