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BBLU vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBLU vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBLU achieves a 10.22% return, which is significantly higher than DGRW's 8.57% return.


BBLU

1D
0.90%
1M
0.42%
6M
9.58%
YTD
10.22%
1Y
23.33%
3Y*
20.32%
5Y*
10Y*
ALL TIME*
24.90%

DGRW

1D
0.49%
1M
0.69%
6M
6.01%
YTD
8.57%
1Y
16.02%
3Y*
13.97%
5Y*
11.41%
10Y*
13.71%
ALL TIME*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.07M$1.06M$1.29M
$51.03M$48.50M$56.54M

BBLU vs. DGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
BBLU
Ea Bridgeway Blue Chip ETF
10.22%18.40%27.47%31.11%6.39%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
8.57%12.17%16.98%18.66%10.44%

Correlation

The correlation between BBLU and DGRW is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2022

0.87

The correlation between BBLU and DGRW has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

BBLU vs. DGRW - Sectors Allocation Comparison


Sectors
BBLU
DGRW

Technology

31.5%
33.8%

Financial Services

15.9%
8.4%

Healthcare

14.2%
12.8%

Communication Services

12.6%
11.1%

Consumer Cyclical

9.5%
8.0%

Consumer Defensive

8.8%
6.7%

Energy

5.2%
4.5%

Industrials

2.3%
11.8%

Basic Materials

-

2.8%

Real Estate

-

-

Utilities

-

0.2%

Technology

BBLU
31.5%
DGRW
33.8%

Financial Services

BBLU
15.9%
DGRW
8.4%

Healthcare

BBLU
14.2%
DGRW
12.8%

Communication Services

BBLU
12.6%
DGRW
11.1%

Consumer Cyclical

BBLU
9.5%
DGRW
8.0%

Consumer Defensive

BBLU
8.8%
DGRW
6.7%

Energy

BBLU
5.2%
DGRW
4.5%

Industrials

BBLU
2.3%
DGRW
11.8%

Basic Materials

BBLU

-

DGRW
2.8%

Real Estate

BBLU

-

DGRW

-

Utilities

BBLU

-

DGRW
0.2%

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Return for Risk

BBLU vs. DGRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBLU
BBLU Risk / Return Rank: 8080
Overall Rank
BBLU Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBLU Sortino Ratio Rank: 8181
Sortino Ratio Rank
BBLU Omega Ratio Rank: 7777
Omega Ratio Rank
BBLU Calmar Ratio Rank: 8282
Calmar Ratio Rank
BBLU Martin Ratio Rank: 8181
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 5959
Overall Rank
DGRW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6161
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6262
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5151
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBLU vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and WisdomTree U.S. Quality 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.

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.


BBLUDGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

2.97

1.79

+1.17

Martin ratioReturn relative to average drawdown

10.59

7.25

+3.35

BBLU vs. DGRW - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 1.86, which is higher than the DGRW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BBLU and DGRW, 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

BBLU vs. DGRW - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, 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.


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Drawdown Indicators


BBLUDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-32.04%

+14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-8.30%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.20%

-16.21%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-0.83%

-1.31%

+0.48%

Average Drawdown

Average peak-to-trough decline

-1.98%

-3.00%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.05%

-0.03%

Volatility

BBLU vs. DGRW - Volatility Comparison

Ea Bridgeway Blue Chip ETF (BBLU) has a higher volatility of 3.08% compared to WisdomTree U.S. Quality 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.


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Volatility by Period


BBLUDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.92%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

8.33%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

10.44%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

14.01%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

16.18%

-1.75%

BBLU vs. DGRW - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Dividends

BBLU vs. DGRW - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.14%, less than DGRW's 1.28% yield.


PositionTTM20252024202320222021202020192018201720162015
BBLU
Ea Bridgeway Blue Chip ETF
1.14%1.25%1.39%1.68%32.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.28%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Frequently Asked Questions


BBLU and DGRW have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBLU has higher volatility (3.08%) compared to DGRW (2.92%). In terms of maximum drawdown, BBLU dropped -17.20% vs DGRW's -32.04%.

On 3-year performance, BBLU leads with 20.32% vs 13.97% for DGRW. On fees, BBLU is cheaper at 0.15% per year. On volatility, DGRW has been the lower-risk option at 2.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BBLU has performed better with a 20.32% return vs 13.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBLU is cheaper with a 0.15% expense ratio, compared with 0.28% for DGRW.

DGRW has the higher dividend yield at 1.28%, compared with 1.14% for BBLU.

BBLU is categorized as Large Cap Growth Equities, while DGRW is Quality Factor. They also come from different issuers: Alpha Architect and WisdomTree. Their fees differ too: 0.15% for BBLU and 0.28% for DGRW.

BBLU currently has the higher Sharpe Ratio (1.86 vs 1.43), 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.

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