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BUFF vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFF and DGRW is 0.81, 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

BUFF vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFF:

0.83

DGRW:

0.50

Sortino Ratio

BUFF:

1.22

DGRW:

0.86

Omega Ratio

BUFF:

1.20

DGRW:

1.12

Calmar Ratio

BUFF:

0.82

DGRW:

0.53

Martin Ratio

BUFF:

3.60

DGRW:

1.96

Ulcer Index

BUFF:

2.32%

DGRW:

4.35%

Daily Std Dev

BUFF:

10.32%

DGRW:

16.42%

Max Drawdown

BUFF:

-46.23%

DGRW:

-32.04%

Current Drawdown

BUFF:

-1.11%

DGRW:

-5.37%

Returns By Period

In the year-to-date period, BUFF achieves a 1.31% return, which is significantly higher than DGRW's -0.20% return.


BUFF

YTD

1.31%

1M

6.06%

6M

1.34%

1Y

8.54%

5Y*

12.38%

10Y*

N/A

DGRW

YTD

-0.20%

1M

6.00%

6M

-4.41%

1Y

8.19%

5Y*

15.99%

10Y*

11.94%

*Annualized

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BUFF vs. DGRW - Expense Ratio Comparison

BUFF has a 0.99% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Risk-Adjusted Performance

BUFF vs. DGRW — Risk-Adjusted Performance Rank

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

BUFF
The Risk-Adjusted Performance Rank of BUFF is 7575
Overall Rank
The Sharpe Ratio Rank of BUFF is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BUFF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BUFF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BUFF is 7777
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 5151
Overall Rank
The Sharpe Ratio Rank of DGRW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BUFF vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) 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.


The current BUFF Sharpe Ratio is 0.83, which is higher than the DGRW Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of BUFF 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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Dividends

BUFF vs. DGRW - Dividend Comparison

BUFF has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.60%.


TTM20242023202220212020201920182017201620152014
BUFF
Innovator Laddered Fund of U.S. Equity Power Buffer ETF
0.00%0.00%0.00%0.00%0.00%1.78%1.68%1.74%1.55%0.18%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.60%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%1.33%1.79%

Drawdowns

BUFF vs. DGRW - Drawdown Comparison

The maximum BUFF drawdown since its inception was -46.23%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for BUFF and DGRW. For additional features, visit the drawdowns tool.


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Volatility

BUFF vs. DGRW - Volatility Comparison

The current volatility for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) is 4.00%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 5.30%. This indicates that BUFF experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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