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IQDG vs. IMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IQDG vs. IMTM

Last updated Jul 22, 2026
Documentation

IQDG (WisdomTree International Quality Dividend Growth Fund) and IMTM (iShares MSCI Intl Momentum Factor ETF) are both exchange-traded funds - IQDG is a Foreign Large Cap Equities fund tracking the WisdomTree International Quality Dividend Growth Index, while IMTM is a Momentum fund tracking the MSCI World ex USA Momentum Index. Both are passively managed. Over the past 10 years, IQDG returned 8.02%/yr vs 9.81%/yr for IMTM. Their correlation of 0.85 suggests significant overlap in exposure. IQDG charges 0.42%/yr vs 0.30%/yr for IMTM.

Performance

IQDG vs. IMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) and iShares MSCI Intl Momentum Factor ETF (IMTM). 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 5.14% return, which is significantly lower than IMTM's 10.69% return. Over the past 10 years, IQDG has underperformed IMTM with an annualized return of 8.02%, while IMTM has yielded a comparatively higher 9.81% annualized return.

IQDG

1D
1.04%
1M
-1.03%
6M
3.67%
YTD
5.14%
1Y
12.50%
3Y*
9.62%
5Y*
4.13%
10Y*
8.02%
ALL TIME*
8.01%

IMTM

1D
2.48%
1M
-2.33%
6M
6.75%
YTD
10.69%
1Y
21.80%
3Y*
19.95%
5Y*
9.70%
10Y*
9.81%
ALL TIME*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDG vs. IMTM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IQDG
WisdomTree International Quality Dividend Growth Fund		5.14%24.19%-3.38%20.76%-19.97%12.28%16.58%30.03%-16.81%30.64%
IMTM
iShares MSCI Intl Momentum Factor ETF		10.69%34.50%12.17%13.89%-16.81%3.50%22.17%24.52%-14.31%25.46%

Correlation

The correlation between IQDG and IMTM is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2016

0.85

The correlation between IQDG and IMTM has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

IQDG vs. IMTM - Sectors Allocation Comparison

Sectors
IQDG
IMTM

Industrials

20.3%
14.6%

Consumer Cyclical

18.9%
1.7%

Financial Services

15.1%
29.5%

Healthcare

9.4%
8.9%

Technology

8.1%
18.1%

Basic Materials

5.4%
8.4%

Consumer Defensive

4.3%
2.1%

Communication Services

4.2%
1.4%

Energy

3.7%
9.0%

Utilities

0.8%
5.4%

Real Estate

0.3%
1.0%

Industrials

IQDG
20.3%
IMTM
14.6%

Consumer Cyclical

IQDG
18.9%
IMTM
1.7%

Financial Services

IQDG
15.1%
IMTM
29.5%

Healthcare

IQDG
9.4%
IMTM
8.9%

Technology

IQDG
8.1%
IMTM
18.1%

Basic Materials

IQDG
5.4%
IMTM
8.4%

Consumer Defensive

IQDG
4.3%
IMTM
2.1%

Communication Services

IQDG
4.2%
IMTM
1.4%

Energy

IQDG
3.7%
IMTM
9.0%

Utilities

IQDG
0.8%
IMTM
5.4%

Real Estate

IQDG
0.3%
IMTM
1.0%

Compare stocks, funds, or ETFs

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

WisdomTree International Quality Dividend Growth Fund

iShares MSCI Intl Momentum Factor ETF

Often compared with IQDG:
IQDG vs. IHDGIQDG vs. DNLIQDG vs. IDOGIQDG vs. LVHIIQDG vs. IQDFIQDG vs. IQDYIQDG vs. EZM
Often compared with IMTM:
IMTM vs. SPMOIMTM vs. IMOMIMTM vs. IDMOIMTM vs. IWFM.LIMTM vs. VXUSIMTM vs. VTIMTM vs. IWMO.MI

Return for Risk

IQDG vs. IMTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IQDG
IQDG Risk / Return Rank: 2828
Overall Rank
IQDG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2828
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2727
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2828
Calmar Ratio Rank
IQDG Martin Ratio Rank: 3131
Martin Ratio Rank
IMTM
IMTM Risk / Return Rank: 4646
Overall Rank
IMTM Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IMTM Sortino Ratio Rank: 4545
Sortino Ratio Rank
IMTM Omega Ratio Rank: 4444
Omega Ratio Rank
IMTM Calmar Ratio Rank: 4444
Calmar Ratio Rank
IMTM Martin Ratio Rank: 5151
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.

IQDG vs. IMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and iShares MSCI Intl Momentum Factor ETF (IMTM). 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.

IQDGIMTMDifference
Sharpe ratioReturn per unit of total volatility
0.75
1.17

-0.42

Sortino ratioReturn per unit of downside risk
1.18
1.72

-0.55

Omega ratioGain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratioReturn relative to maximum drawdown

1.02

1.70

-0.69

Martin ratioReturn relative to average drawdown

3.25

6.46

-3.22

IQDG vs. IMTM - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.75, which is lower than the IMTM Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IQDG and IMTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IQDG vs. IMTM - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than IMTM's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for IQDG and IMTM.

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Drawdown Indicators

IQDGIMTMDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-32.66%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-12.85%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

-12.85%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

-32.66%

-2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-32.66%

-2.31%

Current Drawdown

Current decline from peak

-2.28%

-3.40%

+1.12%

Average Drawdown

Average peak-to-trough decline

-7.45%

-7.39%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

3.38%

+0.48%

Volatility

IQDG vs. IMTM - Volatility Comparison

The current volatility for WisdomTree International Quality Dividend Growth Fund (IQDG) is 4.04%, while iShares MSCI Intl Momentum Factor ETF (IMTM) has a volatility of 6.41%. This indicates that IQDG experiences smaller price fluctuations and is considered to be less risky than IMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IQDGIMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

6.41%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.25%

16.96%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

18.73%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

17.86%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

17.65%

-0.37%

IQDG vs. IMTM - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is higher than IMTM's 0.30% expense ratio.

Dividends

IQDG vs. IMTM - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.40%, less than IMTM's 4.43% yield.

PositionTTM20252024202320222021202020192018201720162015
IMTM
iShares MSCI Intl Momentum Factor ETF		4.43%4.70%2.93%2.29%2.68%2.51%0.97%2.13%2.36%1.92%2.75%1.56%
IQDG
WisdomTree International Quality Dividend Growth Fund		2.40%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%

Frequently Asked Questions

IQDG and IMTM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTM has higher volatility (6.41%) compared to IQDG (4.04%). In terms of maximum drawdown, IQDG dropped -34.97% vs IMTM's -32.66%.

On 10-year performance, IMTM leads with 9.81% vs 8.02% for IQDG. On fees, IMTM is cheaper at 0.30% per year. On volatility, IQDG has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IMTM has performed better with a 9.81% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTM is cheaper with a 0.30% expense ratio, compared with 0.42% for IQDG.

IMTM has the higher dividend yield at 4.43%, compared with 2.40% for IQDG.

IQDG is categorized as Foreign Large Cap Equities, while IMTM is Momentum. IQDG tracks WisdomTree International Quality Dividend Growth Index, while IMTM tracks MSCI World ex USA Momentum Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.42% for IQDG and 0.30% for IMTM.

IMTM currently has the higher Sharpe Ratio (1.17 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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