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DOL vs. ICOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOL and ICOW is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

DOL vs. ICOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DOL:

6.90%

ICOW:

13.98%

Max Drawdown

DOL:

-0.97%

ICOW:

-1.15%

Current Drawdown

DOL:

-0.57%

ICOW:

-0.22%

Returns By Period


DOL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ICOW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DOL vs. ICOW - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is lower than ICOW's 0.65% expense ratio.


Risk-Adjusted Performance

DOL vs. ICOW — Risk-Adjusted Performance Rank

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

DOL
The Risk-Adjusted Performance Rank of DOL is 8181
Overall Rank
The Sharpe Ratio Rank of DOL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DOL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DOL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DOL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DOL is 7979
Martin Ratio Rank

ICOW
The Risk-Adjusted Performance Rank of ICOW is 4141
Overall Rank
The Sharpe Ratio Rank of ICOW is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ICOW is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ICOW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ICOW is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ICOW is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOL vs. ICOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). 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.



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Dividends

DOL vs. ICOW - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 3.10%, less than ICOW's 4.58% yield.


TTM20242023202220212020201920182017201620152014
DOL
WisdomTree International LargeCap Dividend Fund
3.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DOL vs. ICOW - Drawdown Comparison

The maximum DOL drawdown since its inception was -0.97%, smaller than the maximum ICOW drawdown of -1.15%. Use the drawdown chart below to compare losses from any high point for DOL and ICOW. For additional features, visit the drawdowns tool.


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Volatility

DOL vs. ICOW - Volatility Comparison


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