DON vs. SOPAX
Compare and contrast key facts about WisdomTree US MidCap Dividend ETF (DON) and ClearBridge Dividend Strategy Fund (SOPAX).
DON is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree MidCap Dividend Index. It was launched on Jun 16, 2006. SOPAX is managed by Franklin Templeton. It was launched on Nov 6, 1992.
Performance
DON vs. SOPAX - Performance Comparison
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DON vs. SOPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 2.25% | 3.86% | 14.20% | 14.04% | -4.72% | 30.29% | -5.40% | 23.31% | -8.26% | 14.86% |
SOPAX ClearBridge Dividend Strategy Fund | -1.64% | 12.27% | 16.77% | 14.13% | -8.41% | 26.36% | 7.62% | 30.97% | -5.18% | 18.58% |
Returns By Period
In the year-to-date period, DON achieves a 2.25% return, which is significantly higher than SOPAX's -1.64% return. Over the past 10 years, DON has underperformed SOPAX with an annualized return of 8.98%, while SOPAX has yielded a comparatively higher 11.37% annualized return.
DON
- 1D
- 1.78%
- 1M
- -5.15%
- YTD
- 2.25%
- 6M
- 1.70%
- 1Y
- 8.75%
- 3Y*
- 11.36%
- 5Y*
- 7.79%
- 10Y*
- 8.98%
SOPAX
- 1D
- 0.49%
- 1M
- -7.32%
- YTD
- -1.64%
- 6M
- -0.65%
- 1Y
- 9.19%
- 3Y*
- 13.27%
- 5Y*
- 10.13%
- 10Y*
- 11.37%
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DON vs. SOPAX - Expense Ratio Comparison
DON has a 0.38% expense ratio, which is lower than SOPAX's 1.02% expense ratio.
Return for Risk
DON vs. SOPAX — Risk / Return Rank
DON
SOPAX
DON vs. SOPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) and ClearBridge Dividend Strategy Fund (SOPAX). 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.
| DON | SOPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.74 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.11 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.89 | -0.20 |
Martin ratioReturn relative to average drawdown | 2.61 | 3.89 | -1.28 |
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
| DON | SOPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.74 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.72 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.70 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.94 | -0.53 |
Correlation
The correlation between DON and SOPAX is 0.86, 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
DON vs. SOPAX - Dividend Comparison
DON's dividend yield for the trailing twelve months is around 2.41%, less than SOPAX's 13.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 2.41% | 2.53% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% |
SOPAX ClearBridge Dividend Strategy Fund | 13.58% | 13.65% | 9.54% | 9.20% | 5.68% | 9.93% | 1.76% | 7.32% | 6.56% | 6.75% | 3.03% | 1.53% |
Drawdowns
DON vs. SOPAX - Drawdown Comparison
The maximum DON drawdown since its inception was -61.94%, which is greater than SOPAX's maximum drawdown of -46.78%. Use the drawdown chart below to compare losses from any high point for DON and SOPAX.
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Drawdown Indicators
| DON | SOPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -46.78% | -15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -9.94% | -3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -19.31% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -46.80% | -34.72% | -12.08% |
Current DrawdownCurrent decline from peak | -6.50% | -7.59% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -4.90% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 2.27% | +1.39% |
Volatility
DON vs. SOPAX - Volatility Comparison
WisdomTree US MidCap Dividend ETF (DON) has a higher volatility of 4.16% compared to ClearBridge Dividend Strategy Fund (SOPAX) at 3.21%. This indicates that DON's price experiences larger fluctuations and is considered to be riskier than SOPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DON | SOPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.21% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 6.90% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 13.51% | +4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 14.23% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.35% | +3.91% |