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YLDE vs. DEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YLDE vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Dividend Strategy ESG ETF (YLDE) 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, YLDE achieves a 4.91% return, which is significantly lower than DEW's 12.97% return.


YLDE

1D
0.06%
1M
-0.48%
YTD
4.91%
6M
4.69%
1Y
14.35%
3Y*
14.52%
5Y*
10.08%
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)

YLDE vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YLDE
ClearBridge Dividend Strategy ESG ETF
4.91%13.09%16.44%15.69%-8.56%22.12%10.35%32.46%-5.74%11.35%
DEW
WisdomTree Global High Dividend Fund
12.97%22.39%11.58%9.39%-2.73%21.29%-7.32%20.45%-10.58%9.59%

Correlation

The correlation between YLDE and DEW is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.82

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

0.83

Correlation (All Time)
Calculated using the full available price history since May 23, 2017

0.69

The correlation between YLDE and DEW shifts across timeframes, from 0.69 (all time) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

YLDE vs. DEW — Risk / Return Rank

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

YLDE
YLDE Risk / Return Rank: 4545
Overall Rank
YLDE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
YLDE Sortino Ratio Rank: 4646
Sortino Ratio Rank
YLDE Omega Ratio Rank: 4444
Omega Ratio Rank
YLDE Calmar Ratio Rank: 4040
Calmar Ratio Rank
YLDE Martin Ratio Rank: 4545
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.

YLDE vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) 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.


YLDEDEWDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.19

Calmar ratioReturn relative to maximum drawdown

1.90

4.06

-2.16

Martin ratioReturn relative to average drawdown

6.97

15.88

-8.91

YLDE vs. DEW - Sharpe Ratio Comparison

The current YLDE Sharpe Ratio is 1.54, which is lower than the DEW Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of YLDE 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.


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Drawdowns

YLDE vs. DEW - Drawdown Comparison

The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for YLDE and DEW.


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Drawdown Indicators


YLDEDEWDifference

Max Drawdown

Largest peak-to-trough decline

-33.23%

-65.55%

+32.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-6.34%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.42%

-11.80%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-18.86%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-1.76%

-1.12%

-0.64%

Average Drawdown

Average peak-to-trough decline

-3.54%

-12.41%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.62%

+0.44%

Volatility

YLDE vs. DEW - Volatility Comparison

The current volatility for ClearBridge Dividend Strategy ESG ETF (YLDE) is 2.49%, while WisdomTree Global High Dividend Fund (DEW) has a volatility of 2.77%. This indicates that YLDE experiences smaller price fluctuations and is considered to be less risky than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YLDEDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

2.77%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

7.35%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

9.76%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

12.98%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

15.42%

+0.31%

YLDE vs. DEW - Expense Ratio Comparison

YLDE has a 0.60% expense ratio, which is higher than DEW's 0.58% expense ratio.


Dividends

YLDE vs. DEW - Dividend Comparison

YLDE's dividend yield for the trailing twelve months is around 6.98%, more 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%
YLDE
ClearBridge Dividend Strategy ESG ETF
6.98%5.68%1.69%1.64%1.68%1.15%1.46%1.65%2.25%1.31%0.00%0.00%

Frequently Asked Questions


YLDE and DEW have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEW has higher volatility (2.77%) compared to YLDE (2.49%). In terms of maximum drawdown, YLDE dropped -33.23% vs DEW's -65.55%.

On 5-year performance, DEW leads with 11.57% vs 10.08% for YLDE. On fees, DEW is cheaper at 0.58% per year. On volatility, YLDE has been the lower-risk option at 2.49%. 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 10.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEW is cheaper with a 0.58% expense ratio, compared with 0.60% for YLDE.

YLDE has the higher dividend yield at 6.98%, compared with 3.18% for DEW.

YLDE is categorized as Dividend, while DEW is Large Cap Value Equities. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.60% for YLDE and 0.58% for DEW.

DEW currently has the higher Sharpe Ratio (2.64 vs 1.54), 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 YLDE and DEW

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