PortfoliosLab logoPortfoliosLab logo
FRIZ vs. DEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIZ vs. DEW - Performance Comparison

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

Loading charts...

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

FRIZ vs. DEW - Yearly Performance Comparison


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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FRIZ vs. DEW — Risk / Return Rank

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

FRIZ

DEW
DEW Risk / Return Rank: 8484
Overall Rank
DEW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8787
Sortino Ratio Rank
DEW Omega Ratio Rank: 8383
Omega Ratio Rank
DEW Calmar Ratio Rank: 8282
Calmar Ratio Rank
DEW Martin Ratio Rank: 8484
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.

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.

FRIZ vs. DEW - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FRIZDEWDifference

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.


Loading charts...

Drawdown Indicators


FRIZDEWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.76%

-0.97%

+0.21%

Average Drawdown

Average peak-to-trough decline

-1.47%

-12.43%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

FRIZ vs. DEW - Volatility Comparison


Loading charts...

Volatility by Period


FRIZDEWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for FRIZ and DEW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer