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TEQI vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEQI vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Income ETF (TEQI) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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TEQI vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TEQI
T. Rowe Price Equity Income ETF
0.38%13.36%13.14%9.64%-3.33%26.25%18.07%
DEW
WisdomTree Global High Dividend Fund
8.48%22.39%11.58%9.39%-2.73%21.29%10.47%

Returns By Period

In the year-to-date period, TEQI achieves a 0.38% return, which is significantly lower than DEW's 8.48% return.


TEQI

1D
0.41%
1M
-4.48%
YTD
0.38%
6M
3.94%
1Y
10.06%
3Y*
12.57%
5Y*
8.56%
10Y*

DEW

1D
0.32%
1M
-3.01%
YTD
8.48%
6M
11.84%
1Y
23.21%
3Y*
17.14%
5Y*
11.58%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEQI vs. DEW - Expense Ratio Comparison

TEQI has a 0.54% expense ratio, which is lower than DEW's 0.58% expense ratio.


Return for Risk

TEQI vs. DEW — Risk / Return Rank

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

TEQI
TEQI Risk / Return Rank: 3232
Overall Rank
TEQI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TEQI Sortino Ratio Rank: 3131
Sortino Ratio Rank
TEQI Omega Ratio Rank: 3434
Omega Ratio Rank
TEQI Calmar Ratio Rank: 3030
Calmar Ratio Rank
TEQI Martin Ratio Rank: 3434
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8282
Overall Rank
DEW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8585
Sortino Ratio Rank
DEW Omega Ratio Rank: 8686
Omega Ratio Rank
DEW Calmar Ratio Rank: 7171
Calmar Ratio Rank
DEW Martin Ratio Rank: 8484
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.

TEQI vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income ETF (TEQI) 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.


TEQIDEWDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.74

-1.10

Sortino ratio

Return per unit of downside risk

0.97

2.35

-1.38

Omega ratio

Gain probability vs. loss probability

1.15

1.36

-0.21

Calmar ratio

Return relative to maximum drawdown

0.79

1.95

-1.16

Martin ratio

Return relative to average drawdown

3.31

10.37

-7.06

TEQI vs. DEW - Sharpe Ratio Comparison

The current TEQI Sharpe Ratio is 0.64, which is lower than the DEW Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of TEQI and DEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TEQIDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.74

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.89

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.28

+0.60

Correlation

The correlation between TEQI and DEW is 0.91, 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

TEQI vs. DEW - Dividend Comparison

TEQI's dividend yield for the trailing twelve months is around 1.69%, less than DEW's 3.32% yield.


TTM20252024202320222021202020192018201720162015
TEQI
T. Rowe Price Equity Income ETF
1.69%1.71%1.86%2.12%2.32%3.03%0.82%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.32%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

TEQI vs. DEW - Drawdown Comparison

The maximum TEQI drawdown since its inception was -17.82%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for TEQI and DEW.


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Drawdown Indicators


TEQIDEWDifference

Max Drawdown

Largest peak-to-trough decline

-17.82%

-65.55%

+47.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-11.80%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-18.86%

+1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-5.19%

-3.32%

-1.87%

Average Drawdown

Average peak-to-trough decline

-3.61%

-12.54%

+8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.22%

+0.75%

Volatility

TEQI vs. DEW - Volatility Comparison

T. Rowe Price Equity Income ETF (TEQI) and WisdomTree Global High Dividend Fund (DEW) have volatilities of 3.79% and 3.75%, 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.


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Volatility by Period


TEQIDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.75%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

7.21%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

13.41%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

13.02%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.24%

15.55%

-0.31%