DGRE vs. DGRW

Last updated Jun 4, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - DGRE is a Emerging Markets Equities fund actively managed by WisdomTree, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. DGRE is actively managed, while DGRW is passively managed. Over the past 10 years, DGRE returned 9.71%/yr vs 14.15%/yr for DGRW. A 0.59 correlation means they provide meaningful diversification when combined. DGRE charges 0.32%/yr vs 0.28%/yr for DGRW.

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. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRE achieves a 31.30% return, which is significantly higher than DGRW's 9.10% return. Over the past 10 years, DGRE has underperformed DGRW with an annualized return of 9.71%, while DGRW has yielded a comparatively higher 14.15% annualized return.

DGRE

• 1D: -0.94%
• 1M: 8.34%
• YTD: 31.30%
• 6M: 36.66%
• 1Y: 58.03%
• 3Y*: 24.56%
• 5Y*: 8.61%
• 10Y*: 9.71%

DGRW

• 1D: -0.83%
• 1M: 4.06%
• YTD: 9.10%
• 6M: 8.62%
• 1Y: 20.79%
• 3Y*: 16.64%
• 5Y*: 12.17%
• 10Y*: 14.15%

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

DGRE vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	31.30%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-16.36%	33.61%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	9.10%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%

Correlation

The correlation between DGRE and DGRW is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013	0.59

The correlation between DGRE and DGRW shifts across timeframes, from 0.56 (5 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.

DGRE vs. DGRW - Sectors Allocation Comparison

Sectors	DGRE	DGRW
Technology	38.6%	32.1%
Financial Services	11.8%	11.3%
Industrials	7.8%	9.9%
Basic Materials	4.4%	3.3%
Consumer Cyclical	2.7%	7.1%
Healthcare	2.6%	12.8%
Consumer Defensive	2.3%	6.7%
Energy	1.1%	5.0%
Utilities	0.9%	0.2%
Communication Services	0.8%	10.1%
Real Estate	0.3%	-

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: 84
DGRE Sharpe Ratio Rank: 87
DGRE Sortino Ratio Rank: 82
DGRE Omega Ratio Rank: 85
DGRE Calmar Ratio Rank: 81
DGRE Martin Ratio Rank: 84

DGRW

DGRW Risk / Return Rank: 60
DGRW Sharpe Ratio Rank: 61
DGRW Sortino Ratio Rank: 65
DGRW Omega Ratio Rank: 63
DGRW Calmar Ratio Rank: 50
DGRW Martin Ratio Rank: 61

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. Quality 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.

	DGRE	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.91	2.12	+0.79
Sortino ratio: Return per unit of downside risk	3.72	3.09	+0.64
Omega ratio: Gain probability vs. loss probability	1.52	1.39	+0.13
Calmar ratio: Return relative to maximum drawdown	4.26	2.52	+1.75
Martin ratio: Return relative to average drawdown	17.40	11.03	+6.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRE vs. DGRW - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 2.91, which is higher than the DGRW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of DGRE and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGRE	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.91	2.12	+0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.88	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.88	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.86	-0.53

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.

Drawdown Indicators

	DGRE	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-32.04%	-4.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-8.30%	-5.38%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-16.21%	-4.44%
Max Drawdown (5Y) Largest decline over 5 years	-34.82%	-17.27%	-17.55%
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	-32.04%	-4.91%
Current Drawdown Current decline from peak	-0.94%	-0.83%	-0.11%
Average Drawdown Average peak-to-trough decline	-12.00%	-3.01%	-8.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	1.89%	+1.45%

Volatility

DGRE vs. DGRW - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.88% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.47%. 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.

Volatility by Period

	DGRE	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	2.47%	+6.41%
Volatility (6M) Calculated over the trailing 6-month period	17.97%	7.64%	+10.33%
Volatility (1Y) Calculated over the trailing 1-year period	20.08%	9.88%	+10.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.11%	13.97%	+4.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.64%	16.21%	+3.43%

DGRE vs. DGRW - Expense Ratio Comparison

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

Dividends

DGRE vs. DGRW - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.18%, less than DGRW's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.18%	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. Quality Dividend Growth Fund	1.27%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%

Frequently Asked Questions

Can I hold both DGRE and DGRW in my portfolio?

DGRE and DGRW have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGRE or DGRW?

DGRE has higher volatility (8.88%) compared to DGRW (2.47%). In terms of maximum drawdown, DGRE dropped -36.95% vs DGRW's -32.04%.

Which ETF is better, DGRE or DGRW?

On 10-year performance, DGRW leads with 14.15% vs 9.71% for DGRE. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or DGRW?

Over the 10-year period, DGRW has performed better with a 14.15% return vs 9.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or DGRW?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.32% for DGRE.

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

DGRW has the higher dividend yield at 1.27%, compared with 1.18% for DGRE.

What is the main difference between DGRE and DGRW?

DGRE is categorized as Emerging Markets Equities, while DGRW is Dividend. Their fees differ too: 0.32% for DGRE and 0.28% for DGRW.

Which has better risk-adjusted returns?

DGRE currently has the higher Sharpe Ratio (2.91 vs 2.12), 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.