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DOL vs. IGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOL vs. IGRO - Performance Comparison

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

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DOL vs. IGRO - 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%22.25%
IGRO
iShares International Dividend Growth ETF
1.57%25.03%7.78%15.38%-12.72%9.94%7.71%26.13%-14.86%24.64%

Returns By Period

In the year-to-date period, DOL achieves a 3.56% return, which is significantly higher than IGRO's 1.57% 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%

IGRO

1D
2.91%
1M
-6.70%
YTD
1.57%
6M
6.16%
1Y
18.69%
3Y*
14.34%
5Y*
7.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOL vs. IGRO - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than IGRO's 0.22% expense ratio.


Return for Risk

DOL vs. IGRO — 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

IGRO
IGRO Risk / Return Rank: 7474
Overall Rank
IGRO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGRO Omega Ratio Rank: 7474
Omega Ratio Rank
IGRO Calmar Ratio Rank: 7373
Calmar Ratio Rank
IGRO Martin Ratio Rank: 7272
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. IGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and iShares International Dividend Growth ETF (IGRO). 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.


DOLIGRODifference

Sharpe ratio

Return per unit of total volatility

1.64

1.31

+0.33

Sortino ratio

Return per unit of downside risk

2.19

1.80

+0.38

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

2.33

1.81

+0.53

Martin ratio

Return relative to average drawdown

8.91

7.00

+1.91

DOL vs. IGRO - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.64, which is comparable to the IGRO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of DOL and IGRO, 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


DOLIGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.31

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.56

+0.20

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 IGRO is 0.83, 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. IGRO - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.70%, more than IGRO's 2.51% 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%
IGRO
iShares International Dividend Growth ETF
2.51%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%0.00%

Drawdowns

DOL vs. IGRO - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than IGRO's maximum drawdown of -36.25%. Use the drawdown chart below to compare losses from any high point for DOL and IGRO.


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Drawdown Indicators


DOLIGRODifference

Max Drawdown

Largest peak-to-trough decline

-60.79%

-36.25%

-24.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-10.00%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-26.04%

+1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

Current Drawdown

Current decline from peak

-8.34%

-6.74%

-1.60%

Average Drawdown

Average peak-to-trough decline

-13.73%

-5.74%

-7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.58%

+0.39%

Volatility

DOL vs. IGRO - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 8.18% compared to iShares International Dividend Growth ETF (IGRO) at 6.63%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than IGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOLIGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

6.63%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

9.45%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

14.39%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

13.83%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

16.89%

-0.25%