JIG vs. DNL
Compare and contrast key facts about JPMorgan International Growth ETF (JIG) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL).
JIG and DNL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIG is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020. DNL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global ex-U.S. Quality Dividend Growth Index. It was launched on Jun 16, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIG or DNL.
Key characteristics
| JIG | DNL | |
|---|---|---|
| YTD Return | 12.89% | 2.60% |
| 1Y Return | 23.76% | 13.34% |
| 3Y Return (Ann) | -5.54% | -2.08% |
| Sharpe Ratio | 1.79 | 0.96 |
| Sortino Ratio | 2.55 | 1.42 |
| Omega Ratio | 1.32 | 1.17 |
| Calmar Ratio | 0.74 | 0.77 |
| Martin Ratio | 9.02 | 4.03 |
| Ulcer Index | 2.74% | 3.42% |
| Daily Std Dev | 13.82% | 14.41% |
| Max Drawdown | -43.75% | -44.53% |
| Current Drawdown | -17.63% | -8.07% |
Correlation
The correlation between JIG and DNL is 0.92, 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.
Performance
JIG vs. DNL - Performance Comparison
In the year-to-date period, JIG achieves a 12.89% return, which is significantly higher than DNL's 2.60% 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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JIG vs. DNL - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is lower than DNL's 0.58% expense ratio.
Risk-Adjusted Performance
JIG vs. DNL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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
JIG vs. DNL - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 1.49%, less than DNL's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 1.49% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.90% | 1.81% | 4.82% | 1.37% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% | 2.37% | 2.30% |
Drawdowns
JIG vs. DNL - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, roughly equal to the maximum DNL drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for JIG and DNL. For additional features, visit the drawdowns tool.
Volatility
JIG vs. DNL - Volatility Comparison
JPMorgan International Growth ETF (JIG) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) have volatilities of 3.98% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.