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MFVL vs. DEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFVL vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFVL achieves a -2.40% return, which is significantly lower than DEW's 12.97% return.


MFVL

1D
0.75%
1M
-2.65%
YTD
-2.40%
6M
-2.69%
1Y
3Y*
5Y*
10Y*

DEW

1D
0.43%
1M
-0.07%
YTD
12.97%
6M
12.77%
1Y
25.61%
3Y*
19.27%
5Y*
11.57%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFVL vs. DEW - Yearly Performance Comparison


2026 (YTD)2025
MFVL
Motley Fool Value Factor ETF
-2.40%1.22%
DEW
WisdomTree Global High Dividend Fund
12.97%1.92%

Correlation

The correlation between MFVL and DEW is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

0.43

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Return for Risk

MFVL vs. DEW — Risk / Return Rank

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

MFVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DEW
DEW Risk / Return Rank: 8484
Overall Rank
DEW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8787
Sortino Ratio Rank
DEW Omega Ratio Rank: 8383
Omega Ratio Rank
DEW Calmar Ratio Rank: 8181
Calmar Ratio Rank
DEW Martin Ratio Rank: 8383
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.

MFVL vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and WisdomTree Global High Dividend Fund (DEW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MFVLDEWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

4.06

Martin ratioReturn relative to average drawdown

15.88

MFVL vs. DEW - Sharpe Ratio Comparison


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Drawdowns

MFVL vs. DEW - Drawdown Comparison

The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for MFVL and DEW.


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Drawdown Indicators


MFVLDEWDifference

Max Drawdown

Largest peak-to-trough decline

-7.03%

-65.55%

+58.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-5.97%

-1.12%

-4.85%

Average Drawdown

Average peak-to-trough decline

-2.60%

-12.41%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

MFVL vs. DEW - Volatility Comparison


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Volatility by Period


MFVLDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

9.76%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

12.98%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

15.42%

-3.28%

MFVL vs. DEW - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is lower than DEW's 0.58% expense ratio.


Dividends

MFVL vs. DEW - Dividend Comparison

MFVL has not paid dividends to shareholders, while DEW's dividend yield for the trailing twelve months is around 3.18%.


PositionTTM20252024202320222021202020192018201720162015
DEW
WisdomTree Global High Dividend Fund
3.18%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%
MFVL
Motley Fool Value Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MFVL and DEW have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MFVL is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MFVL is cheaper with a 0.50% expense ratio, compared with 0.58% for DEW.

DEW has the higher dividend yield at 3.18%, compared with 0.00% for MFVL.

They also come from different issuers: Motley Fool and WisdomTree. Their fees differ too: 0.50% for MFVL and 0.58% for DEW.

Portfolio Optimizer

Find the right allocation for MFVL and DEW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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