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IQDG vs. SCHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQDG vs. SCHY - Performance Comparison

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

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IQDG vs. SCHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IQDG
WisdomTree International Quality Dividend Growth Fund
-1.16%24.19%-3.38%20.76%-19.97%3.22%
SCHY
Schwab International Dividend Equity ETF
7.07%33.98%-1.79%14.27%-9.43%4.08%

Returns By Period

In the year-to-date period, IQDG achieves a -1.16% return, which is significantly lower than SCHY's 7.07% return.


IQDG

1D
2.04%
1M
-5.36%
YTD
-1.16%
6M
2.36%
1Y
17.41%
3Y*
8.78%
5Y*
4.45%
10Y*

SCHY

1D
0.25%
1M
-4.32%
YTD
7.07%
6M
14.73%
1Y
29.70%
3Y*
15.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQDG vs. SCHY - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Return for Risk

IQDG vs. SCHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQDG
IQDG Risk / Return Rank: 5050
Overall Rank
IQDG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 5151
Sortino Ratio Rank
IQDG Omega Ratio Rank: 4848
Omega Ratio Rank
IQDG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IQDG Martin Ratio Rank: 5050
Martin Ratio Rank

SCHY
SCHY Risk / Return Rank: 9191
Overall Rank
SCHY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHY Omega Ratio Rank: 9191
Omega Ratio Rank
SCHY Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHY Martin Ratio Rank: 9090
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. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and Schwab International Dividend Equity ETF (SCHY). 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.


IQDGSCHYDifference

Sharpe ratio

Return per unit of total volatility

0.96

2.14

-1.18

Sortino ratio

Return per unit of downside risk

1.42

2.83

-1.41

Omega ratio

Gain probability vs. loss probability

1.19

1.41

-0.21

Calmar ratio

Return relative to maximum drawdown

1.41

3.29

-1.87

Martin ratio

Return relative to average drawdown

5.08

12.05

-6.96

IQDG vs. SCHY - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.96, which is lower than the SCHY Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IQDG and SCHY, 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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Sharpe Ratios by Period


IQDGSCHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.14

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.67

-0.23

Correlation

The correlation between IQDG and SCHY is 0.84, 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.


Dividends

IQDG vs. SCHY - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.24%, less than SCHY's 3.47% yield.


TTM2025202420232022202120202019201820172016
IQDG
WisdomTree International Quality Dividend Growth Fund
2.24%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%
SCHY
Schwab International Dividend Equity ETF
3.47%3.55%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQDG vs. SCHY - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for IQDG and SCHY.


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Drawdown Indicators


IQDGSCHYDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-24.04%

-10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-9.11%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Current Drawdown

Current decline from peak

-7.74%

-5.90%

-1.84%

Average Drawdown

Average peak-to-trough decline

-7.57%

-5.00%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.49%

+0.95%

Volatility

IQDG vs. SCHY - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 7.61% compared to Schwab International Dividend Equity ETF (SCHY) at 5.39%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQDGSCHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

5.39%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

9.04%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

13.95%

+4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

13.24%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

13.24%

+4.19%