DOL vs. HDMV
Compare and contrast key facts about WisdomTree International LargeCap Dividend Fund (DOL) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV).
DOL and HDMV 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. HDMV is an actively managed fund by First Trust. It was launched on Aug 24, 2016.
Performance
DOL vs. HDMV - Performance Comparison
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DOL vs. HDMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 3.56% | 37.35% | 4.08% | 16.77% | -6.72% | 11.54% | -3.22% | 19.47% | -12.93% | 22.25% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.18% | 29.31% | 2.99% | 9.62% | -11.47% | 7.39% | -9.42% | 15.00% | -7.60% | 27.49% |
Returns By Period
In the year-to-date period, DOL achieves a 3.56% return, which is significantly lower than HDMV's 4.18% 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%
HDMV
- 1D
- 2.14%
- 1M
- -6.09%
- YTD
- 4.18%
- 6M
- 7.46%
- 1Y
- 20.52%
- 3Y*
- 12.99%
- 5Y*
- 7.11%
- 10Y*
- —
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DOL vs. HDMV - Expense Ratio Comparison
DOL has a 0.48% expense ratio, which is lower than HDMV's 0.80% expense ratio.
Return for Risk
DOL vs. HDMV — Risk / Return Rank
DOL
HDMV
DOL vs. HDMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV). 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 | HDMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 1.57 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.04 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.28 | +0.05 |
Martin ratioReturn relative to average drawdown | 8.91 | 8.16 | +0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOL | HDMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.57 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.60 | +0.16 |
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 | 0.41 | -0.16 |
Correlation
The correlation between DOL and HDMV is 0.89, 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.
Dividends
DOL vs. HDMV - Dividend Comparison
DOL's dividend yield for the trailing twelve months is around 2.70%, less than HDMV's 4.70% 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% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.70% | 5.09% | 3.24% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% | 0.00% |
Drawdowns
DOL vs. HDMV - Drawdown Comparison
The maximum DOL drawdown since its inception was -60.79%, which is greater than HDMV's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DOL and HDMV.
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Drawdown Indicators
| DOL | HDMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.79% | -32.01% | -28.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -8.73% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -24.11% | -0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | — | — |
Current DrawdownCurrent decline from peak | -8.34% | -6.09% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -6.83% | -6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.44% | +0.53% |
Volatility
DOL vs. HDMV - Volatility Comparison
WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 8.18% compared to First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) at 6.07%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than HDMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOL | HDMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 6.07% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 8.25% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 13.16% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 11.94% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 13.23% | +3.41% |