BGRO vs. DLN

Last updated Aug 2, 2026

BGRO (BlackRock Large Cap Growth ETF) and DLN (WisdomTree U.S. LargeCap Dividend Fund) are both exchange-traded funds - BGRO is a Large Cap Growth Equities fund actively managed by iShares, while DLN is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Dividend Index. BGRO is actively managed, while DLN is passively managed. Over the past year, BGRO returned 13.92% vs 21.73% for DLN. Their 0.53 correlation means they have sometimes moved together and sometimes differently. BGRO charges 0.55%/yr vs 0.28%/yr for DLN.

Performance

BGRO vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Large Cap Growth ETF (BGRO) and WisdomTree U.S. LargeCap Dividend Fund (DLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGRO achieves a 8.91% return, which is significantly lower than DLN's 13.03% return.

BGRO

• 1D: 1.70%
• 1M: -0.79%
• 6M: 8.95%
• YTD: 8.91%
• 1Y: 13.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.33%

DLN

• 1D: 0.27%
• 1M: 1.58%
• 6M: 9.25%
• YTD: 13.03%
• 1Y: 21.73%
• 3Y*: 17.15%
• 5Y*: 12.42%
• 10Y*: 12.60%
• ALL TIME*: 9.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BGRO BlackRock Large Cap Growth ETF	$7.79K	$25.19K	$34.77K
DLN WisdomTree U.S. LargeCap Dividend Fund	$9.42M	$12.19M	$12.33M

BGRO vs. DLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BGRO BlackRock Large Cap Growth ETF	8.91%	12.37%	11.06%
DLN WisdomTree U.S. LargeCap Dividend Fund	13.03%	15.53%	10.17%

Correlation

The correlation between BGRO and DLN is 0.49, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.49
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024	0.53

The correlation between BGRO and DLN has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.

BGRO vs. DLN - Sectors Allocation Comparison

Sectors	BGRO	DLN
Technology	51.5%	21.6%
Industrials	16.9%	8.0%
Communication Services	10.4%	7.7%
Consumer Cyclical	8.5%	4.9%
Real Estate	4.2%	3.9%
Healthcare	3.2%	13.4%
Energy	2.5%	7.0%
Basic Materials	1.9%	1.0%
Financial Services	1.4%	17.7%
Consumer Defensive	0.9%	9.0%
Utilities	-	5.7%

Return for Risk

BGRO vs. DLN — Risk / Return Rank

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

BGRO

BGRO Risk / Return Rank: 24
BGRO Sharpe Ratio Rank: 25
BGRO Sortino Ratio Rank: 24
BGRO Omega Ratio Rank: 24
BGRO Calmar Ratio Rank: 22
BGRO Martin Ratio Rank: 25

DLN

DLN Risk / Return Rank: 90
DLN Sharpe Ratio Rank: 91
DLN Sortino Ratio Rank: 91
DLN Omega Ratio Rank: 90
DLN Calmar Ratio Rank: 87
DLN Martin Ratio Rank: 90

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.

BGRO vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Growth ETF (BGRO) and WisdomTree U.S. LargeCap Dividend Fund (DLN). 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.

	BGRO	DLN	Difference
Sharpe ratio: Return per unit of total volatility	0.57	2.31	-1.74
Sortino ratio: Return per unit of downside risk	0.91	3.28	-2.37
Omega ratio: Gain probability vs. loss probability	1.11	1.42	-0.31
Calmar ratio: Return relative to maximum drawdown	0.64	3.41	-2.76
Martin ratio: Return relative to average drawdown	1.97	14.33	-12.37

BGRO vs. DLN - Sharpe Ratio Comparison

The current BGRO Sharpe Ratio is 0.57, which is lower than the DLN Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BGRO and DLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BGRO vs. DLN - Drawdown Comparison

The maximum BGRO drawdown since its inception was -24.94%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for BGRO and DLN.

Drawdown Indicators

	BGRO	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-57.84%	+32.90%
Max Drawdown (1Y) Largest decline over 1 year	-17.64%	-6.10%	-11.54%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.82%	—
Current Drawdown Current decline from peak	-6.19%	-0.43%	-5.76%
Average Drawdown Average peak-to-trough decline	-4.82%	-7.47%	+2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.76%	1.45%	+4.31%

Volatility

BGRO vs. DLN - Volatility Comparison

BlackRock Large Cap Growth ETF (BGRO) has a higher volatility of 6.02% compared to WisdomTree U.S. LargeCap Dividend Fund (DLN) at 2.35%. This indicates that BGRO's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGRO	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	2.35%	+3.67%
Volatility (6M) Calculated over the trailing 6-month period	16.00%	6.89%	+9.11%
Volatility (1Y) Calculated over the trailing 1-year period	19.92%	9.03%	+10.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.57%	13.24%	+10.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.57%	16.12%	+7.45%

BGRO vs. DLN - Expense Ratio Comparison

BGRO has a 0.55% expense ratio, which is higher than DLN's 0.28% expense ratio.

Dividends

BGRO vs. DLN - Dividend Comparison

BGRO's dividend yield for the trailing twelve months is around 0.03%, less than DLN's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGRO BlackRock Large Cap Growth ETF	0.03%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DLN WisdomTree U.S. LargeCap Dividend Fund	1.75%	1.90%	2.00%	2.43%	2.53%	2.01%	2.66%	2.51%	2.90%	2.33%	2.64%	2.80%

Frequently Asked Questions

Can I hold both BGRO and DLN in my portfolio?

BGRO and DLN have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BGRO or DLN?

BGRO has higher volatility (6.02%) compared to DLN (2.35%). In terms of maximum drawdown, BGRO dropped -24.94% vs DLN's -57.84%.

Which ETF is better, BGRO or DLN?

On 1-year performance, DLN leads with 21.73% vs 13.92% for BGRO. On fees, DLN is cheaper at 0.28% per year. On volatility, DLN has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BGRO or DLN?

Over the 1-year period, DLN has performed better with a 21.73% return vs 13.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BGRO or DLN?

DLN is cheaper with a 0.28% expense ratio, compared with 0.55% for BGRO.

Which ETF pays a higher dividend yield, BGRO or DLN?

DLN has the higher dividend yield at 1.75%, compared with 0.03% for BGRO.

What is the main difference between BGRO and DLN?

BGRO is categorized as Large Cap Growth Equities, while DLN is Large Cap Value Equities. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.55% for BGRO and 0.28% for DLN.

Which has better risk-adjusted returns?

DLN currently has the higher Sharpe Ratio (2.31 vs 0.57), 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.