IQDG vs. DNL
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL).
IQDG and DNL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DNL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global ex-U.S. Quality Dividend Growth Index. It was launched on Jun 16, 2006. Both IQDG and DNL 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: IQDG or DNL.
Performance
IQDG vs. DNL - Performance Comparison
Returns By Period
In the year-to-date period, IQDG achieves a -1.98% return, which is significantly lower than DNL's -0.15% return.
IQDG
-1.98%
-6.25%
-6.22%
5.33%
5.57%
N/A
DNL
-0.15%
-4.87%
-6.77%
6.10%
5.95%
5.88%
Key characteristics
| IQDG | DNL | |
|---|---|---|
| Sharpe Ratio | 0.40 | 0.42 |
| Sortino Ratio | 0.67 | 0.68 |
| Omega Ratio | 1.08 | 1.08 |
| Calmar Ratio | 0.43 | 0.41 |
| Martin Ratio | 1.55 | 1.54 |
| Ulcer Index | 3.60% | 3.90% |
| Daily Std Dev | 13.77% | 14.28% |
| Max Drawdown | -34.97% | -44.53% |
| Current Drawdown | -11.42% | -10.53% |
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IQDG vs. DNL - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is lower than DNL's 0.58% expense ratio.
Correlation
The correlation between IQDG and DNL is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IQDG vs. DNL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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
IQDG vs. DNL - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 2.12%, more than DNL's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.95% | 1.81% | 4.82% | 1.37% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% | 2.37% | 2.30% |
Drawdowns
IQDG vs. DNL - Drawdown Comparison
The maximum IQDG drawdown since its inception was -34.97%, smaller than the maximum DNL drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for IQDG and DNL. For additional features, visit the drawdowns tool.
Volatility
IQDG vs. DNL - Volatility Comparison
WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 4.38% compared to WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) at 3.89%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier than DNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.