EQIN vs. DEW

Last updated Jul 17, 2026

EQIN (Columbia U.S. Equity Income ETF) and DEW (WisdomTree Global High Dividend Fund) are both Large Cap Value Equities funds. EQIN is actively managed, while DEW is passively managed. Over the past 10 years, EQIN returned 12.16%/yr vs 9.42%/yr for DEW. A 0.77 correlation means they provide meaningful diversification when combined. EQIN charges 0.35%/yr vs 0.58%/yr for DEW.

Performance

EQIN vs. DEW - Performance Comparison

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

Returns By Period

In the year-to-date period, EQIN achieves a 12.09% return, which is significantly lower than DEW's 17.21% return. Over the past 10 years, EQIN has outperformed DEW with an annualized return of 12.16%, while DEW has yielded a comparatively lower 9.42% annualized return.

EQIN

• 1D: 0.82%
• 1M: 1.31%
• 6M: 8.53%
• YTD: 12.09%
• 1Y: 19.91%
• 3Y*: 14.67%
• 5Y*: 11.28%
• 10Y*: 12.16%

DEW

• 1D: 1.02%
• 1M: 3.06%
• 6M: 13.63%
• YTD: 17.21%
• 1Y: 27.39%
• 3Y*: 19.39%
• 5Y*: 12.59%
• 10Y*: 9.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EQIN vs. DEW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQIN Columbia U.S. Equity Income ETF	12.09%	9.37%	13.82%	11.58%	0.66%	31.18%	0.67%	30.67%	-12.22%	20.05%
DEW WisdomTree Global High Dividend Fund	17.21%	22.39%	11.58%	9.39%	-2.73%	21.29%	-7.32%	20.45%	-10.58%	15.38%

Correlation

The correlation between EQIN and DEW is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016	0.77

The correlation between EQIN and DEW shifts across timeframes, from 0.76 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

EQIN vs. DEW - Sectors Allocation Comparison

Sectors	EQIN	DEW
Financial Services	27.6%	19.7%
Energy	14.3%	14.7%
Technology	11.1%	2.5%
Industrials	10.3%	4.3%
Consumer Defensive	9.9%	9.0%
Consumer Cyclical	8.2%	3.0%
Communication Services	6.3%	4.1%
Healthcare	6.3%	9.5%
Utilities	4.0%	10.8%
Basic Materials	2.0%	2.8%
Real Estate	-	10.8%

Return for Risk

EQIN vs. DEW — Risk / Return Rank

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

EQIN

EQIN Risk / Return Rank: 77
EQIN Sharpe Ratio Rank: 76
EQIN Sortino Ratio Rank: 79
EQIN Omega Ratio Rank: 72
EQIN Calmar Ratio Rank: 84
EQIN Martin Ratio Rank: 75

DEW

DEW Risk / Return Rank: 92
DEW Sharpe Ratio Rank: 94
DEW Sortino Ratio Rank: 94
DEW Omega Ratio Rank: 93
DEW Calmar Ratio Rank: 90
DEW Martin Ratio Rank: 91

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.

EQIN vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) 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.

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.

	EQIN	DEW	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.84	-0.91
Sortino ratio: Return per unit of downside risk	2.84	4.01	-1.17
Omega ratio: Gain probability vs. loss probability	1.34	1.51	-0.17
Calmar ratio: Return relative to maximum drawdown	3.70	4.34	-0.64
Martin ratio: Return relative to average drawdown	11.07	17.01	-5.94

EQIN vs. DEW - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 1.93, which is lower than the DEW Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of EQIN and DEW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EQIN vs. DEW - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for EQIN and DEW.

Drawdown Indicators

	EQIN	DEW	Difference
Max Drawdown Largest peak-to-trough decline	-42.16%	-65.55%	+23.39%
Max Drawdown (1Y) Largest decline over 1 year	-5.41%	-6.34%	+0.93%
Max Drawdown (3Y) Largest decline over 3 years	-12.05%	-11.80%	-0.25%
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	-18.86%	+0.35%
Max Drawdown (10Y) Largest decline over 10 years	-42.16%	-38.77%	-3.39%
Current Drawdown Current decline from peak	-0.09%	0.00%	-0.09%
Average Drawdown Average peak-to-trough decline	-4.84%	-12.37%	+7.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.61%	+0.19%

Volatility

EQIN vs. DEW - Volatility Comparison

Columbia U.S. Equity Income ETF (EQIN) has a higher volatility of 2.98% compared to WisdomTree Global High Dividend Fund (DEW) at 2.69%. This indicates that EQIN'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.

Volatility by Period

	EQIN	DEW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	2.69%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	7.26%	7.46%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	10.37%	9.69%	+0.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.58%	12.95%	+1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	15.36%	+3.10%

EQIN vs. DEW - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is lower than DEW's 0.58% expense ratio.

Dividends

EQIN vs. DEW - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.86%, less than DEW's 3.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEW WisdomTree Global High Dividend Fund	3.17%	3.71%	4.02%	4.55%	3.82%	3.55%	4.10%	3.74%	4.17%	3.18%	3.42%	4.32%
EQIN Columbia U.S. Equity Income ETF	1.86%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%	0.00%

Frequently Asked Questions

Can I hold both EQIN and DEW in my portfolio?

EQIN and DEW have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQIN or DEW?

EQIN has higher volatility (2.98%) compared to DEW (2.69%). In terms of maximum drawdown, EQIN dropped -42.16% vs DEW's -65.55%.

Which ETF is better, EQIN or DEW?

On 10-year performance, EQIN leads with 12.16% vs 9.42% for DEW. On fees, EQIN is cheaper at 0.35% per year. On volatility, DEW has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQIN or DEW?

Over the 10-year period, EQIN has performed better with a 12.16% return vs 9.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQIN or DEW?

EQIN is cheaper with a 0.35% expense ratio, compared with 0.58% for DEW.

Which ETF pays a higher dividend yield, EQIN or DEW?

DEW has the higher dividend yield at 3.17%, compared with 1.86% for EQIN.

What is the main difference between EQIN and DEW?

They also come from different issuers: Columbia and WisdomTree. Their fees differ too: 0.35% for EQIN and 0.58% for DEW.

Which has better risk-adjusted returns?

DEW currently has the higher Sharpe Ratio (2.84 vs 1.93), 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.