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ELCV vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELCV vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide High Dividend ETF (ELCV) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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ELCV vs. DEW - Yearly Performance Comparison


2026 (YTD)20252024
ELCV
Eventide High Dividend ETF
9.52%9.96%-1.81%
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%-3.49%

Returns By Period

In the year-to-date period, ELCV achieves a 9.52% return, which is significantly higher than DEW's 8.14% return.


ELCV

1D
1.58%
1M
-2.46%
YTD
9.52%
6M
9.43%
1Y
19.02%
3Y*
5Y*
10Y*

DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELCV vs. DEW - Expense Ratio Comparison

ELCV has a 0.49% expense ratio, which is lower than DEW's 0.58% expense ratio.


Return for Risk

ELCV vs. DEW — Risk / Return Rank

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

ELCV
ELCV Risk / Return Rank: 6868
Overall Rank
ELCV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ELCV Sortino Ratio Rank: 6565
Sortino Ratio Rank
ELCV Omega Ratio Rank: 6666
Omega Ratio Rank
ELCV Calmar Ratio Rank: 6565
Calmar Ratio Rank
ELCV Martin Ratio Rank: 7575
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
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.

ELCV vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide High Dividend ETF (ELCV) and WisdomTree Global High Dividend Fund (DEW). 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.


ELCVDEWDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.69

-0.43

Sortino ratio

Return per unit of downside risk

1.69

2.30

-0.61

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

1.71

1.98

-0.27

Martin ratio

Return relative to average drawdown

8.15

10.56

-2.41

ELCV vs. DEW - Sharpe Ratio Comparison

The current ELCV Sharpe Ratio is 1.26, which is comparable to the DEW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ELCV and DEW, 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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Sharpe Ratios by Period


ELCVDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.69

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.28

+0.49

Correlation

The correlation between ELCV and DEW is 0.74, 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

ELCV vs. DEW - Dividend Comparison

ELCV's dividend yield for the trailing twelve months is around 1.95%, less than DEW's 3.33% yield.


TTM20252024202320222021202020192018201720162015
ELCV
Eventide High Dividend ETF
1.95%2.34%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

ELCV vs. DEW - Drawdown Comparison

The maximum ELCV drawdown since its inception was -18.38%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for ELCV and DEW.


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Drawdown Indicators


ELCVDEWDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-65.55%

+47.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-11.80%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-2.86%

-3.63%

+0.77%

Average Drawdown

Average peak-to-trough decline

-4.12%

-12.54%

+8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.21%

+0.27%

Volatility

ELCV vs. DEW - Volatility Comparison

Eventide High Dividend ETF (ELCV) has a higher volatility of 4.55% compared to WisdomTree Global High Dividend Fund (DEW) at 4.07%. This indicates that ELCV's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELCVDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.07%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

7.21%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

13.42%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

13.02%

+2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

15.55%

+0.17%