IQDG vs. IQDY
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and FlexShares International Quality Dividend Dynamic Index Fund (IQDY).
IQDG and IQDY 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. IQDY is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Dynamic Index. It was launched on Apr 12, 2013. Both IQDG and IQDY 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 IQDY.
Performance
IQDG vs. IQDY - Performance Comparison
Returns By Period
In the year-to-date period, IQDG achieves a -1.84% return, which is significantly lower than IQDY's 5.48% return.
IQDG
-1.84%
-6.56%
-6.36%
5.73%
5.60%
N/A
IQDY
5.48%
-4.79%
-2.00%
14.11%
7.42%
5.47%
Key characteristics
| IQDG | IQDY | |
|---|---|---|
| Sharpe Ratio | 0.41 | 0.90 |
| Sortino Ratio | 0.67 | 1.33 |
| Omega Ratio | 1.08 | 1.16 |
| Calmar Ratio | 0.42 | 1.42 |
| Martin Ratio | 1.59 | 4.41 |
| Ulcer Index | 3.53% | 3.04% |
| Daily Std Dev | 13.77% | 14.92% |
| Max Drawdown | -34.97% | -39.59% |
| Current Drawdown | -11.30% | -8.76% |
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IQDG vs. IQDY - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is lower than IQDY's 0.47% expense ratio.
Correlation
The correlation between IQDG and IQDY is 0.82, 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.
Risk-Adjusted Performance
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.
Dividends
IQDG vs. IQDY - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 2.11%, less than IQDY's 5.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 2.11% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% | 0.00% | 0.00% |
IQDY FlexShares International Quality Dividend Dynamic Index Fund | 5.32% | 6.45% | 5.52% | 3.89% | 2.62% | 3.85% | 5.97% | 3.57% | 3.77% | 4.08% | 4.34% | 2.34% |
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. For additional features, visit the drawdowns tool.
Volatility
IQDG vs. IQDY - Volatility Comparison
The current volatility for WisdomTree International Quality Dividend Growth Fund (IQDG) is 4.46%, while FlexShares International Quality Dividend Dynamic Index Fund (IQDY) has a volatility of 4.95%. This indicates that IQDG experiences smaller price fluctuations and is considered to be less risky than IQDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.