PortfoliosLab logo
IQDG vs. IQDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQDG and IQDY 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. IQDY - 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 Dynamic Index Fund (IQDY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

IQDG:

0.30

IQDY:

0.69

Sortino Ratio

IQDG:

0.50

IQDY:

1.01

Omega Ratio

IQDG:

1.06

IQDY:

1.13

Calmar Ratio

IQDG:

0.26

IQDY:

0.80

Martin Ratio

IQDG:

0.70

IQDY:

2.45

Ulcer Index

IQDG:

6.70%

IQDY:

4.81%

Daily Std Dev

IQDG:

18.09%

IQDY:

18.77%

Max Drawdown

IQDG:

-34.97%

IQDY:

-39.59%

Current Drawdown

IQDG:

-0.86%

IQDY:

-0.60%

Returns By Period

In the year-to-date period, IQDG achieves a 13.54% return, which is significantly lower than IQDY's 14.40% return.


IQDG

YTD

13.54%

1M

4.70%

6M

8.75%

1Y

4.74%

3Y*

7.34%

5Y*

8.32%

10Y*

N/A

IQDY

YTD

14.40%

1M

5.46%

6M

13.12%

1Y

12.60%

3Y*

11.54%

5Y*

13.35%

10Y*

6.43%

*Annualized

Compare stocks, funds, or ETFs

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


IQDG vs. IQDY - Expense Ratio Comparison

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


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

Risk-Adjusted Performance

IQDG vs. IQDY — 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 2828
Overall Rank
The Sharpe Ratio Rank of IQDG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDG is 2828
Sortino Ratio Rank
The Omega Ratio Rank of IQDG is 2626
Omega Ratio Rank
The Calmar Ratio Rank of IQDG is 3232
Calmar Ratio Rank
The Martin Ratio Rank of IQDG is 2727
Martin Ratio Rank

IQDY
The Risk-Adjusted Performance Rank of IQDY is 6161
Overall Rank
The Sharpe Ratio Rank of IQDY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of IQDY is 5555
Omega Ratio Rank
The Calmar Ratio Rank of IQDY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IQDY is 6161
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. IQDY - 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 Dynamic Index Fund (IQDY). 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 0.30, which is lower than the IQDY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IQDG and IQDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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. IQDY - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 1.93%, less than IQDY's 6.49% yield.


TTM20242023202220212020201920182017201620152014
IQDG
WisdomTree International Quality Dividend Growth Fund
1.93%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%0.00%
IQDY
FlexShares International Quality Dividend Dynamic Index Fund
6.49%6.96%6.45%5.52%3.89%2.62%3.85%5.97%3.57%3.77%4.08%4.34%

Drawdowns

IQDG vs. IQDY - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, smaller than the maximum IQDY drawdown of -39.59%. Use the drawdown chart below to compare losses from any high point for IQDG and IQDY.


Loading data...

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

Volatility

IQDG vs. IQDY - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 3.65% compared to FlexShares International Quality Dividend Dynamic Index Fund (IQDY) at 2.77%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier than IQDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...