PRF vs. DEW
Compare and contrast key facts about Invesco RAFI US 1000 ETF (PRF) and WisdomTree Global High Dividend Fund (DEW).
PRF and DEW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRF is a passively managed fund by Invesco that tracks the performance of the RAFI Fundamental Select US 1000 Index. It was launched on Dec 19, 2005. DEW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global High Dividend Index. It was launched on Jun 16, 2006. Both PRF and DEW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PRF vs. DEW - Performance Comparison
Loading graphics...
PRF vs. DEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco RAFI US 1000 ETF | 1.70% | 18.33% | 16.73% | 15.72% | -7.79% | 31.12% | 7.78% | 27.42% | -8.71% | 16.01% |
DEW WisdomTree Global High Dividend Fund | 8.14% | 22.39% | 11.58% | 9.39% | -2.73% | 21.29% | -7.32% | 20.45% | -10.58% | 15.38% |
Returns By Period
In the year-to-date period, PRF achieves a 1.70% return, which is significantly lower than DEW's 8.14% return. Over the past 10 years, PRF has outperformed DEW with an annualized return of 12.62%, while DEW has yielded a comparatively lower 9.23% annualized return.
PRF
- 1D
- 2.15%
- 1M
- -4.01%
- YTD
- 1.70%
- 6M
- 5.97%
- 1Y
- 19.57%
- 3Y*
- 16.95%
- 5Y*
- 11.26%
- 10Y*
- 12.62%
DEW
- 1D
- 1.36%
- 1M
- -3.63%
- YTD
- 8.14%
- 6M
- 11.73%
- 1Y
- 22.63%
- 3Y*
- 17.01%
- 5Y*
- 11.51%
- 10Y*
- 9.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRF vs. DEW - Expense Ratio Comparison
PRF has a 0.34% expense ratio, which is lower than DEW's 0.58% expense ratio.
Return for Risk
PRF vs. DEW — Risk / Return Rank
PRF
DEW
PRF vs. DEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) 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.
| PRF | DEW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.69 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.75 | 2.30 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.98 | -0.26 |
Martin ratioReturn relative to average drawdown | 8.13 | 10.56 | -2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRF | DEW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.69 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.89 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.60 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.28 | +0.18 |
Correlation
The correlation between PRF and DEW is 0.83, 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.
Dividends
PRF vs. DEW - Dividend Comparison
PRF's dividend yield for the trailing twelve months is around 1.56%, less than DEW's 3.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco RAFI US 1000 ETF | 1.56% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
DEW WisdomTree Global High Dividend Fund | 3.33% | 3.71% | 4.02% | 4.55% | 3.82% | 3.55% | 4.10% | 3.74% | 4.17% | 3.18% | 3.42% | 4.32% |
Drawdowns
PRF vs. DEW - Drawdown Comparison
The maximum PRF drawdown since its inception was -60.35%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for PRF and DEW.
Loading graphics...
Drawdown Indicators
| PRF | DEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -65.55% | +5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -11.80% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.72% | -18.86% | -0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -38.16% | -38.77% | +0.61% |
Current DrawdownCurrent decline from peak | -4.58% | -3.63% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -12.54% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.21% | +0.33% |
Volatility
PRF vs. DEW - Volatility Comparison
Invesco RAFI US 1000 ETF (PRF) and WisdomTree Global High Dividend Fund (DEW) have volatilities of 4.26% and 4.07%, 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.
Loading graphics...
Volatility by Period
| PRF | DEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.07% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 7.21% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 13.42% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 13.02% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 15.55% | +2.14% |