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

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.


-0.50.00.51.00.9

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-1.91%
-4.04%
DOL
ICOW

Key characteristics

Sharpe Ratio

DOL:

0.36

ICOW:

-0.20

Sortino Ratio

DOL:

0.56

ICOW:

-0.18

Omega Ratio

DOL:

1.07

ICOW:

0.98

Calmar Ratio

DOL:

0.46

ICOW:

-0.27

Martin Ratio

DOL:

1.39

ICOW:

-0.73

Ulcer Index

DOL:

3.17%

ICOW:

3.47%

Daily Std Dev

DOL:

12.25%

ICOW:

12.94%

Max Drawdown

DOL:

-60.79%

ICOW:

-43.49%

Current Drawdown

DOL:

-9.59%

ICOW:

-9.32%

Returns By Period

In the year-to-date period, DOL achieves a 3.02% return, which is significantly higher than ICOW's -3.92% return.


DOL

YTD

3.02%

1M

-2.41%

6M

-2.63%

1Y

5.64%

5Y*

4.01%

10Y*

4.03%

ICOW

YTD

-3.92%

1M

-3.47%

6M

-4.94%

1Y

-1.91%

5Y*

4.73%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DOL vs. ICOW - Expense Ratio Comparison

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


ICOW
Pacer Developed Markets International Cash Cows 100 ETF
Expense ratio chart for ICOW: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for DOL: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DOL, currently valued at 0.36, compared to the broader market0.002.004.000.36-0.20
The chart of Sortino ratio for DOL, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.000.56-0.18
The chart of Omega ratio for DOL, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.070.98
The chart of Calmar ratio for DOL, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.46-0.27
The chart of Martin ratio for DOL, currently valued at 1.39, compared to the broader market0.0020.0040.0060.0080.00100.001.39-0.73
DOL
ICOW

The current DOL Sharpe Ratio is 0.36, which is higher than the ICOW Sharpe Ratio of -0.20. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.36
-0.20
DOL
ICOW

Dividends

DOL vs. ICOW - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 3.77%, less than ICOW's 4.98% yield.


TTM20232022202120202019201820172016201520142013
DOL
WisdomTree International LargeCap Dividend Fund
3.77%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%5.02%3.20%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.98%3.61%5.26%2.11%2.46%3.10%2.62%0.80%0.00%0.00%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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.59%
-9.32%
DOL
ICOW

Volatility

DOL vs. ICOW - Volatility Comparison

The current volatility for WisdomTree International LargeCap Dividend Fund (DOL) is 3.42%, while Pacer Developed Markets International Cash Cows 100 ETF (ICOW) has a volatility of 3.62%. This indicates that DOL experiences smaller price fluctuations and is considered to be less risky than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
3.62%
DOL
ICOW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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