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IQDG vs. IHDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQDG and IHDG is 0.72, 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.


Performance

IQDG vs. IHDG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IQDG:

0.21

IHDG:

-0.09

Sortino Ratio

IQDG:

0.33

IHDG:

-0.07

Omega Ratio

IQDG:

1.04

IHDG:

0.99

Calmar Ratio

IQDG:

0.14

IHDG:

-0.12

Martin Ratio

IQDG:

0.37

IHDG:

-0.42

Ulcer Index

IQDG:

6.70%

IHDG:

5.51%

Daily Std Dev

IQDG:

18.04%

IHDG:

17.53%

Max Drawdown

IQDG:

-34.97%

IHDG:

-29.24%

Current Drawdown

IQDG:

-2.06%

IHDG:

-6.44%

Returns By Period

In the year-to-date period, IQDG achieves a 12.17% return, which is significantly higher than IHDG's 2.25% return.


IQDG

YTD

12.17%

1M

4.10%

6M

9.66%

1Y

2.98%

3Y*

7.93%

5Y*

8.95%

10Y*

N/A

IHDG

YTD

2.25%

1M

3.56%

6M

1.66%

1Y

-2.04%

3Y*

8.92%

5Y*

10.38%

10Y*

7.94%

*Annualized

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IQDG vs. IHDG - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is lower than IHDG's 0.58% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IQDG vs. IHDG — Risk-Adjusted Performance Rank

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

IQDG
The Risk-Adjusted Performance Rank of IQDG is 2727
Overall Rank
The Sharpe Ratio Rank of IQDG is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDG is 2626
Sortino Ratio Rank
The Omega Ratio Rank of IQDG is 2525
Omega Ratio Rank
The Calmar Ratio Rank of IQDG is 2828
Calmar Ratio Rank
The Martin Ratio Rank of IQDG is 2626
Martin Ratio Rank

IHDG
The Risk-Adjusted Performance Rank of IHDG is 1313
Overall Rank
The Sharpe Ratio Rank of IHDG is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of IHDG is 1313
Sortino Ratio Rank
The Omega Ratio Rank of IHDG is 1313
Omega Ratio Rank
The Calmar Ratio Rank of IHDG is 1212
Calmar Ratio Rank
The Martin Ratio Rank of IHDG is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IQDG vs. IHDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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.


The current IQDG Sharpe Ratio is 0.21, which is higher than the IHDG Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of IQDG and IHDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IQDG vs. IHDG - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 1.95%, more than IHDG's 1.88% yield.


TTM20242023202220212020201920182017201620152014
IQDG
WisdomTree International Quality Dividend Growth Fund
1.95%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%0.00%
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.88%2.42%1.70%13.79%2.77%1.95%1.99%0.22%1.28%1.91%3.04%3.86%

Drawdowns

IQDG vs. IHDG - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for IQDG and IHDG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IQDG vs. IHDG - Volatility Comparison

The current volatility for WisdomTree International Quality Dividend Growth Fund (IQDG) is 2.98%, while WisdomTree International Hedged Dividend Growth Fund (IHDG) has a volatility of 3.72%. This indicates that IQDG experiences smaller price fluctuations and is considered to be less risky than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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