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IQDG vs. VWOB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IQDGVWOB
YTD Return6.81%7.72%
1Y Return16.68%15.24%
3Y Return (Ann)0.39%-1.20%
5Y Return (Ann)8.34%1.13%
Sharpe Ratio1.311.93
Daily Std Dev13.61%7.94%
Max Drawdown-34.97%-26.98%
Current Drawdown-3.00%-3.65%

Correlation

-0.50.00.51.00.5

The correlation between IQDG and VWOB is 0.48, 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. VWOB - Performance Comparison

In the year-to-date period, IQDG achieves a 6.81% return, which is significantly lower than VWOB's 7.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%AprilMayJuneJulyAugustSeptember
87.17%
29.53%
IQDG
VWOB

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. VWOB - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is higher than VWOB's 0.20% expense ratio.


IQDG
WisdomTree International Quality Dividend Growth Fund
Expense ratio chart for IQDG: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

IQDG vs. VWOB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


IQDG
Sharpe ratio
The chart of Sharpe ratio for IQDG, currently valued at 1.31, compared to the broader market0.002.004.001.31
Sortino ratio
The chart of Sortino ratio for IQDG, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.0012.001.90
Omega ratio
The chart of Omega ratio for IQDG, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for IQDG, currently valued at 0.83, compared to the broader market0.005.0010.0015.000.83
Martin ratio
The chart of Martin ratio for IQDG, currently valued at 6.00, compared to the broader market0.0020.0040.0060.0080.00100.006.00
VWOB
Sharpe ratio
The chart of Sharpe ratio for VWOB, currently valued at 1.93, compared to the broader market0.002.004.001.93
Sortino ratio
The chart of Sortino ratio for VWOB, currently valued at 2.81, compared to the broader market-2.000.002.004.006.008.0010.0012.002.81
Omega ratio
The chart of Omega ratio for VWOB, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for VWOB, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.73
Martin ratio
The chart of Martin ratio for VWOB, currently valued at 8.55, compared to the broader market0.0020.0040.0060.0080.00100.008.56

IQDG vs. VWOB - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 1.31, which is lower than the VWOB Sharpe Ratio of 1.93. The chart below compares the 12-month rolling Sharpe Ratio of IQDG and VWOB.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.31
1.93
IQDG
VWOB

Dividends

IQDG vs. VWOB - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 1.87%, less than VWOB's 5.59% yield.


TTM20232022202120202019201820172016201520142013
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%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.59%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%4.49%2.39%

Drawdowns

IQDG vs. VWOB - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for IQDG and VWOB. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.00%
-3.65%
IQDG
VWOB

Volatility

IQDG vs. VWOB - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 4.41% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.60%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.41%
1.60%
IQDG
VWOB