IQDG vs. VTV
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and Vanguard Value ETF (VTV).
IQDG and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both IQDG and VTV 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 VTV.
Key characteristics
| IQDG | VTV | |
|---|---|---|
| YTD Return | 6.81% | 16.12% |
| 1Y Return | 16.68% | 21.72% |
| 3Y Return (Ann) | 0.39% | 10.26% |
| 5Y Return (Ann) | 8.34% | 11.57% |
| Sharpe Ratio | 1.31 | 2.17 |
| Daily Std Dev | 13.61% | 10.63% |
| Max Drawdown | -34.97% | -59.27% |
| Current Drawdown | -3.00% | -0.82% |
Correlation
The correlation between IQDG and VTV is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IQDG vs. VTV - Performance Comparison
In the year-to-date period, IQDG achieves a 6.81% return, which is significantly lower than VTV's 16.12% 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. VTV - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
IQDG vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 1.87%, less than VTV's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 1.87% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.30% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
IQDG vs. VTV - Drawdown Comparison
The maximum IQDG drawdown since its inception was -34.97%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IQDG and VTV. For additional features, visit the drawdowns tool.
Volatility
IQDG vs. VTV - Volatility Comparison
WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 4.41% compared to Vanguard Value ETF (VTV) at 3.11%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.