DGRE vs. DGRO
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares Core Dividend Growth ETF (DGRO).
DGRE and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGRE is an actively managed fund by WisdomTree. It was launched on Aug 1, 2013. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or DGRO.
Performance
DGRE vs. DGRO - Performance Comparison
Returns By Period
In the year-to-date period, DGRE achieves a 5.22% return, which is significantly lower than DGRO's 19.49% return. Over the past 10 years, DGRE has underperformed DGRO with an annualized return of 2.44%, while DGRO has yielded a comparatively higher 11.77% annualized return.
DGRE
5.22%
-6.91%
-2.05%
13.02%
3.49%
2.44%
DGRO
19.49%
-1.03%
9.74%
27.24%
11.86%
11.77%
Key characteristics
| DGRE | DGRO | |
|---|---|---|
| Sharpe Ratio | 0.83 | 2.90 |
| Sortino Ratio | 1.24 | 4.07 |
| Omega Ratio | 1.15 | 1.53 |
| Calmar Ratio | 0.65 | 5.24 |
| Martin Ratio | 4.29 | 19.08 |
| Ulcer Index | 3.00% | 1.45% |
| Daily Std Dev | 15.50% | 9.56% |
| Max Drawdown | -36.95% | -35.10% |
| Current Drawdown | -9.87% | -1.50% |
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DGRE vs. DGRO - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Correlation
The correlation between DGRE and DGRO is 0.58, 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. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
DGRE vs. DGRO - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.14%, less than DGRO's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.14% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
DGRO iShares Core Dividend Growth ETF | 2.18% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
DGRE vs. DGRO - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DGRE and DGRO. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. DGRO - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares Core Dividend Growth ETF (DGRO) have volatilities of 3.30% and 3.32%, 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.