BBLU vs. DGRW
Compare and contrast key facts about Ea Bridgeway Blue Chip ETF (BBLU) and WisdomTree U.S. Dividend Growth Fund (DGRW).
BBLU and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBLU or DGRW.
Key characteristics
| BBLU | DGRW | |
|---|---|---|
| YTD Return | 22.54% | 18.42% |
| 1Y Return | 32.40% | 29.25% |
| Sharpe Ratio | 3.10 | 3.09 |
| Sortino Ratio | 4.17 | 4.27 |
| Omega Ratio | 1.56 | 1.58 |
| Calmar Ratio | 3.94 | 5.24 |
| Martin Ratio | 17.59 | 20.17 |
| Ulcer Index | 2.03% | 1.63% |
| Daily Std Dev | 11.53% | 10.62% |
| Max Drawdown | -9.07% | -32.04% |
| Current Drawdown | -2.00% | -2.92% |
Correlation
The correlation between BBLU and DGRW is 0.89, 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.
Performance
BBLU vs. DGRW - Performance Comparison
In the year-to-date period, BBLU achieves a 22.54% return, which is significantly higher than DGRW's 18.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBLU vs. DGRW - Expense Ratio Comparison
BBLU has a 0.15% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
BBLU vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
BBLU vs. DGRW - Dividend Comparison
BBLU's dividend yield for the trailing twelve months is around 1.37%, less than DGRW's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 1.37% | 1.68% | 32.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.54% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
Drawdowns
BBLU vs. DGRW - Drawdown Comparison
The maximum BBLU drawdown since its inception was -9.07%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for BBLU and DGRW. For additional features, visit the drawdowns tool.
Volatility
BBLU vs. DGRW - Volatility Comparison
Ea Bridgeway Blue Chip ETF (BBLU) has a higher volatility of 3.11% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.92%. This indicates that BBLU's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.