DOL vs. IQDF

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree International LargeCap Dividend Fund (DOL) and FlexShares International Quality Dividend Index Fund (IQDF).

DOL and IQDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International LargeCap Dividend Index. It was launched on Jun 16, 2006. IQDF is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Index. It was launched on Apr 12, 2013. Both DOL and IQDF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DOL vs. IQDF - Performance Comparison

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

DOL vs. IQDF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOL WisdomTree International LargeCap Dividend Fund	5.21%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-12.93%	22.25%
IQDF FlexShares International Quality Dividend Index Fund	5.46%	35.42%	6.62%	20.10%	-14.69%	10.18%	3.54%	20.96%	-17.39%	23.87%

Returns By Period

The year-to-date returns for both investments are quite close, with DOL having a 5.21% return and IQDF slightly higher at 5.46%. Both investments have delivered pretty close results over the past 10 years, with DOL having a 9.12% annualized return and IQDF not far behind at 8.90%.

DOL

• 1D: 1.60%
• 1M: -4.73%
• YTD: 5.21%
• 6M: 10.98%
• 1Y: 28.76%
• 3Y*: 17.90%
• 5Y*: 11.77%
• 10Y*: 9.12%

IQDF

• 1D: 1.01%
• 1M: -4.19%
• YTD: 5.46%
• 6M: 12.33%
• 1Y: 32.20%
• 3Y*: 19.46%
• 5Y*: 9.82%
• 10Y*: 8.90%

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

DOL vs. IQDF - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than IQDF's 0.47% expense ratio.

DOL

WisdomTree International LargeCap Dividend Fund

IQDF

FlexShares International Quality Dividend Index Fund

Return for Risk

DOL vs. IQDF — Risk / Return Rank

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

DOL

DOL Risk / Return Rank: 83
DOL Sharpe Ratio Rank: 84
DOL Sortino Ratio Rank: 84
DOL Omega Ratio Rank: 84
DOL Calmar Ratio Rank: 83
DOL Martin Ratio Rank: 81

IQDF

IQDF Risk / Return Rank: 88
IQDF Sharpe Ratio Rank: 88
IQDF Sortino Ratio Rank: 89
IQDF Omega Ratio Rank: 89
IQDF Calmar Ratio Rank: 86
IQDF Martin Ratio Rank: 89

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. IQDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and FlexShares International Quality Dividend Index Fund (IQDF). 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.

	DOL	IQDF	Difference
Sharpe ratio Return per unit of total volatility	1.72	1.93	-0.20
Sortino ratio Return per unit of downside risk	2.29	2.58	-0.28
Omega ratio Gain probability vs. loss probability	1.34	1.38	-0.04
Calmar ratio Return relative to maximum drawdown	2.58	2.79	-0.21
Martin ratio Return relative to average drawdown	9.74	11.84	-2.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOL vs. IQDF - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.72, which is comparable to the IQDF Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DOL and IQDF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DOL	IQDF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	1.93	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.65	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.54	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.40	-0.14

Correlation

The correlation between DOL and IQDF is 0.93, 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. IQDF - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.66%, less than IQDF's 3.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.66%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
IQDF FlexShares International Quality Dividend Index Fund	3.04%	3.27%	6.72%	6.06%	5.59%	4.13%	3.31%	4.46%	5.78%	3.89%	3.75%	4.27%

Drawdowns

DOL vs. IQDF - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than IQDF's maximum drawdown of -39.83%. Use the drawdown chart below to compare losses from any high point for DOL and IQDF.

Drawdown Indicators

	DOL	IQDF	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-39.83%	-20.96%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-11.74%	+0.41%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	-30.34%	+5.77%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-39.83%	+3.84%
Current Drawdown Current decline from peak	-6.88%	-6.10%	-0.78%
Average Drawdown Average peak-to-trough decline	-13.73%	-9.44%	-4.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.77%	+0.23%

Volatility

DOL vs. IQDF - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 7.50% compared to FlexShares International Quality Dividend Index Fund (IQDF) at 7.10%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than IQDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOL	IQDF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.50%	7.10%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	10.87%	+0.47%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	16.78%	-0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	15.28%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	16.57%	+0.07%