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BTCW vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTCW vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wisdom Tree Bitcoin Fund (BTCW) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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BTCW vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024
BTCW
Wisdom Tree Bitcoin Fund
-22.24%-6.05%100.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
-1.22%12.17%16.70%

Returns By Period

In the year-to-date period, BTCW achieves a -22.24% return, which is significantly lower than DGRW's -1.22% return.


BTCW

1D
0.50%
1M
-1.54%
YTD
-22.24%
6M
-42.12%
1Y
-19.97%
3Y*
5Y*
10Y*

DGRW

1D
0.28%
1M
-5.15%
YTD
-1.22%
6M
-0.48%
1Y
11.58%
3Y*
14.04%
5Y*
10.87%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTCW vs. DGRW - Expense Ratio Comparison

BTCW has a 0.30% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Return for Risk

BTCW vs. DGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTCW
BTCW Risk / Return Rank: 66
Overall Rank
BTCW Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BTCW Sortino Ratio Rank: 55
Sortino Ratio Rank
BTCW Omega Ratio Rank: 66
Omega Ratio Rank
BTCW Calmar Ratio Rank: 66
Calmar Ratio Rank
BTCW Martin Ratio Rank: 66
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4242
Overall Rank
DGRW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4040
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4343
Omega Ratio Rank
DGRW Calmar Ratio Rank: 3939
Calmar Ratio Rank
DGRW Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTCW vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wisdom Tree Bitcoin Fund (BTCW) 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.


BTCWDGRWDifference

Sharpe ratio

Return per unit of total volatility

-0.44

0.75

-1.20

Sortino ratio

Return per unit of downside risk

-0.37

1.19

-1.56

Omega ratio

Gain probability vs. loss probability

0.96

1.18

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.35

1.05

-1.41

Martin ratio

Return relative to average drawdown

-0.75

4.75

-5.50

BTCW vs. DGRW - Sharpe Ratio Comparison

The current BTCW Sharpe Ratio is -0.44, which is lower than the DGRW Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BTCW and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTCWDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

0.75

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.81

-0.44

Correlation

The correlation between BTCW and DGRW is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BTCW vs. DGRW - Dividend Comparison

BTCW has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.43%.


TTM20252024202320222021202020192018201720162015
BTCW
Wisdom Tree Bitcoin Fund
0.00%0.00%0.00%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
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

BTCW vs. DGRW - Drawdown Comparison

The maximum BTCW drawdown since its inception was -49.29%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for BTCW and DGRW.


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Drawdown Indicators


BTCWDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-32.04%

-17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-49.29%

-11.30%

-37.99%

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

-45.80%

-5.69%

-40.11%

Average Drawdown

Average peak-to-trough decline

-14.16%

-3.04%

-11.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.23%

2.51%

+20.72%

Volatility

BTCW vs. DGRW - Volatility Comparison

Wisdom Tree Bitcoin Fund (BTCW) has a higher volatility of 12.82% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.64%. This indicates that BTCW'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


BTCWDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.82%

4.64%

+8.18%

Volatility (6M)

Calculated over the trailing 6-month period

36.58%

7.73%

+28.85%

Volatility (1Y)

Calculated over the trailing 1-year period

45.26%

15.41%

+29.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.13%

13.98%

+37.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.13%

16.21%

+34.92%