DOL vs. EMA

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree International LargeCap Dividend Fund (DOL) and Emera Inc (EMA).

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.

Performance

DOL vs. EMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) and Emera Inc (EMA). The values are adjusted to include any dividend payments, if applicable.

DOL vs. EMA - Yearly Performance Comparison

	2026 (YTD)	2025
DOL WisdomTree International LargeCap Dividend Fund	3.56%	14.68%
EMA Emera Inc	6.49%	12.99%

Returns By Period

In the year-to-date period, DOL achieves a 3.56% return, which is significantly lower than EMA's 6.49% return.

DOL

• 1D: 2.97%
• 1M: -7.99%
• YTD: 3.56%
• 6M: 10.17%
• 1Y: 27.17%
• 3Y*: 17.28%
• 5Y*: 11.42%
• 10Y*: 8.95%

EMA

• 1D: 0.08%
• 1M: -0.33%
• YTD: 6.49%
• 6M: 10.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DOL vs. EMA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOL

DOL Risk / Return Rank: 83
DOL Sharpe Ratio Rank: 84
DOL Sortino Ratio Rank: 83
DOL Omega Ratio Rank: 84
DOL Calmar Ratio Rank: 82
DOL Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	DOL	EMA	Difference
Sharpe ratio Return per unit of total volatility	1.64	—	—
Sortino ratio Return per unit of downside risk	2.19	—	—
Omega ratio Gain probability vs. loss probability	1.33	—	—
Calmar ratio Return relative to maximum drawdown	2.33	—	—
Martin ratio Return relative to average drawdown	8.91	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DOL	EMA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	1.81	-1.56

Correlation

The correlation between DOL and EMA is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DOL vs. EMA - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.70%, less than EMA's 3.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.70%	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	3.06%	2.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	DOL	EMA	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-5.93%	-54.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	—	—
Current Drawdown Current decline from peak	-8.34%	-3.37%	-4.97%
Average Drawdown Average peak-to-trough decline	-13.73%	-1.68%	-12.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	—	—

Volatility

Volatility by Period

	DOL	EMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.70%	13.66%	+3.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	13.66%	+1.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	13.66%	+2.98%