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DON vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DON and VIG is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DON vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US MidCap Dividend ETF (DON) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
380.91%
463.45%
DON
VIG

Key characteristics

Sharpe Ratio

DON:

0.23

VIG:

0.59

Sortino Ratio

DON:

0.46

VIG:

0.94

Omega Ratio

DON:

1.06

VIG:

1.13

Calmar Ratio

DON:

0.21

VIG:

0.62

Martin Ratio

DON:

0.70

VIG:

2.77

Ulcer Index

DON:

6.35%

VIG:

3.36%

Daily Std Dev

DON:

19.36%

VIG:

15.75%

Max Drawdown

DON:

-61.94%

VIG:

-46.81%

Current Drawdown

DON:

-13.91%

VIG:

-7.78%

Returns By Period

In the year-to-date period, DON achieves a -6.45% return, which is significantly lower than VIG's -3.36% return. Over the past 10 years, DON has underperformed VIG with an annualized return of 7.94%, while VIG has yielded a comparatively higher 10.94% annualized return.


DON

YTD

-6.45%

1M

-4.77%

6M

-6.56%

1Y

3.37%

5Y*

16.23%

10Y*

7.94%

VIG

YTD

-3.36%

1M

-3.43%

6M

-3.95%

1Y

8.44%

5Y*

13.05%

10Y*

10.94%

*Annualized

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DON vs. VIG - Expense Ratio Comparison

DON has a 0.38% expense ratio, which is higher than VIG's 0.06% expense ratio.


Expense ratio chart for DON: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DON: 0.38%
Expense ratio chart for VIG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIG: 0.06%

Risk-Adjusted Performance

DON vs. VIG — Risk-Adjusted Performance Rank

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

DON
The Risk-Adjusted Performance Rank of DON is 3939
Overall Rank
The Sharpe Ratio Rank of DON is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DON is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DON is 3939
Omega Ratio Rank
The Calmar Ratio Rank of DON is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DON is 3838
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 6868
Overall Rank
The Sharpe Ratio Rank of VIG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DON vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) and Vanguard Dividend Appreciation ETF (VIG). 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.


The chart of Sharpe ratio for DON, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.00
DON: 0.23
VIG: 0.59
The chart of Sortino ratio for DON, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.00
DON: 0.46
VIG: 0.94
The chart of Omega ratio for DON, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
DON: 1.06
VIG: 1.13
The chart of Calmar ratio for DON, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
DON: 0.21
VIG: 0.62
The chart of Martin ratio for DON, currently valued at 0.70, compared to the broader market0.0020.0040.0060.00
DON: 0.70
VIG: 2.77

The current DON Sharpe Ratio is 0.23, which is lower than the VIG Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of DON and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
0.59
DON
VIG

Dividends

DON vs. VIG - Dividend Comparison

DON's dividend yield for the trailing twelve months is around 2.34%, more than VIG's 1.88% yield.


TTM20242023202220212020201920182017201620152014
DON
WisdomTree US MidCap Dividend ETF
2.34%2.27%2.41%2.71%2.12%2.77%2.38%2.55%2.25%2.48%2.89%2.56%
VIG
Vanguard Dividend Appreciation ETF
1.88%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

DON vs. VIG - Drawdown Comparison

The maximum DON drawdown since its inception was -61.94%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for DON and VIG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.91%
-7.78%
DON
VIG

Volatility

DON vs. VIG - Volatility Comparison

WisdomTree US MidCap Dividend ETF (DON) has a higher volatility of 12.99% compared to Vanguard Dividend Appreciation ETF (VIG) at 11.66%. This indicates that DON's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.99%
11.66%
DON
VIG