REVS vs. DEW

Last updated Jun 4, 2026

REVS (Columbia Research Enhanced Value ETF) and DEW (WisdomTree Global High Dividend Fund) are both Large Cap Value Equities funds - REVS tracks the Beta Advantage Research Enhanced U.S. Value Index while DEW tracks the WisdomTree Global High Dividend Index. Both are passively managed. Over the past 5 years, REVS returned 11.10%/yr vs 10.67%/yr for DEW. Their correlation of 0.86 suggests significant overlap in exposure. REVS charges 0.19%/yr vs 0.58%/yr for DEW.

Performance

REVS vs. DEW - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with REVS having a 11.50% return and DEW slightly higher at 11.59%.

REVS

• 1D: -0.01%
• 1M: 3.64%
• YTD: 11.50%
• 6M: 12.18%
• 1Y: 26.29%
• 3Y*: 18.50%
• 5Y*: 11.10%
• 10Y*: —

DEW

• 1D: -0.19%
• 1M: 0.84%
• YTD: 11.59%
• 6M: 12.75%
• 1Y: 25.31%
• 3Y*: 18.77%
• 5Y*: 10.67%
• 10Y*: 9.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REVS vs. DEW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
REVS Columbia Research Enhanced Value ETF	11.50%	16.80%	16.36%	13.46%	-6.20%	28.52%	1.37%	7.22%
DEW WisdomTree Global High Dividend Fund	11.59%	22.39%	11.58%	9.39%	-2.73%	21.29%	-7.32%	6.32%

Correlation

The correlation between REVS and DEW is 0.77, 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	0.77
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 Sep 26, 2019	0.86

The correlation between REVS and DEW has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.

REVS vs. DEW - Sectors Allocation Comparison

Sectors	REVS	DEW
Financial Services	20.7%	19.7%
Technology	12.3%	2.5%
Healthcare	12.2%	9.5%
Industrials	12.1%	4.4%
Communication Services	8.4%	4.1%
Consumer Cyclical	7.6%	3.1%
Consumer Defensive	7.5%	8.9%
Energy	6.5%	14.7%
Utilities	4.4%	10.8%
Real Estate	4.3%	10.8%
Basic Materials	4.0%	2.8%

Return for Risk

REVS vs. DEW — Risk / Return Rank

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

REVS

REVS Risk / Return Rank: 72
REVS Sharpe Ratio Rank: 70
REVS Sortino Ratio Rank: 73
REVS Omega Ratio Rank: 66
REVS Calmar Ratio Rank: 76
REVS Martin Ratio Rank: 74

DEW

DEW Risk / Return Rank: 80
DEW Sharpe Ratio Rank: 81
DEW Sortino Ratio Rank: 82
DEW Omega Ratio Rank: 78
DEW Calmar Ratio Rank: 78
DEW Martin Ratio Rank: 80

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.

REVS vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) 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.

	REVS	DEW	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.64	-0.34
Sortino ratio: Return per unit of downside risk	3.32	3.70	-0.38
Omega ratio: Gain probability vs. loss probability	1.40	1.47	-0.07
Calmar ratio: Return relative to maximum drawdown	3.81	4.01	-0.20
Martin ratio: Return relative to average drawdown	13.90	15.80	-1.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REVS vs. DEW - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 2.30, which is comparable to the DEW Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of REVS 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.

Sharpe Ratios by Period

	REVS	DEW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.64	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.83	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.28	+0.39

Drawdowns

REVS vs. DEW - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for REVS and DEW.

Drawdown Indicators

	REVS	DEW	Difference
Max Drawdown Largest peak-to-trough decline	-37.85%	-65.55%	+27.70%
Max Drawdown (1Y) Largest decline over 1 year	-6.94%	-6.34%	-0.60%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-11.80%	-4.57%
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	-18.86%	+0.82%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.77%	—
Current Drawdown Current decline from peak	-0.06%	-1.29%	+1.23%
Average Drawdown Average peak-to-trough decline	-4.66%	-12.44%	+7.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.61%	+0.29%

Volatility

REVS vs. DEW - Volatility Comparison

Columbia Research Enhanced Value ETF (REVS) and WisdomTree Global High Dividend Fund (DEW) have volatilities of 2.66% and 2.79%, 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.

Volatility by Period

	REVS	DEW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	2.79%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	7.16%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	9.61%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	12.99%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	15.53%	+3.60%

REVS vs. DEW - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is lower than DEW's 0.58% expense ratio.

Dividends

REVS vs. DEW - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 1.91%, less than DEW's 3.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEW WisdomTree Global High Dividend Fund	3.22%	3.71%	4.02%	4.55%	3.82%	3.55%	4.10%	3.74%	4.17%	3.18%	3.42%	4.32%
REVS Columbia Research Enhanced Value ETF	1.91%	2.13%	1.89%	2.49%	2.46%	1.18%	27.75%	0.70%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both REVS and DEW in my portfolio?

REVS and DEW have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REVS or DEW?

DEW has higher volatility (2.79%) compared to REVS (2.66%). In terms of maximum drawdown, REVS dropped -37.85% vs DEW's -65.55%.

Which ETF is better, REVS or DEW?

On 5-year performance, REVS leads with 11.10% vs 10.67% for DEW. On fees, REVS is cheaper at 0.19% per year. On volatility, REVS has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REVS or DEW?

Over the 5-year period, REVS has performed better with a 11.10% return vs 10.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REVS or DEW?

REVS is cheaper with a 0.19% expense ratio, compared with 0.58% for DEW.

Which ETF pays a higher dividend yield, REVS or DEW?

DEW has the higher dividend yield at 3.22%, compared with 1.91% for REVS.

What is the main difference between REVS and DEW?

REVS tracks Beta Advantage Research Enhanced U.S. Value Index, while DEW tracks WisdomTree Global High Dividend Index. They also come from different issuers: Ameriprise Financial and WisdomTree. Their fees differ too: 0.19% for REVS and 0.58% for DEW.

Which has better risk-adjusted returns?

DEW currently has the higher Sharpe Ratio (2.64 vs 2.30), 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.