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DGRE vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRE vs. DHS - 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 US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGRE achieves a 31.30% return, which is significantly higher than DHS's 9.88% return. Both investments have delivered pretty close results over the past 10 years, with DGRE having a 9.71% annualized return and DHS not far behind at 9.47%.


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%

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRE vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DHS
WisdomTree US High Dividend Fund
9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between DGRE and DHS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2013

0.49

Over the past year, the correlation between DGRE and DHS has dropped to 0.26 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

DGRE vs. DHS - Sectors Allocation Comparison


Sectors
DGRE
DHS

Technology

38.6%
3.7%

Financial Services

11.8%
22.3%

Industrials

7.8%
4.1%

Basic Materials

4.4%
1.2%

Consumer Cyclical

2.7%
5.0%

Healthcare

2.6%
14.5%

Consumer Defensive

2.3%
18.7%

Energy

1.1%
9.4%

Utilities

0.9%
9.0%

Communication Services

0.8%
9.3%

Real Estate

0.3%
2.8%

Technology

DGRE
38.6%
DHS
3.7%

Financial Services

DGRE
11.8%
DHS
22.3%

Industrials

DGRE
7.8%
DHS
4.1%

Basic Materials

DGRE
4.4%
DHS
1.2%

Consumer Cyclical

DGRE
2.7%
DHS
5.0%

Healthcare

DGRE
2.6%
DHS
14.5%

Consumer Defensive

DGRE
2.3%
DHS
18.7%

Energy

DGRE
1.1%
DHS
9.4%

Utilities

DGRE
0.9%
DHS
9.0%

Communication Services

DGRE
0.8%
DHS
9.3%

Real Estate

DGRE
0.3%
DHS
2.8%

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Return for Risk

DGRE vs. DHS — Risk / Return Rank

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

DGRE
DGRE Risk / Return Rank: 8484
Overall Rank
DGRE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 8282
Sortino Ratio Rank
DGRE Omega Ratio Rank: 8585
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8181
Calmar Ratio Rank
DGRE Martin Ratio Rank: 8484
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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. DHS - 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 US High Dividend Fund (DHS). 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.


DGREDHSDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.52

1.35

+0.17

Calmar ratioReturn relative to maximum drawdown

4.26

3.28

+0.99

Martin ratioReturn relative to average drawdown

17.40

12.04

+5.36

DGRE vs. DHS - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 2.91, which is higher than the DHS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DGRE and DHS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGREDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

2.06

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.77

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.59

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.41

-0.08

Drawdowns

DGRE vs. DHS - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for DGRE and DHS.


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Drawdown Indicators


DGREDHSDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-67.25%

+30.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-6.30%

-7.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-11.87%

-8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-34.82%

-15.28%

-19.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-37.35%

+0.40%

Current Drawdown

Current decline from peak

-0.94%

-2.60%

+1.66%

Average Drawdown

Average peak-to-trough decline

-12.00%

-9.55%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

1.71%

+1.63%

Volatility

DGRE vs. DHS - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.88% compared to WisdomTree US High Dividend Fund (DHS) at 2.88%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGREDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

2.88%

+6.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.97%

7.32%

+10.65%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

10.01%

+10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

13.89%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

16.08%

+3.56%

DGRE vs. DHS - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than DHS's 0.38% expense ratio.


Dividends

DGRE vs. DHS - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.18%, less than DHS's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%

Frequently Asked Questions


DGRE and DHS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRE has higher volatility (8.88%) compared to DHS (2.88%). In terms of maximum drawdown, DGRE dropped -36.95% vs DHS's -67.25%.

On 10-year performance, DGRE leads with 9.71% vs 9.47% for DHS. On fees, DGRE is cheaper at 0.32% per year. On volatility, DHS has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGRE has performed better with a 9.71% return vs 9.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRE is cheaper with a 0.32% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.35%, compared with 1.18% for DGRE.

DGRE is categorized as Emerging Markets Equities, while DHS is Large Cap Value Equities. Their fees differ too: 0.32% for DGRE and 0.38% for DHS.

DGRE currently has the higher Sharpe Ratio (2.91 vs 2.06), 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.

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