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

Correlation

The correlation between IQDG and IQDF 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. IQDF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IQDG:

0.12

IQDF:

0.68

Sortino Ratio

IQDG:

0.37

IQDF:

1.16

Omega Ratio

IQDG:

1.05

IQDF:

1.15

Calmar Ratio

IQDG:

0.17

IQDF:

0.92

Martin Ratio

IQDG:

0.45

IQDF:

2.83

Ulcer Index

IQDG:

6.70%

IQDF:

4.55%

Daily Std Dev

IQDG:

18.06%

IQDF:

17.06%

Max Drawdown

IQDG:

-34.97%

IQDF:

-39.83%

Current Drawdown

IQDG:

-3.21%

IQDF:

-0.09%

Returns By Period

In the year-to-date period, IQDG achieves a 10.85% return, which is significantly lower than IQDF's 13.46% return.


IQDG

YTD

10.85%

1M

8.27%

6M

8.40%

1Y

2.20%

5Y*

9.47%

10Y*

N/A

IQDF

YTD

13.46%

1M

8.72%

6M

12.24%

1Y

11.45%

5Y*

13.20%

10Y*

4.63%

*Annualized

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IQDG vs. IQDF - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is lower than IQDF's 0.47% expense ratio.


Risk-Adjusted Performance

IQDG vs. IQDF — 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 2323
Overall Rank
The Sharpe Ratio Rank of IQDG is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDG is 2323
Sortino Ratio Rank
The Omega Ratio Rank of IQDG is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IQDG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of IQDG is 2222
Martin Ratio Rank

IQDF
The Risk-Adjusted Performance Rank of IQDF is 6969
Overall Rank
The Sharpe Ratio Rank of IQDF is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDF is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IQDF is 6666
Omega Ratio Rank
The Calmar Ratio Rank of IQDF is 7979
Calmar Ratio Rank
The Martin Ratio Rank of IQDF is 6969
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. IQDF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and FlexShares International Quality Dividend Index Fund (IQDF). 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 0.12, which is lower than the IQDF Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of IQDG and IQDF, 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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Dividends

IQDG vs. IQDF - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 1.98%, less than IQDF's 6.28% yield.


TTM20242023202220212020201920182017201620152014
IQDG
WisdomTree International Quality Dividend Growth Fund
1.98%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%0.00%
IQDF
FlexShares International Quality Dividend Index Fund
6.28%6.72%6.06%5.59%4.13%3.16%4.46%5.77%3.89%3.75%4.27%4.36%

Drawdowns

IQDG vs. IQDF - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, smaller than the maximum IQDF drawdown of -39.83%. Use the drawdown chart below to compare losses from any high point for IQDG and IQDF. For additional features, visit the drawdowns tool.


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Volatility

IQDG vs. IQDF - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) and FlexShares International Quality Dividend Index Fund (IQDF) have volatilities of 3.65% and 3.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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