EZM vs. IQDG
Compare and contrast key facts about WisdomTree U.S. MidCap Fund (EZM) and WisdomTree International Quality Dividend Growth Fund (IQDG).
EZM and IQDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EZM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S Mid Cap Index. It was launched on Feb 23, 2007. IQDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Quality Dividend Growth Index. It was launched on Apr 7, 2016. Both EZM and IQDG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZM or IQDG.
Performance
EZM vs. IQDG - Performance Comparison
Returns By Period
In the year-to-date period, EZM achieves a 13.89% return, which is significantly higher than IQDG's -2.15% return.
EZM
13.89%
1.45%
8.60%
26.88%
11.24%
9.35%
IQDG
-2.15%
-7.38%
-7.46%
7.04%
5.40%
N/A
Key characteristics
| EZM | IQDG | |
|---|---|---|
| Sharpe Ratio | 1.48 | 0.50 |
| Sortino Ratio | 2.18 | 0.80 |
| Omega Ratio | 1.27 | 1.09 |
| Calmar Ratio | 3.03 | 0.47 |
| Martin Ratio | 7.99 | 2.09 |
| Ulcer Index | 3.33% | 3.31% |
| Daily Std Dev | 17.91% | 13.83% |
| Max Drawdown | -59.58% | -34.97% |
| Current Drawdown | -3.11% | -11.58% |
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EZM vs. IQDG - Expense Ratio Comparison
EZM has a 0.38% expense ratio, which is lower than IQDG's 0.42% expense ratio.
Correlation
The correlation between EZM and IQDG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EZM vs. IQDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) 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.
Dividends
EZM vs. IQDG - Dividend Comparison
EZM's dividend yield for the trailing twelve months is around 1.19%, less than IQDG's 2.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZM WisdomTree U.S. MidCap Fund | 1.19% | 1.25% | 1.57% | 1.09% | 1.67% | 1.34% | 1.57% | 1.14% | 1.55% | 1.30% | 1.16% | 0.99% |
IQDG WisdomTree International Quality Dividend Growth Fund | 2.12% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% | 0.00% | 0.00% |
Drawdowns
EZM vs. IQDG - Drawdown Comparison
The maximum EZM drawdown since its inception was -59.58%, which is greater than IQDG's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for EZM and IQDG. For additional features, visit the drawdowns tool.
Volatility
EZM vs. IQDG - Volatility Comparison
WisdomTree U.S. MidCap Fund (EZM) has a higher volatility of 6.64% compared to WisdomTree International Quality Dividend Growth Fund (IQDG) at 4.54%. This indicates that EZM'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.