DOL vs. IFLO

Last updated Jul 14, 2026

DOL (WisdomTree International LargeCap Dividend Fund) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, DOL returned 27.08% vs 31.49% for IFLO. Their correlation of 0.86 suggests significant overlap in exposure. DOL charges 0.48%/yr vs 0.56%/yr for IFLO.

Performance

DOL vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DOL achieves a 13.57% return, which is significantly lower than IFLO's 18.32% return.

DOL

• 1D: -1.16%
• 1M: -0.83%
• 6M: 10.12%
• YTD: 13.57%
• 1Y: 27.08%
• 3Y*: 19.04%
• 5Y*: 12.16%
• 10Y*: 9.58%

IFLO

• 1D: -0.65%
• 1M: -0.87%
• 6M: 14.97%
• YTD: 18.32%
• 1Y: 31.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DOL vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
DOL WisdomTree International LargeCap Dividend Fund	13.57%	13.77%
IFLO VictoryShares International Free Cash Flow ETF	18.32%	13.12%

Correlation

The correlation between DOL and IFLO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.86

The correlation between DOL and IFLO has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.

DOL vs. IFLO - Sectors Allocation Comparison

Sectors	DOL	IFLO
Financial Services	20.9%	1.1%
Technology	14.6%	21.5%
Industrials	13.9%	18.1%
Healthcare	7.9%	11.7%
Consumer Defensive	7.2%	2.8%
Consumer Cyclical	6.8%	13.8%
Utilities	5.6%	1.0%
Basic Materials	5.3%	11.3%
Communication Services	4.8%	6.7%
Energy	4.3%	12.1%
Real Estate	1.1%	0.0%

Return for Risk

DOL vs. IFLO — Risk / Return Rank

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

DOL

DOL Risk / Return Rank: 64
DOL Sharpe Ratio Rank: 66
DOL Sortino Ratio Rank: 64
DOL Omega Ratio Rank: 65
DOL Calmar Ratio Rank: 61
DOL Martin Ratio Rank: 63

IFLO

IFLO Risk / Return Rank: 87
IFLO Sharpe Ratio Rank: 85
IFLO Sortino Ratio Rank: 87
IFLO Omega Ratio Rank: 82
IFLO Calmar Ratio Rank: 93
IFLO Martin Ratio Rank: 91

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. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DOL	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	1.71	2.16	-0.44
Sortino ratio: Return per unit of downside risk	2.36	3.13	-0.77
Omega ratio: Gain probability vs. loss probability	1.31	1.39	-0.08
Calmar ratio: Return relative to maximum drawdown	2.40	4.91	-2.51
Martin ratio: Return relative to average drawdown	8.94	16.50	-7.56

DOL vs. IFLO - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.71, which is comparable to the IFLO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DOL and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DOL vs. IFLO - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DOL and IFLO.

Drawdown Indicators

	DOL	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-6.44%	-54.35%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-6.44%	-4.89%
Max Drawdown (3Y) Largest decline over 3 years	-12.44%	—	—
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	-2.26%	-2.22%	-0.04%
Average Drawdown Average peak-to-trough decline	-13.57%	-1.29%	-12.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	1.91%	+1.13%

Volatility

DOL vs. IFLO - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 5.03% compared to VictoryShares International Free Cash Flow ETF (IFLO) at 4.77%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOL	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	4.77%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	13.90%	12.05%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	15.91%	14.71%	+1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	14.61%	+0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	14.61%	+1.77%

DOL vs. IFLO - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

DOL vs. IFLO - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.52%, more than IFLO's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.52%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
IFLO VictoryShares International Free Cash Flow ETF	1.57%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DOL and IFLO in my portfolio?

DOL and IFLO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOL or IFLO?

DOL has higher volatility (5.03%) compared to IFLO (4.77%). In terms of maximum drawdown, DOL dropped -60.79% vs IFLO's -6.44%.

Which ETF is better, DOL or IFLO?

On 1-year performance, IFLO leads with 31.49% vs 27.08% for DOL. On fees, DOL is cheaper at 0.48% per year. On volatility, IFLO has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DOL or IFLO?

Over the 1-year period, IFLO has performed better with a 31.49% return vs 27.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOL or IFLO?

DOL is cheaper with a 0.48% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, DOL or IFLO?

DOL has the higher dividend yield at 2.52%, compared with 1.57% for IFLO.

What is the main difference between DOL and IFLO?

They also come from different issuers: WisdomTree and VictoryShares. Their fees differ too: 0.48% for DOL and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.16 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.