PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EFG vs. IQDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFG vs. IQDG

Last updated Jul 22, 2026
Documentation

EFG (iShares MSCI EAFE Growth ETF) and IQDG (WisdomTree International Quality Dividend Growth Fund) are both Foreign Large Cap Equities funds - EFG tracks the MSCI EAFE Growth Index while IQDG tracks the WisdomTree International Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, EFG returned 7.88%/yr vs 8.02%/yr for IQDG. Their correlation of 0.92 suggests significant overlap in exposure. EFG charges 0.34%/yr vs 0.42%/yr for IQDG.

Performance

EFG vs. IQDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Growth ETF (EFG) and WisdomTree International Quality Dividend Growth Fund (IQDG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EFG achieves a 7.07% return, which is significantly higher than IQDG's 5.14% return. Both investments have delivered pretty close results over the past 10 years, with EFG having a 7.88% annualized return and IQDG not far ahead at 8.02%.

EFG

1D
1.73%
1M
-3.27%
6M
4.12%
YTD
7.07%
1Y
12.34%
3Y*
10.06%
5Y*
4.05%
10Y*
7.88%
ALL TIME*
6.08%

IQDG

1D
1.04%
1M
-1.03%
6M
3.67%
YTD
5.14%
1Y
12.50%
3Y*
9.62%
5Y*
4.13%
10Y*
8.02%
ALL TIME*
8.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFG vs. IQDG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EFG
iShares MSCI EAFE Growth ETF		7.07%20.70%1.53%17.55%-23.12%11.01%17.85%27.47%-12.93%28.86%
IQDG
WisdomTree International Quality Dividend Growth Fund		5.14%24.19%-3.38%20.76%-19.97%12.28%16.58%30.03%-16.81%30.64%

Correlation

The correlation between EFG and IQDG is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2016

0.92

The correlation between EFG and IQDG has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

EFG vs. IQDG - Sectors Allocation Comparison

Sectors
EFG
IQDG

Industrials

27.6%
20.3%

Technology

22.2%
8.1%

Healthcare

13.2%
9.4%

Financial Services

11.0%
15.1%

Consumer Cyclical

9.2%
18.9%

Basic Materials

5.6%
5.4%

Communication Services

4.8%
4.2%

Consumer Defensive

3.8%
4.3%

Utilities

1.4%
0.8%

Real Estate

0.7%
0.3%

Energy

0.5%
3.7%

Industrials

EFG
27.6%
IQDG
20.3%

Technology

EFG
22.2%
IQDG
8.1%

Healthcare

EFG
13.2%
IQDG
9.4%

Financial Services

EFG
11.0%
IQDG
15.1%

Consumer Cyclical

EFG
9.2%
IQDG
18.9%

Basic Materials

EFG
5.6%
IQDG
5.4%

Communication Services

EFG
4.8%
IQDG
4.2%

Consumer Defensive

EFG
3.8%
IQDG
4.3%

Utilities

EFG
1.4%
IQDG
0.8%

Real Estate

EFG
0.7%
IQDG
0.3%

Energy

EFG
0.5%
IQDG
3.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI EAFE Growth ETF

WisdomTree International Quality Dividend Growth Fund

Often compared with EFG:
EFG vs. EFAEFG vs. SPYEFG vs. VIGIEFG vs. IDMOEFG vs. JIGEFG vs. IXUSEFG vs. VUG
Often compared with IQDG:
IQDG vs. IHDGIQDG vs. DNLIQDG vs. IDOGIQDG vs. LVHIIQDG vs. IQDFIQDG vs. IQDYIQDG vs. EZM

Return for Risk

EFG vs. IQDG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFG
EFG Risk / Return Rank: 2727
Overall Rank
EFG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EFG Sortino Ratio Rank: 2525
Sortino Ratio Rank
EFG Omega Ratio Rank: 2424
Omega Ratio Rank
EFG Calmar Ratio Rank: 2727
Calmar Ratio Rank
EFG Martin Ratio Rank: 3333
Martin Ratio Rank
IQDG
IQDG Risk / Return Rank: 2828
Overall Rank
IQDG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2828
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2727
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2828
Calmar Ratio Rank
IQDG Martin Ratio Rank: 3131
Martin Ratio Rank
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.

EFG vs. IQDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and WisdomTree International Quality Dividend Growth Fund (IQDG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EFGIQDGDifference
Sharpe ratioReturn per unit of total volatility
0.67
0.75

-0.08

Sortino ratioReturn per unit of downside risk
1.06
1.18

-0.11

Omega ratioGain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratioReturn relative to maximum drawdown

0.97

1.02

-0.05

Martin ratioReturn relative to average drawdown

3.49

3.25

+0.24

EFG vs. IQDG - Sharpe Ratio Comparison

The current EFG Sharpe Ratio is 0.67, which is comparable to the IQDG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EFG and IQDG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

EFG vs. IQDG - Drawdown Comparison

The maximum EFG drawdown since its inception was -58.40%, which is greater than IQDG's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for EFG and IQDG.

Loading charts...

Drawdown Indicators

EFGIQDGDifference

Max Drawdown

Largest peak-to-trough decline

-58.40%

-34.97%

-23.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-12.35%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.87%

-18.12%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-35.78%

-34.97%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.78%

-34.97%

-0.81%

Current Drawdown

Current decline from peak

-3.51%

-2.28%

-1.23%

Average Drawdown

Average peak-to-trough decline

-12.09%

-7.45%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.86%

-0.31%

Volatility

EFG vs. IQDG - Volatility Comparison

iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 5.81% compared to WisdomTree International Quality Dividend Growth Fund (IQDG) at 4.04%. This indicates that EFG's price experiences larger fluctuations and is considered to be riskier than IQDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EFGIQDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

4.04%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

14.25%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

16.75%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

17.89%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

17.28%

+0.32%

EFG vs. IQDG - Expense Ratio Comparison

EFG has a 0.34% expense ratio, which is lower than IQDG's 0.42% expense ratio.

Dividends

EFG vs. IQDG - Dividend Comparison

EFG's dividend yield for the trailing twelve months is around 2.30%, less than IQDG's 2.40% yield.

PositionTTM20252024202320222021202020192018201720162015
EFG
iShares MSCI EAFE Growth ETF		2.30%2.53%1.64%1.63%1.27%1.54%0.85%1.69%1.98%1.56%2.20%1.75%
IQDG
WisdomTree International Quality Dividend Growth Fund		2.40%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%

Frequently Asked Questions

With a correlation of 0.95, EFG and IQDG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EFG has higher volatility (5.81%) compared to IQDG (4.04%). In terms of maximum drawdown, EFG dropped -58.40% vs IQDG's -34.97%.

On 10-year performance, IQDG leads with 8.02% vs 7.88% for EFG. On fees, EFG is cheaper at 0.34% per year. On volatility, IQDG has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IQDG has performed better with a 8.02% return vs 7.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFG is cheaper with a 0.34% expense ratio, compared with 0.42% for IQDG.

IQDG has the higher dividend yield at 2.40%, compared with 2.30% for EFG.

EFG tracks MSCI EAFE Growth Index, while IQDG tracks WisdomTree International Quality Dividend Growth Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.34% for EFG and 0.42% for IQDG.

IQDG currently has the higher Sharpe Ratio (0.75 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EFG and IQDG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer