WisdomTree Global ex-U.S. Quality Dividend Growth Fund

10-Year Study

DNL.US · · US · ETF

Executive Summary: WisdomTree Global ex-U.S. Quality Dividend Growth Fund has compounded at 9.0% annually over the last 10 years, with a maximum drawdown of 34.0% and an annualized volatility of 19.3%.

1Y CAGR
+16.9%
3Y CAGR
+10.7%
5Y CAGR
+3.6%
10Y CAGR
+9.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
34.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +36.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.02.3-8.08.7————————6.5%
20253.3-0.9-2.82.95.54.8-4.41.54.11.7-1.21.917.0%
2024-1.23.33.5-3.54.30.50.51.6-1.0-5.1-0.2-2.9-0.6%
20239.9-4.55.41.3-3.84.42.0-3.4-4.8-3.89.65.217.0%
2022-5.5-3.40.8-9.82.7-12.16.3-7.5-10.54.915.4-2.8-22.4%
20210.11.11.23.53.50.71.71.8-5.73.9-1.75.416.1%
2020-1.5-6.9-11.910.05.63.33.62.9-0.1-2.710.07.118.2%
20198.71.82.43.9-6.26.80.4-1.52.84.12.96.136.2%
20184.3-4.81.5-1.7-0.4-1.13.3-1.1-1.5-8.3-0.4-5.1-14.8%
20174.21.63.12.73.01.13.22.70.92.50.32.231.1%
2016———1.6-1.41.74.2-0.81.7-3.0-4.31.10.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 38.6% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110163.189390263628
2016-05-0110022.534907542187
2016-06-0110196.668284004529
2016-07-0110624.130680899241
2016-08-0110537.764839074884
2016-09-0110713.461642137043
2016-10-0110391.395762574803
2016-11-019949.592969971429
2016-12-0110063.830934282172
2017-01-0110489.298614480567
2017-02-0110655.992236778262
2017-03-0110988.732546228908
2017-04-0111285.94533398027
2017-05-0111623.268100706237
2017-06-0111747.371825974446
2017-07-0112124.427192840583
2017-08-0112446.439161140763
2017-09-0112563.588333602891
2017-10-0112877.837080166048
2017-11-0112912.286376624079
2017-12-0113194.24227721171
2018-01-0113762.682624400237
2018-02-0113106.20518626341
2018-03-0113297.967545420237
2018-04-0113073.265405143135
2018-05-0113024.206156666127
2018-06-0112883.929052779125
2018-07-0113315.273060542348
2018-08-0113166.801444821825
2018-09-0112971.912232465362
2018-10-0111893.093967329776
2018-11-0111845.70596797671
2018-12-0111247.45269286754
2019-01-0112228.47592862149
2019-02-0112444.174888134132
2019-03-0112741.118119575181
2019-04-0113237.586931910077
2019-05-0112421.639980591945
2019-06-0113261.900911100329
2019-07-0113318.346002479919
2019-08-0113116.825704889752
2019-09-0113484.662245943178
2019-10-0114043.829856056931
2019-11-0114448.272144050894
2019-12-0115322.928459755243
2020-01-0115094.668176182004
2020-02-0114056.82247021403
2020-03-0112377.163189390265
2020-04-0113609.898107714702
2020-05-0114370.208636584182
2020-06-0114839.560084101568
2020-07-0115366.434848239798
2020-08-0115811.094937732492
2020-09-0115791.579060865815
2020-10-0115369.399967653244
2020-11-0116907.164806728124
2020-12-0118114.723165669307
2021-01-0118133.753841177422
2021-02-0118328.858698582135
2021-03-0118547.954067604725
2021-04-0119198.77082322497
2021-05-0119865.54531241576
2021-06-0120011.37527629522
2021-07-0120341.635667690978
2021-08-0120709.202652434094
2021-09-0119535.877944902688
2021-10-0120303.57431667475
2021-11-0119960.86042374252
2021-12-0121038.492641112727
2022-01-0119879.616151814113
2022-02-0119198.77082322497
2022-03-0119358.348158930403
2022-04-0117467.033263248693
2022-05-0117930.02318184269
2022-06-0115765.75556633781
2022-07-0116760.795730228045
2022-08-0115507.089330961237
2022-09-0113877.136233759233
2022-10-0114555.717289341745
2022-11-0116799.989217747585
2022-12-0116329.936923823387
2023-01-0117943.93228745485
2023-02-0117138.228475928623
2023-03-0118057.792872931153
2023-04-0118297.644077847865
2023-05-0117609.790285190575
2023-06-0118386.382015202977
2023-07-0118750.822146746457
2023-08-0118104.048735780907
2023-09-0117228.04463852499
2023-10-0116573.939295918917
2023-11-0118162.865922691253
2023-12-0119105.77389616691
2024-01-0118878.484015310798
2024-02-0119493.126314087014
2024-03-0120172.78559491078
2024-04-0119467.30281955901
2024-05-0120307.617661329452
2024-06-0120418.513127392314
2024-07-0120524.826136179847
2024-08-0120862.41845921613
2024-09-0120664.07892608766
2024-10-0119601.91924092943
2024-11-0119565.20567146477
2024-12-0118988.57081244272
2025-01-0119606.01649684619
2025-02-0119421.31651301957
2025-03-0118883.44385142056
2025-04-0119439.322874548496
2025-05-0120508.706668823117
2025-06-0121497.115747479646
2025-07-0120541.59253868133
2025-08-0120856.542131651302
2025-09-0121705.752331662086
2025-10-0122070.30028572969
2025-11-0121810.609736373928
2025-12-0122222.222222222223
2026-01-0123111.75804625586
2026-02-0123645.47954067605
2026-03-0121763.976494689738
2026-04-0123661.652919294844
Annual Return Matrix
YearAnnual Return
20170.3110556370999711
2018-0.14754841873008095
20190.3623465577652196
20200.18219720292022168
20210.16140293443647513
2022-0.22380670505300537
20230.16998454956025677
2024-0.006134432677846524
20250.17029461783719801
20260.06477438136826796
Total Factor Risk
0.19309426962642218
VTI.US Exposure
0.00802962721428729
VEA.US Exposure
0.3855620629351881
VWO.US Exposure
0.04529891026555005
QQQ.US Exposure
-0.008199256560800767
VTV.US Exposure
-0.09393714664367354
IJR.US Exposure
0.020079053400958915
QUAL.US Exposure
0.19718845865194834
SHV.US Exposure
0.32581573163546346
TLT.US Exposure
-0.00797087481525424
LQD.US Exposure
0.07562570599080369
HYG.US Exposure
0.004506232181076575
GLD.US Exposure
0.0018613158661004274
USO.US Exposure
-0.006655939867535647
VNQ.US Exposure
-0.018068732425709368
BTC-USD.CC Exposure
0.0043147493589355285
CPER.US Exposure
0.04963382039497348
VIX.INDX Exposure
-0.0240377473580246
UUP.US Exposure
0.018265587144226648
TIP.US Exposure
-0.01204597948240565
Idiosyncratic Exposure
0.034734422113891376
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$11
Avg Yield on Cost
0.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$10.780.11%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Global ex-U.S. Quality Dividend Growth Fund a high-risk investment?

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL.US) has an annualized volatility of 19.3% and experienced a maximum drawdown of 34.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DNL.US?

Over the past 10 years, DNL.US has generated a Compound Annual Growth Rate (CAGR) of 9.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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