DOL vs. SHOP
Compare and contrast key facts about WisdomTree International LargeCap Dividend Fund (DOL) and Shopify Inc. (SHOP).
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.
Performance
DOL vs. SHOP - Performance Comparison
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DOL vs. SHOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHOP Shopify Inc. | -26.31% | 51.39% | 36.50% | 124.43% | -74.80% | 21.68% | 184.71% | 187.17% | 37.08% | 135.60% |
Returns By Period
In the year-to-date period, DOL achieves a 3.56% return, which is significantly higher than SHOP's -26.31% return. Over the past 10 years, DOL has underperformed SHOP with an annualized return of 8.95%, while SHOP has yielded a comparatively higher 45.21% annualized 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%
SHOP
- 1D
- 6.13%
- 1M
- -1.75%
- YTD
- -26.31%
- 6M
- -20.18%
- 1Y
- 24.24%
- 3Y*
- 35.25%
- 5Y*
- 0.53%
- 10Y*
- 45.21%
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Return for Risk
DOL vs. SHOP — Risk / Return Rank
DOL
SHOP
DOL vs. SHOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and Shopify Inc. (SHOP). 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 | SHOP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.40 | +1.24 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.01 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.13 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 0.59 | +1.74 |
Martin ratioReturn relative to average drawdown | 8.91 | 1.44 | +7.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOL | SHOP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.40 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.01 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.77 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.72 | -0.46 |
Correlation
The correlation between DOL and SHOP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DOL vs. SHOP - Dividend Comparison
DOL's dividend yield for the trailing twelve months is around 2.70%, while SHOP has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHOP Shopify Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DOL vs. SHOP - Drawdown Comparison
The maximum DOL drawdown since its inception was -60.79%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for DOL and SHOP.
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Drawdown Indicators
| DOL | SHOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.79% | -84.82% | +24.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -38.18% | +26.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -84.82% | +60.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | -84.82% | +48.83% |
Current DrawdownCurrent decline from peak | -8.34% | -33.74% | +25.40% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -28.09% | +14.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 15.78% | -12.81% |
Volatility
DOL vs. SHOP - Volatility Comparison
The current volatility for WisdomTree International LargeCap Dividend Fund (DOL) is 8.18%, while Shopify Inc. (SHOP) has a volatility of 15.49%. This indicates that DOL experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOL | SHOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 15.49% | -7.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 38.93% | -27.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 60.86% | -44.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 65.06% | -49.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 58.59% | -41.95% |