WisdomTree International LargeCap Dividend Fund

10-Year Study

DOL.US · · US · ETF

Executive Summary: WisdomTree International LargeCap Dividend Fund has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 24.9% and an annualized volatility of 14.5%.

1Y CAGR
+27.4%
3Y CAGR
+21.1%
5Y CAGR
+11.6%
10Y CAGR
+9.3%

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 →
24.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.9%
% 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.
20265.96.2-8.36.2————————9.7%
20254.74.02.73.83.92.0-1.14.61.40.91.34.137.4%
2024-0.72.73.6-2.44.9-2.42.93.60.3-4.1-1.6-2.24.1%
20238.0-3.12.43.0-5.15.42.8-3.4-1.9-2.46.84.316.8%
20220.3-2.91.9-5.52.6-9.13.6-5.2-8.05.813.4-1.5-6.7%
2021-0.61.33.12.44.3-1.20.90.6-4.22.6-3.55.811.5%
2020-3.4-7.9-14.74.03.93.41.03.8-2.6-4.612.14.7-3.2%
20196.42.40.72.3-4.35.6-2.7-2.33.22.90.53.719.5%
20185.0-5.6-0.42.3-3.3-1.13.3-3.21.5-6.60.7-5.6-12.9%
20172.70.43.42.14.0-0.32.8-0.02.51.00.81.122.3%
2016———3.4-0.9-1.73.20.61.1-1.7-1.93.55.5%

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 14.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 99.2% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110339.067197140372
2016-05-0110241.178363794485
2016-06-0110069.059733074031
2016-07-0110393.849335424184
2016-08-0110455.890107030604
2016-09-0110572.610300411552
2016-10-0110389.295570179342
2016-11-0110196.154293892474
2016-12-0110548.67735374881
2017-01-0110829.538528962632
2017-02-0110868.947429690548
2017-03-0111242.321940931159
2017-04-0111477.542747187279
2017-05-0111931.960584251505
2017-06-0111892.75711654215
2017-07-0112224.839591051337
2017-08-0112222.340155992137
2017-09-0112532.167386823527
2017-10-0112658.714126259134
2017-11-0112754.89101778365
2017-12-0112895.989262700896
2018-01-0113542.966315832722
2018-02-0112785.192388021884
2018-03-0112733.45750618011
2018-04-0113029.34953058555
2018-05-0112599.789088767608
2018-06-0112456.841946683282
2018-07-0112863.462368094883
2018-08-0112454.239795114803
2018-09-0112644.778919833188
2018-10-0111808.461101257933
2018-11-0111892.346250505021
2018-12-0111227.804674285948
2019-01-0111946.032746023158
2019-02-0112233.844405031738
2019-03-0112323.721350653617
2019-04-0112605.815123978828
2019-05-0112063.506193805511
2019-06-0112739.243869536336
2019-07-0112395.79410133326
2019-08-0112106.441694685449
2019-09-0112499.53777570823
2019-10-0112864.044428314148
2019-11-0112934.747625536693
2019-12-0113414.194052029336
2020-01-0112951.456177713257
2020-02-0111924.633473256046
2020-03-0110171.673525846896
2020-04-0110576.582005437127
2020-05-0110984.229591941548
2020-06-0111359.692672204226
2020-07-0111473.810714016694
2020-08-0111910.835222175809
2020-09-0111598.611272794504
2020-10-0111064.38270801805
2020-11-0112403.223928838
2020-12-0112982.13417515219
2021-01-0112898.009354050111
2021-02-0113063.519889340081
2021-03-0113472.297357446603
2021-04-0113800.099977402368
2021-05-0114393.013907815357
2021-06-0114214.971958392965
2021-07-0114349.051241842597
2021-08-0114431.94346483329
2021-09-0113830.846452514159
2021-10-0114186.451007648955
2021-11-0113691.87101545541
2021-12-0114479.877835831625
2022-01-0114516.890018009628
2022-02-0114091.986057945804
2022-03-0114354.35826148884
2022-04-0113564.810693473393
2022-05-0113916.169632891193
2022-06-0112655.427197962106
2022-07-0113109.160258297781
2022-08-0112425.547650188655
2022-09-0111425.670909999795
2022-10-0112085.21361610047
2022-11-0113706.559476282759
2022-12-0113506.262283182568
2023-01-0114592.660563023424
2023-02-0114138.448158977762
2023-03-0114473.406695746851
2023-04-0114907.315469791074
2023-05-0114144.885060226112
2023-06-0114903.378003601925
2023-07-0115314.107085384809
2023-08-0114795.936534892797
2023-09-0114511.582998363383
2023-10-0114159.162655016333
2023-11-0115119.253867276575
2023-12-0115771.57217889107
2024-01-0115653.790581580875
2024-02-0116071.401669485665
2024-03-0116657.091205412475
2024-04-0116258.071805687752
2024-05-0117056.418754665043
2024-06-0116651.476036238382
2024-07-0117127.395862579004
2024-08-0117735.751508220743
2024-09-0117797.484130299315
2024-10-0117063.3692384598
2024-11-0116789.6639800593
2024-12-0116415.056870707303
2025-01-0117185.56764566913
2025-02-0117870.92643443605
2025-03-0118359.377674909094
2025-04-0119062.814569309678
2025-05-0119799.771284572664
2025-06-0120190.778796573373
2025-07-0119978.25833886861
2025-08-0120896.817842542438
2025-09-0121192.538672765742
2025-10-0121390.096758951742
2025-11-0121667.22590099498
2025-12-0122546.273787431604
2026-01-0123885.012291742278
2026-02-0125374.40167633343
2026-03-0123278.9848869776
2026-04-0124723.863784213154
Annual Return Matrix
YearAnnual Return
20170.22252191722575465
2018-0.1293568530829846
20190.19472990857693495
2020-0.03220915659944401
20210.11536960259940265
2022-0.06723921041928727
20230.16772293090510848
20240.040800288298301846
20250.37351176819042675
20260.0965831435079727
Total Factor Risk
0.14452015751054315
VTI.US Exposure
-0.17547350223484642
VEA.US Exposure
0.9918910641563887
VWO.US Exposure
0.017955147144861898
QQQ.US Exposure
0.06342617212388818
VTV.US Exposure
0.14220267695507727
IJR.US Exposure
-0.05198591738919238
QUAL.US Exposure
-0.027723676613896613
SHV.US Exposure
-0.0000013597727280705225
TLT.US Exposure
-0.0003684542529479584
LQD.US Exposure
-0.034572561492571645
HYG.US Exposure
0.04401340488437474
GLD.US Exposure
-0.01472757587364615
USO.US Exposure
-0.0011039538265247676
VNQ.US Exposure
-0.000600118776849135
BTC-USD.CC Exposure
-0.003805346836790184
CPER.US Exposure
0.007547431736237505
VIX.INDX Exposure
-0.004800127844483698
UUP.US Exposure
0.03034977532756431
TIP.US Exposure
0.0005101059817579875
Idiosyncratic Exposure
0.017266816604326534
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.5%

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 →13.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.50%
Market Cap$95.5B
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$70.190.70%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 →
+2.6%
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 →
+11.6%
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 →
2.9% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree International LargeCap Dividend Fund a high-risk investment?

WisdomTree International LargeCap Dividend Fund (DOL.US) has an annualized volatility of 14.5% and experienced a maximum drawdown of 24.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DOL.US has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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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