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

Correlation

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.


-0.50.00.51.00.5

Performance

IQDG vs. VWOB - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
69.85%
26.97%
IQDG
VWOB

Key characteristics

Sharpe Ratio

IQDG:

-0.06

VWOB:

0.83

Sortino Ratio

IQDG:

0.02

VWOB:

1.18

Omega Ratio

IQDG:

1.00

VWOB:

1.15

Calmar Ratio

IQDG:

-0.06

VWOB:

0.44

Martin Ratio

IQDG:

-0.17

VWOB:

3.86

Ulcer Index

IQDG:

4.44%

VWOB:

1.47%

Daily Std Dev

IQDG:

13.92%

VWOB:

6.83%

Max Drawdown

IQDG:

-34.97%

VWOB:

-26.97%

Current Drawdown

IQDG:

-12.41%

VWOB:

-5.56%

Returns By Period

In the year-to-date period, IQDG achieves a -3.08% return, which is significantly lower than VWOB's 5.59% return.


IQDG

YTD

-3.08%

1M

-1.26%

6M

-7.19%

1Y

-2.26%

5Y*

4.33%

10Y*

N/A

VWOB

YTD

5.59%

1M

-0.66%

6M

3.37%

1Y

5.71%

5Y*

0.12%

10Y*

3.01%

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.


Sharpe ratio
The chart of Sharpe ratio for IQDG, currently valued at -0.06, compared to the broader market0.002.004.00-0.060.83
The chart of Sortino ratio for IQDG, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.000.021.18
The chart of Omega ratio for IQDG, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.15
The chart of Calmar ratio for IQDG, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.060.44
The chart of Martin ratio for IQDG, currently valued at -0.17, compared to the broader market0.0020.0040.0060.0080.00100.00-0.173.86
IQDG
VWOB

The current IQDG Sharpe Ratio is -0.06, which is lower than the VWOB Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IQDG and VWOB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.06
0.83
IQDG
VWOB

Dividends

IQDG vs. VWOB - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.14%, less than VWOB's 5.52% yield.


TTM20232022202120202019201820172016201520142013
IQDG
WisdomTree International Quality Dividend Growth Fund
1.81%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
5.52%5.50%5.31%4.04%4.18%4.58%4.53%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 -26.97%. 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%JulyAugustSeptemberOctoberNovemberDecember
-12.41%
-5.56%
IQDG
VWOB

Volatility

IQDG vs. VWOB - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 3.87% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 2.18%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.87%
2.18%
IQDG
VWOB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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