IQDG vs. IQDF
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and FlexShares International Quality Dividend Index Fund (IQDF).
IQDG and IQDF 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. IQDF is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Index. It was launched on Apr 12, 2013. Both IQDG and IQDF 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 IQDF.
Key characteristics
| IQDG | IQDF | |
|---|---|---|
| YTD Return | 5.64% | 13.64% |
| 1Y Return | 20.21% | 26.55% |
| 3Y Return (Ann) | 1.41% | 4.92% |
| 5Y Return (Ann) | 7.91% | 7.40% |
| Sharpe Ratio | 1.46 | 2.03 |
| Sortino Ratio | 2.14 | 2.85 |
| Omega Ratio | 1.25 | 1.35 |
| Calmar Ratio | 0.94 | 1.73 |
| Martin Ratio | 8.02 | 14.34 |
| Ulcer Index | 2.51% | 1.85% |
| Daily Std Dev | 13.84% | 13.05% |
| Max Drawdown | -34.97% | -39.83% |
| Current Drawdown | -4.53% | -2.81% |
Correlation
The correlation between IQDG and IQDF is 0.85, 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
In the year-to-date period, IQDG achieves a 5.64% return, which is significantly lower than IQDF's 13.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
IQDG vs. IQDF - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 1.96%, less than IQDF's 4.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 1.96% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% | 0.00% | 0.00% |
IQDF FlexShares International Quality Dividend Index Fund | 4.60% | 6.06% | 5.59% | 4.13% | 3.21% | 4.46% | 5.78% | 3.89% | 3.75% | 4.27% | 4.35% | 1.59% |
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.
Volatility
IQDG vs. IQDF - Volatility Comparison
The current volatility for WisdomTree International Quality Dividend Growth Fund (IQDG) is 4.75%, while FlexShares International Quality Dividend Index Fund (IQDF) has a volatility of 5.34%. This indicates that IQDG experiences smaller price fluctuations and is considered to be less risky than IQDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.