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iShares Core Dividend Growth ETF (DGRO) Sharpe Ratio: 2.21

ETF · Currency in USD · Last updated Jun 11, 2026

DGRO, or the iShares Core Dividend Growth ETF, is a passively managed exchange-traded fund that aims to replicate the performance of the Morningstar U.S. Dividend Growth Index. This index is comprised of U.S. stocks that have a history of increasing dividends and are expected to continue doing so in the future. By investing in DGRO, investors can gain exposure to a diversified portfolio of dividend-paying stocks with a focus on growth. The fund was launched on June 10, 2014, and is managed by iShares, a division of BlackRock, one of the world's largest asset managers. It has an expense ratio of 0.08%, which is considered very low compared to other ETFs and mutual funds, making DGRO a popular choice for investors looking for low-cost exposure to dividend-paying growth stocks.

DGRO's Sharpe Ratio of 2.21 indicates that for each unit of volatility, it generates 2.21 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 11, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

DGRO Sharpe Ratio Rank

DGRO Sharpe Ratio Rank: 79.880
Above Average

DGRO ranks above 79.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

DGRO Sharpe Ratio Market Positioning

The chart shows DGRO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.72 or lower
  • Yellow zone (middle 50%): 0.72 to 1.99
  • Green zone (top 25%): 1.99 or higher
  • Top 1%: 7.02+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Core Dividend Growth ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities, Dividend category across multiple time periods, showing how DGRO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AMDYYieldMax AMD Option Income Strategy ETF3.30
LVHIFranklin International Low Volatility High Dividend Index ETF3.09
INCEFranklin Income Equity Focus ETF2.81
DARPGrizzle Growth ETF2.70
IDViShares International Select Dividend ETF2.61
DEWWisdomTree Global High Dividend Fund2.59
ALTYGlobal X Alternative Income ETF2.54
DVYAiShares Asia/Pacific Dividend ETF2.42
FMTMMarketDesk Focused U.S. Momentum ETF2.38
FGDFirst Trust Dow Jones Global Select Dividend Index Fund2.37
DGROiShares Core Dividend Growth ETF2.21

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DGRO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DGRO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does DGRO fit in your portfolio?

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