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DGRE vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGRE vs. DGRW - Performance Comparison

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

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DGRE vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
6.00%27.47%3.63%18.46%-21.86%2.55%10.85%21.12%-16.36%33.61%
DGRW
WisdomTree U.S. Dividend Growth Fund
-1.50%12.17%16.98%18.66%-6.33%24.46%13.87%29.54%-5.38%26.90%

Returns By Period

In the year-to-date period, DGRE achieves a 6.00% return, which is significantly higher than DGRW's -1.50% return. Over the past 10 years, DGRE has underperformed DGRW with an annualized return of 7.39%, while DGRW has yielded a comparatively higher 13.04% annualized return.


DGRE

1D
3.90%
1M
-9.64%
YTD
6.00%
6M
16.05%
1Y
38.54%
3Y*
15.78%
5Y*
4.68%
10Y*
7.39%

DGRW

1D
2.56%
1M
-5.41%
YTD
-1.50%
6M
-0.59%
1Y
11.60%
3Y*
13.93%
5Y*
10.81%
10Y*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGRE vs. DGRW - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Return for Risk

DGRE vs. DGRW — Risk / Return Rank

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

DGRE
DGRE Risk / Return Rank: 9090
Overall Rank
DGRE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGRE Omega Ratio Rank: 9090
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGRE Martin Ratio Rank: 9191
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4949
Overall Rank
DGRW Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4747
Sortino Ratio Rank
DGRW Omega Ratio Rank: 5050
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4949
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5757
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.

DGRE vs. DGRW - Risk-Adjusted Trends Comparison

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


DGREDGRWDifference

Sharpe ratio

Return per unit of total volatility

1.97

0.76

+1.22

Sortino ratio

Return per unit of downside risk

2.63

1.19

+1.44

Omega ratio

Gain probability vs. loss probability

1.38

1.18

+0.20

Calmar ratio

Return relative to maximum drawdown

2.78

1.12

+1.66

Martin ratio

Return relative to average drawdown

12.01

5.10

+6.92

DGRE vs. DGRW - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.97, which is higher than the DGRW Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DGRE 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


DGREDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.76

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.78

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.81

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.81

-0.57

Correlation

The correlation between DGRE and DGRW is 0.59, 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.


Dividends

DGRE vs. DGRW - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.47%, more than DGRW's 1.43% yield.


TTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.47%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
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

DGRE vs. DGRW - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for DGRE and DGRW.


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Drawdown Indicators


DGREDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-32.04%

-4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-11.30%

-2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

-17.27%

-17.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-32.04%

-4.91%

Current Drawdown

Current decline from peak

-10.31%

-5.96%

-4.35%

Average Drawdown

Average peak-to-trough decline

-12.14%

-3.04%

-9.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.48%

+0.68%

Volatility

DGRE vs. DGRW - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 11.19% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.66%. This indicates that DGRE'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


DGREDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

4.66%

+6.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

7.73%

+7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

15.44%

+4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

13.98%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

16.21%

+3.23%