FRIZ vs. DEW
FRIZ (Franklin Dividend Growth ETF) and DEW (WisdomTree Global High Dividend Fund) are both exchange-traded funds - FRIZ is a Dividend fund actively managed by Franklin Templeton, while DEW is a Large Cap Value Equities fund tracking the WisdomTree Global High Dividend Index. FRIZ is actively managed, while DEW is passively managed. A 0.70 correlation means they provide meaningful diversification when combined. FRIZ charges 0.49%/yr vs 0.58%/yr for DEW.
Performance
FRIZ vs. DEW - Performance Comparison
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Returns By Period
In the year-to-date period, FRIZ achieves a 2.78% return, which is significantly lower than DEW's 11.96% return.
FRIZ
- 1D
- -0.76%
- 1M
- 1.07%
- YTD
- 2.78%
- 6M
- 2.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEW
- 1D
- -0.64%
- 1M
- -0.09%
- YTD
- 11.96%
- 6M
- 13.51%
- 1Y
- 26.28%
- 3Y*
- 18.82%
- 5Y*
- 10.74%
- 10Y*
- 9.17%
FRIZ vs. DEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FRIZ Franklin Dividend Growth ETF | 2.78% | 3.14% |
DEW WisdomTree Global High Dividend Fund | 11.96% | 4.86% |
Correlation
The correlation between FRIZ and DEW is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 2, 2025 | 0.70 |
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Return for Risk
FRIZ vs. DEW — Risk / Return Rank
FRIZ
DEW
FRIZ vs. DEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Dividend Growth ETF (FRIZ) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| FRIZ | DEW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.73 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.28 | +0.50 |
Drawdowns
FRIZ vs. DEW - Drawdown Comparison
The maximum FRIZ drawdown since its inception was -7.84%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for FRIZ and DEW.
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Drawdown Indicators
| FRIZ | DEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.84% | -65.55% | +57.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.34% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.77% | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.97% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -1.47% | -12.43% | +10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.61% | — |
Volatility
FRIZ vs. DEW - Volatility Comparison
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Volatility by Period
| FRIZ | DEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.24% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.15% | 9.67% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 13.00% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.15% | 15.53% | -5.38% |
FRIZ vs. DEW - Expense Ratio Comparison
FRIZ has a 0.49% expense ratio, which is lower than DEW's 0.58% expense ratio.
Dividends
FRIZ vs. DEW - Dividend Comparison
FRIZ's dividend yield for the trailing twelve months is around 0.50%, less than DEW's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEW WisdomTree Global High Dividend Fund | 3.21% | 3.71% | 4.02% | 4.55% | 3.82% | 3.55% | 4.10% | 3.74% | 4.17% | 3.18% | 3.42% | 4.32% |
FRIZ Franklin Dividend Growth ETF | 0.50% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRIZ and DEW have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRIZ is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRIZ is cheaper with a 0.49% expense ratio, compared with 0.58% for DEW.
DEW has the higher dividend yield at 3.21%, compared with 0.50% for FRIZ.
FRIZ is categorized as Dividend, while DEW is Large Cap Value Equities. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.49% for FRIZ and 0.58% for DEW.
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