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DGRE vs. BFTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

DGRE vs. BFTR - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.91%
0
DGRE
BFTR

Returns By Period


DGRE

YTD

5.63%

1M

-5.19%

6M

-0.91%

1Y

13.12%

5Y (annualized)

3.66%

10Y (annualized)

2.55%

BFTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


DGREBFTR

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DGRE vs. BFTR - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than BFTR's 0.80% expense ratio.


BFTR
Future Innovators ETF
Expense ratio chart for BFTR: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for DGRE: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Correlation

-0.50.00.51.00.5

The correlation between DGRE and BFTR is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

DGRE vs. BFTR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DGRE, currently valued at 0.85, compared to the broader market0.002.004.000.85
The chart of Sortino ratio for DGRE, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.26
The chart of Omega ratio for DGRE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
The chart of Calmar ratio for DGRE, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.67
The chart of Martin ratio for DGRE, currently valued at 4.15, compared to the broader market0.0020.0040.0060.0080.00100.004.15
DGRE
BFTR

Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.85
1.00
DGRE
BFTR

Dividends

DGRE vs. BFTR - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 2.13%, while BFTR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
2.13%2.22%4.38%2.56%2.11%2.32%2.71%2.09%3.18%3.01%2.45%0.57%
BFTR
Future Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGRE vs. BFTR - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.52%
-57.96%
DGRE
BFTR

Volatility

DGRE vs. BFTR - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 3.53% compared to Future Innovators ETF (BFTR) at 0.00%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than BFTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.53%
0
DGRE
BFTR