PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
QDIV vs. DEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QDIV vs. DEW

Last updated Jun 24, 2026

QDIV (Global X S&P 500 Quality Dividend ETF) and DEW (WisdomTree Global High Dividend Fund) are both exchange-traded funds - QDIV is a Dividend fund tracking the S&P 500 Quality High Dividend Index, while DEW is a Large Cap Value Equities fund tracking the WisdomTree Global High Dividend Index. Both are passively managed. Over the past 5 years, QDIV returned 6.89%/yr vs 11.57%/yr for DEW. Their correlation of 0.86 suggests significant overlap in exposure. QDIV charges 0.20%/yr vs 0.58%/yr for DEW.

Performance

QDIV vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QDIV achieves a 7.99% return, which is significantly lower than DEW's 12.97% return.

QDIV

1D
0.71%
1M
-0.97%
YTD
7.99%
6M
7.73%
1Y
13.66%
3Y*
9.64%
5Y*
6.89%
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)

QDIV vs. DEW - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
QDIV
Global X S&P 500 Quality Dividend ETF		7.99%3.16%10.62%5.18%-0.50%28.99%0.03%29.00%-12.20%
DEW
WisdomTree Global High Dividend Fund		12.97%22.39%11.58%9.39%-2.73%21.29%-7.32%20.45%-7.97%

Correlation

The correlation between QDIV and DEW is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2018

0.86

The correlation between QDIV and DEW has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

QDIV vs. DEW - Sectors Allocation Comparison

Sectors
QDIV
DEW

Consumer Defensive

22.0%
8.9%

Industrials

16.3%
4.4%

Healthcare

14.4%
9.5%

Energy

11.5%
14.7%

Technology

10.0%
2.5%

Basic Materials

8.6%
2.8%

Financial Services

7.0%
19.7%

Consumer Cyclical

6.7%
3.1%

Communication Services

3.5%
4.1%

Real Estate

-

10.8%

Utilities

-

10.8%

Consumer Defensive

QDIV
22.0%
DEW
8.9%

Industrials

QDIV
16.3%
DEW
4.4%

Healthcare

QDIV
14.4%
DEW
9.5%

Energy

QDIV
11.5%
DEW
14.7%

Technology

QDIV
10.0%
DEW
2.5%

Basic Materials

QDIV
8.6%
DEW
2.8%

Financial Services

QDIV
7.0%
DEW
19.7%

Consumer Cyclical

QDIV
6.7%
DEW
3.1%

Communication Services

QDIV
3.5%
DEW
4.1%

Real Estate

QDIV

-

DEW
10.8%

Utilities

QDIV

-

DEW
10.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X S&P 500 Quality Dividend ETF

WisdomTree Global High Dividend Fund

Often compared with QDIV:
QDIV vs. SCHDQDIV vs. DGRWQDIV vs. SPYQDIV vs. QQQQDIV vs. DGROQDIV vs. SPHDQDIV vs. USDV.L
Often compared with DEW:
DEW vs. DTDDEW vs. IDVODEW vs. SPYDEW vs. SCHDDEW vs. ^GSPCDEW vs. NTSXDEW vs. NOBL

Return for Risk

QDIV vs. DEW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QDIV
QDIV Risk / Return Rank: 3333
Overall Rank
QDIV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QDIV Sortino Ratio Rank: 3535
Sortino Ratio Rank
QDIV Omega Ratio Rank: 3131
Omega Ratio Rank
QDIV Calmar Ratio Rank: 3636
Calmar Ratio Rank
QDIV Martin Ratio Rank: 3131
Martin Ratio Rank
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.

QDIV vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) 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.

QDIVDEWDifference
Sharpe ratioReturn per unit of total volatility
1.14
2.64

-1.50

Sortino ratioReturn per unit of downside risk
1.77
3.68

-1.91

Omega ratioGain probability vs. loss probability

1.20

1.47

-0.26

Calmar ratioReturn relative to maximum drawdown

1.72

4.06

-2.34

Martin ratioReturn relative to average drawdown

4.31

15.88

-11.57

QDIV vs. DEW - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 1.14, which is lower than the DEW Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of QDIV and DEW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

QDIV vs. DEW - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for QDIV and DEW.

Loading charts...

Drawdown Indicators

QDIVDEWDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-65.55%

+24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-6.34%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-11.80%

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-18.86%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.77%

—

Current Drawdown

Current decline from peak

-4.15%

-1.12%

-3.03%

Average Drawdown

Average peak-to-trough decline

-5.53%

-12.41%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

1.62%

+1.55%

Volatility

QDIV vs. DEW - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 3.42% compared to WisdomTree Global High Dividend Fund (DEW) at 2.77%. This indicates that QDIV's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

QDIVDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.77%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

7.35%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

9.76%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

12.98%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

15.42%

+3.96%

QDIV vs. DEW - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than DEW's 0.58% expense ratio.

Dividends

QDIV vs. DEW - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 3.00%, less than DEW's 3.18% yield.

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%
QDIV
Global X S&P 500 Quality Dividend ETF		3.00%3.13%2.88%3.26%3.02%2.44%3.06%2.84%1.30%0.00%0.00%0.00%

Frequently Asked Questions

QDIV and DEW have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QDIV has higher volatility (3.42%) compared to DEW (2.77%). In terms of maximum drawdown, QDIV dropped -41.20% vs DEW's -65.55%.

On 5-year performance, DEW leads with 11.57% vs 6.89% for QDIV. On fees, QDIV is cheaper at 0.20% per year. On volatility, DEW has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DEW has performed better with a 11.57% return vs 6.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QDIV is cheaper with a 0.20% expense ratio, compared with 0.58% for DEW.

DEW has the higher dividend yield at 3.18%, compared with 3.00% for QDIV.

QDIV is categorized as Dividend, while DEW is Large Cap Value Equities. QDIV tracks S&P 500 Quality High Dividend Index, while DEW tracks WisdomTree Global High Dividend Index. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.20% for QDIV and 0.58% for DEW.

DEW currently has the higher Sharpe Ratio (2.64 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QDIV 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.

Open Portfolio Optimizer