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FDIV vs. DEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIV vs. DEW - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDIV achieves a 3.41% return, which is significantly lower than DEW's 12.97% return. Over the past 10 years, FDIV has underperformed DEW with an annualized return of -1.87%, while DEW has yielded a comparatively higher 9.72% annualized return.


FDIV

1D
0.68%
1M
0.80%
YTD
3.41%
6M
3.04%
1Y
10.22%
3Y*
-11.28%
5Y*
-7.96%
10Y*
-1.87%

DEW

1D
0.43%
1M
-0.07%
YTD
12.97%
6M
12.77%
1Y
25.61%
3Y*
19.27%
5Y*
11.57%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIV vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIV
MarketDesk Focused U.S. Dividend ETF
3.41%2.95%-37.35%6.78%-9.97%10.20%-2.84%15.78%-5.04%6.19%
DEW
WisdomTree Global High Dividend Fund
12.97%22.39%11.58%9.39%-2.73%21.29%-7.32%20.45%-10.58%15.38%

Correlation

The correlation between FDIV and DEW is 0.75, 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

0.75

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

0.72

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

0.63

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

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2014

0.55

Over the past year, FDIV and DEW have become more correlated (0.75) than their long-term average of 0.55, meaning their price movements have been converging.

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Return for Risk

FDIV vs. DEW — Risk / Return Rank

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

FDIV
FDIV Risk / Return Rank: 2525
Overall Rank
FDIV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FDIV Sortino Ratio Rank: 2525
Sortino Ratio Rank
FDIV Omega Ratio Rank: 2222
Omega Ratio Rank
FDIV Calmar Ratio Rank: 2727
Calmar Ratio Rank
FDIV Martin Ratio Rank: 2626
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8484
Overall Rank
DEW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8787
Sortino Ratio Rank
DEW Omega Ratio Rank: 8383
Omega Ratio Rank
DEW Calmar Ratio Rank: 8181
Calmar Ratio Rank
DEW Martin Ratio Rank: 8383
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.

FDIV vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) 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.


FDIVDEWDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.15

1.47

-0.32

Calmar ratioReturn relative to maximum drawdown

1.28

4.06

-2.78

Martin ratioReturn relative to average drawdown

3.34

15.88

-12.54

FDIV vs. DEW - Sharpe Ratio Comparison

The current FDIV Sharpe Ratio is 0.81, which is lower than the DEW Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of FDIV 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.


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Drawdowns

FDIV vs. DEW - Drawdown Comparison

The maximum FDIV drawdown since its inception was -47.90%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for FDIV and DEW.


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Drawdown Indicators


FDIVDEWDifference

Max Drawdown

Largest peak-to-trough decline

-47.90%

-65.55%

+17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

-6.34%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-45.64%

-11.80%

-33.84%

Max Drawdown (5Y)

Largest decline over 5 years

-47.90%

-18.86%

-29.04%

Max Drawdown (10Y)

Largest decline over 10 years

-47.90%

-38.77%

-9.13%

Current Drawdown

Current decline from peak

-36.39%

-1.12%

-35.27%

Average Drawdown

Average peak-to-trough decline

-11.25%

-12.41%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.62%

+1.45%

Volatility

FDIV vs. DEW - Volatility Comparison

MarketDesk Focused U.S. Dividend ETF (FDIV) has a higher volatility of 3.37% compared to WisdomTree Global High Dividend Fund (DEW) at 2.77%. This indicates that FDIV'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


FDIVDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

2.77%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

7.35%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.80%

9.76%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

12.98%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

15.42%

+2.14%

FDIV vs. DEW - Expense Ratio Comparison

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


Dividends

FDIV vs. DEW - Dividend Comparison

FDIV's dividend yield for the trailing twelve months is around 2.81%, less than DEW's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
DEW
WisdomTree Global High Dividend Fund
3.18%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%
FDIV
MarketDesk Focused U.S. Dividend ETF
2.81%2.95%4.12%4.63%3.81%3.79%4.17%3.93%5.13%3.81%3.84%4.13%

Frequently Asked Questions


FDIV and DEW have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDIV has higher volatility (3.37%) compared to DEW (2.77%). In terms of maximum drawdown, FDIV dropped -47.90% vs DEW's -65.55%.

On 10-year performance, DEW leads with 9.72% vs -1.87% for FDIV. On fees, FDIV is cheaper at 0.35% per year. On volatility, DEW has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DEW has performed better with a 9.72% return vs -1.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DEW has the higher dividend yield at 3.18%, compared with 2.81% for FDIV.

FDIV is categorized as Dividend, while DEW is Large Cap Value Equities. They also come from different issuers: MarketDesk and WisdomTree. Their fees differ too: 0.35% for FDIV and 0.58% for DEW.

DEW currently has the higher Sharpe Ratio (2.64 vs 0.81), 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 FDIV and DEW

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