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DWM vs. DOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DWM and DOL is 0.79, 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.


Performance

DWM vs. DOL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DWM:

0.83

DOL:

0.86

Sortino Ratio

DWM:

1.35

DOL:

1.36

Omega Ratio

DWM:

1.19

DOL:

1.19

Calmar Ratio

DWM:

1.17

DOL:

1.19

Martin Ratio

DWM:

3.54

DOL:

3.47

Ulcer Index

DWM:

4.20%

DOL:

4.28%

Daily Std Dev

DWM:

16.57%

DOL:

16.03%

Max Drawdown

DWM:

-62.10%

DOL:

-60.79%

Current Drawdown

DWM:

-0.49%

DOL:

-0.60%

Returns By Period

In the year-to-date period, DWM achieves a 16.23% return, which is significantly lower than DOL's 17.11% return. Both investments have delivered pretty close results over the past 10 years, with DWM having a 4.78% annualized return and DOL not far ahead at 4.87%.


DWM

YTD

16.23%

1M

8.16%

6M

12.43%

1Y

13.65%

5Y*

12.69%

10Y*

4.78%

DOL

YTD

17.11%

1M

7.80%

6M

13.68%

1Y

13.70%

5Y*

13.33%

10Y*

4.87%

*Annualized

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DWM vs. DOL - Expense Ratio Comparison

Both DWM and DOL have an expense ratio of 0.48%.


Risk-Adjusted Performance

DWM vs. DOL — Risk-Adjusted Performance Rank

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

DWM
The Risk-Adjusted Performance Rank of DWM is 7979
Overall Rank
The Sharpe Ratio Rank of DWM is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DWM is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DWM is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DWM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DWM is 7878
Martin Ratio Rank

DOL
The Risk-Adjusted Performance Rank of DOL is 7979
Overall Rank
The Sharpe Ratio Rank of DOL is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DOL is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DOL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DOL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DOL is 7777
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.

DWM vs. DOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and WisdomTree International LargeCap Dividend Fund (DOL). 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 current DWM Sharpe Ratio is 0.83, which is comparable to the DOL Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DWM and DOL, 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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Dividends

DWM vs. DOL - Dividend Comparison

DWM's dividend yield for the trailing twelve months is around 3.17%, more than DOL's 3.10% yield.


TTM20242023202220212020201920182017201620152014
DWM
WisdomTree International Equity Fund
3.17%3.86%4.15%4.36%3.64%2.74%3.46%3.86%2.99%3.43%3.55%4.71%
DOL
WisdomTree International LargeCap Dividend Fund
3.10%3.78%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%5.02%

Drawdowns

DWM vs. DOL - Drawdown Comparison

The maximum DWM drawdown since its inception was -62.10%, roughly equal to the maximum DOL drawdown of -60.79%. Use the drawdown chart below to compare losses from any high point for DWM and DOL. For additional features, visit the drawdowns tool.


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Volatility

DWM vs. DOL - Volatility Comparison

WisdomTree International Equity Fund (DWM) and WisdomTree International LargeCap Dividend Fund (DOL) have volatilities of 3.73% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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