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IQDG vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQDG vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQDG achieves a 4.89% return, which is significantly lower than IFLO's 16.93% return.


IQDG

1D
1.16%
1M
0.93%
YTD
4.89%
6M
4.85%
1Y
13.75%
3Y*
10.82%
5Y*
4.15%
10Y*
8.82%

IFLO

1D
0.43%
1M
-1.62%
YTD
16.93%
6M
16.46%
1Y
32.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDG vs. IFLO - Yearly Performance Comparison


Correlation

The correlation between IQDG and IFLO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.84

IQDG vs. IFLO - Sectors Allocation Comparison


Sectors
IQDG
IFLO

Industrials

24.3%
18.1%

Consumer Cyclical

19.3%
13.8%

Financial Services

15.7%
1.1%

Technology

11.2%
21.5%

Healthcare

9.4%
11.7%

Communication Services

5.7%
6.7%

Basic Materials

5.2%
11.3%

Consumer Defensive

4.4%
2.8%

Energy

3.7%
12.1%

Utilities

0.7%
1.0%

Real Estate

0.3%
0.0%

Industrials

IQDG
24.3%
IFLO
18.1%

Consumer Cyclical

IQDG
19.3%
IFLO
13.8%

Financial Services

IQDG
15.7%
IFLO
1.1%

Technology

IQDG
11.2%
IFLO
21.5%

Healthcare

IQDG
9.4%
IFLO
11.7%

Communication Services

IQDG
5.7%
IFLO
6.7%

Basic Materials

IQDG
5.2%
IFLO
11.3%

Consumer Defensive

IQDG
4.4%
IFLO
2.8%

Energy

IQDG
3.7%
IFLO
12.1%

Utilities

IQDG
0.7%
IFLO
1.0%

Real Estate

IQDG
0.3%
IFLO
0.0%

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Return for Risk

IQDG vs. IFLO — Risk / Return Rank

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

IQDG
IQDG Risk / Return Rank: 2525
Overall Rank
IQDG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2525
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2424
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2525
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2828
Martin Ratio Rank

IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IQDG vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and VictoryShares International Free Cash Flow ETF (IFLO). 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.


IQDGIFLODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.12

Martin ratioReturn relative to average drawdown

3.59

IQDG vs. IFLO - Sharpe Ratio Comparison


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Drawdowns

IQDG vs. IFLO - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for IQDG and IFLO.


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Drawdown Indicators


IQDGIFLODifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-6.44%

-28.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-6.44%

-5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-2.09%

-3.37%

+1.28%

Average Drawdown

Average peak-to-trough decline

-7.49%

-1.25%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

Volatility

IQDG vs. IFLO - Volatility Comparison


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Volatility by Period


IQDGIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

14.75%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

14.75%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

14.75%

+2.61%

IQDG vs. IFLO - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is lower than IFLO's 0.56% expense ratio.


Dividends

IQDG vs. IFLO - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.41%, more than IFLO's 1.51% yield.


PositionTTM2025202420232022202120202019201820172016
IFLO
VictoryShares International Free Cash Flow ETF
1.51%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.41%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%

Frequently Asked Questions


IQDG and IFLO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, IFLO leads with 32.28% vs 13.75% for IQDG. On fees, IQDG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 32.28% return vs 13.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQDG is cheaper with a 0.42% expense ratio, compared with 0.56% for IFLO.

IQDG has the higher dividend yield at 2.41%, compared with 1.51% for IFLO.

They also come from different issuers: WisdomTree and VictoryShares. Their fees differ too: 0.42% for IQDG and 0.56% for IFLO.

Portfolio Optimizer

Find the right allocation for IQDG and IFLO

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

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