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DOL vs. ICOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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DOL vs. ICOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOL
WisdomTree International LargeCap Dividend Fund
3.56%37.35%4.08%16.77%-6.72%11.54%-3.22%19.47%-12.93%7.69%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
9.82%36.95%-2.59%18.94%-7.98%11.52%7.20%17.91%-16.09%16.98%

Returns By Period

In the year-to-date period, DOL achieves a 3.56% return, which is significantly lower than ICOW's 9.82% 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%

ICOW

1D
2.29%
1M
-5.12%
YTD
9.82%
6M
18.13%
1Y
38.68%
3Y*
17.01%
5Y*
10.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DOL vs. ICOW — Risk / Return Rank

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

DOL
DOL Risk / Return Rank: 8383
Overall Rank
DOL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DOL Sortino Ratio Rank: 8383
Sortino Ratio Rank
DOL Omega Ratio Rank: 8484
Omega Ratio Rank
DOL Calmar Ratio Rank: 8282
Calmar Ratio Rank
DOL Martin Ratio Rank: 8282
Martin Ratio Rank

ICOW
ICOW Risk / Return Rank: 9494
Overall Rank
ICOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICOW Omega Ratio Rank: 9595
Omega Ratio Rank
ICOW Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICOW Martin Ratio Rank: 9494
Martin Ratio Rank
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. ICOW - Risk-Adjusted Trends 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.


DOLICOWDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.27

-0.64

Sortino ratio

Return per unit of downside risk

2.19

2.92

-0.74

Omega ratio

Gain probability vs. loss probability

1.33

1.45

-0.13

Calmar ratio

Return relative to maximum drawdown

2.33

3.08

-0.74

Martin ratio

Return relative to average drawdown

8.91

14.46

-5.55

DOL vs. ICOW - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.64, which is comparable to the ICOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DOL and ICOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DOLICOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.27

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.62

+0.14

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

0.51

-0.26

Correlation

The correlation between DOL and ICOW is 0.87, 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. ICOW - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.70%, more than ICOW's 2.26% yield.


TTM20252024202320222021202020192018201720162015
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%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
2.26%3.03%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%0.00%0.00%

Drawdowns

DOL vs. ICOW - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than ICOW's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for DOL and ICOW.


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Drawdown Indicators


DOLICOWDifference

Max Drawdown

Largest peak-to-trough decline

-60.79%

-43.49%

-17.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-12.08%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-28.48%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

Current Drawdown

Current decline from peak

-8.34%

-5.12%

-3.22%

Average Drawdown

Average peak-to-trough decline

-13.73%

-7.71%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.57%

+0.40%

Volatility

DOL vs. ICOW - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 8.18% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 6.21%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOLICOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

6.21%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

10.42%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

17.15%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

16.58%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

18.53%

-1.89%