DGRE vs. AGEM

Last updated Jul 14, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and AGEM (abrdn Emerging Markets Dividend Active ETF) are both Emerging Markets Equities funds. Both are actively managed. Over the past year, DGRE returned 41.62% vs 43.93% for AGEM. Their correlation of 0.88 suggests significant overlap in exposure. DGRE charges 0.32%/yr vs 0.70%/yr for AGEM.

Performance

DGRE vs. AGEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and abrdn Emerging Markets Dividend Active ETF (AGEM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DGRE having a 23.46% return and AGEM slightly lower at 23.23%.

DGRE

• 1D: -3.26%
• 1M: -3.93%
• 6M: 18.21%
• YTD: 23.46%
• 1Y: 41.62%
• 3Y*: 19.85%
• 5Y*: 7.90%
• 10Y*: 8.42%

AGEM

• 1D: -3.34%
• 1M: -4.02%
• 6M: 16.13%
• YTD: 23.23%
• 1Y: 43.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGRE vs. AGEM - Yearly Performance Comparison

	2026 (YTD)	2025
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	23.46%	27.40%
AGEM abrdn Emerging Markets Dividend Active ETF	23.23%	29.73%

Correlation

The correlation between DGRE and AGEM is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Feb 18, 2025	0.88

The correlation between DGRE and AGEM has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

Return for Risk

DGRE vs. AGEM — Risk / Return Rank

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

DGRE

DGRE Risk / Return Rank: 71
DGRE Sharpe Ratio Rank: 70
DGRE Sortino Ratio Rank: 64
DGRE Omega Ratio Rank: 71
DGRE Calmar Ratio Rank: 75
DGRE Martin Ratio Rank: 76

AGEM

AGEM Risk / Return Rank: 74
AGEM Sharpe Ratio Rank: 75
AGEM Sortino Ratio Rank: 68
AGEM Omega Ratio Rank: 74
AGEM Calmar Ratio Rank: 77
AGEM Martin Ratio Rank: 76

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.

DGRE vs. AGEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and abrdn Emerging Markets Dividend Active ETF (AGEM). 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.

	DGRE	AGEM	Difference
Sharpe ratio: Return per unit of total volatility	1.79	1.89	-0.10
Sortino ratio: Return per unit of downside risk	2.36	2.47	-0.11
Omega ratio: Gain probability vs. loss probability	1.33	1.35	-0.01
Calmar ratio: Return relative to maximum drawdown	3.06	3.17	-0.11
Martin ratio: Return relative to average drawdown	11.25	11.21	+0.04

DGRE vs. AGEM - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.79, which is comparable to the AGEM Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of DGRE and AGEM, 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

DGRE vs. AGEM - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, which is greater than AGEM's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for DGRE and AGEM.

Drawdown Indicators

	DGRE	AGEM	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-15.58%	-21.37%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-13.92%	+0.24%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.43%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	—	—
Current Drawdown Current decline from peak	-8.73%	-8.33%	-0.40%
Average Drawdown Average peak-to-trough decline	-11.94%	-2.41%	-9.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	3.93%	-0.22%

Volatility

DGRE vs. AGEM - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and abrdn Emerging Markets Dividend Active ETF (AGEM) have volatilities of 10.85% and 10.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	AGEM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.85%	10.84%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	21.70%	21.44%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	23.37%	23.41%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.88%	23.27%	-4.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.87%	23.27%	-3.40%

DGRE vs. AGEM - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than AGEM's 0.70% expense ratio.

Dividends

DGRE vs. AGEM - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.34%, less than AGEM's 1.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGEM abrdn Emerging Markets Dividend Active ETF	1.97%	1.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.34%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%

Frequently Asked Questions

Can I hold both DGRE and AGEM in my portfolio?

With a correlation of 0.92, DGRE and AGEM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DGRE or AGEM?

DGRE has higher volatility (10.85%) compared to AGEM (10.84%). In terms of maximum drawdown, DGRE dropped -36.95% vs AGEM's -15.58%.

Which ETF is better, DGRE or AGEM?

On 1-year performance, AGEM leads with 43.93% vs 41.62% for DGRE. On fees, DGRE is cheaper at 0.32% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or AGEM?

Over the 1-year period, AGEM has performed better with a 43.93% return vs 41.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or AGEM?

DGRE is cheaper with a 0.32% expense ratio, compared with 0.70% for AGEM.

Which ETF pays a higher dividend yield, DGRE or AGEM?

AGEM has the higher dividend yield at 1.97%, compared with 1.34% for DGRE.

What is the main difference between DGRE and AGEM?

They also come from different issuers: WisdomTree and abrdn. Their fees differ too: 0.32% for DGRE and 0.70% for AGEM.

Which has better risk-adjusted returns?

AGEM currently has the higher Sharpe Ratio (1.89 vs 1.79), 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.