DGRE vs. ECON

Last updated Jul 14, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and ECON (Columbia Emerging Markets Consumer ETF) are both Emerging Markets Equities funds. DGRE is actively managed, while ECON is passively managed. Over the past 10 years, DGRE returned 8.42%/yr vs 4.73%/yr for ECON. Their correlation of 0.83 suggests significant overlap in exposure. DGRE charges 0.32%/yr vs 0.49%/yr for ECON.

Performance

DGRE vs. ECON - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DGRE having a 23.46% return and ECON slightly higher at 24.15%. Over the past 10 years, DGRE has outperformed ECON with an annualized return of 8.42%, while ECON has yielded a comparatively lower 4.73% annualized return.

DGRE

• 1D: -3.26%
• 1M: -3.93%
• 6M: 18.21%
• YTD: 23.46%
• 1Y: 41.62%
• 3Y*: 19.85%
• 5Y*: 7.90%
• 10Y*: 8.42%

ECON

• 1D: -3.56%
• 1M: -5.49%
• 6M: 18.06%
• YTD: 24.15%
• 1Y: 44.13%
• 3Y*: 18.51%
• 5Y*: 5.98%
• 10Y*: 4.73%

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

DGRE vs. ECON - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	23.46%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-16.36%	33.61%
ECON Columbia Emerging Markets Consumer ETF	24.15%	34.15%	0.22%	7.51%	-16.00%	-14.11%	20.83%	17.22%	-26.87%	27.46%

Correlation

The correlation between DGRE and ECON is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013	0.83

The correlation between DGRE and ECON shifts across timeframes, from 0.76 (3 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.

DGRE vs. ECON - Sectors Allocation Comparison

Sectors	DGRE	ECON
Technology	41.5%	44.0%
Financial Services	17.8%	20.5%
Industrials	11.8%	6.7%
Basic Materials	6.6%	5.5%
Consumer Cyclical	5.5%	6.1%
Healthcare	4.8%	2.6%
Consumer Defensive	4.5%	2.9%
Communication Services	2.6%	5.3%
Utilities	2.2%	1.8%
Energy	1.9%	3.5%
Real Estate	0.8%	1.1%

Return for Risk

DGRE vs. ECON — Risk / Return Rank

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

DGRE

DGRE Risk / Return Rank: 71
DGRE Sharpe Ratio Rank: 70
DGRE Sortino Ratio Rank: 64
DGRE Omega Ratio Rank: 71
DGRE Calmar Ratio Rank: 75
DGRE Martin Ratio Rank: 76

ECON

ECON Risk / Return Rank: 72
ECON Sharpe Ratio Rank: 71
ECON Sortino Ratio Rank: 65
ECON Omega Ratio Rank: 73
ECON Calmar Ratio Rank: 78
ECON Martin Ratio Rank: 73

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. ECON - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DGRE	ECON	Difference
Sharpe ratio: Return per unit of total volatility	1.79	1.82	-0.02
Sortino ratio: Return per unit of downside risk	2.36	2.40	-0.04
Omega ratio: Gain probability vs. loss probability	1.33	1.34	-0.01
Calmar ratio: Return relative to maximum drawdown	3.06	3.22	-0.17
Martin ratio: Return relative to average drawdown	11.25	10.60	+0.65

DGRE vs. ECON - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.79, which is comparable to the ECON Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DGRE and ECON, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DGRE vs. ECON - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum ECON drawdown of -45.37%. Use the drawdown chart below to compare losses from any high point for DGRE and ECON.

Drawdown Indicators

	DGRE	ECON	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-45.37%	+8.42%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-13.76%	+0.08%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-16.37%	-4.28%
Max Drawdown (5Y) Largest decline over 5 years	-33.43%	-35.42%	+1.99%
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	-45.37%	+8.42%
Current Drawdown Current decline from peak	-8.73%	-10.65%	+1.92%
Average Drawdown Average peak-to-trough decline	-11.94%	-16.57%	+4.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	4.18%	-0.47%

Volatility

DGRE vs. ECON - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) is 10.85%, while Columbia Emerging Markets Consumer ETF (ECON) has a volatility of 11.79%. This indicates that DGRE experiences smaller price fluctuations and is considered to be less risky than ECON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	ECON	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.85%	11.79%	-0.94%
Volatility (6M) Calculated over the trailing 6-month period	21.70%	22.40%	-0.70%
Volatility (1Y) Calculated over the trailing 1-year period	23.37%	24.48%	-1.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.88%	21.11%	-2.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.87%	21.22%	-1.35%

DGRE vs. ECON - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than ECON's 0.49% expense ratio.

Dividends

DGRE vs. ECON - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.34%, less than ECON's 1.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.34%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%
ECON Columbia Emerging Markets Consumer ETF	1.43%	1.77%	0.76%	1.57%	2.06%	1.08%	0.63%	1.68%	0.98%	0.35%	0.74%	1.10%

Frequently Asked Questions

Can I hold both DGRE and ECON in my portfolio?

With a correlation of 0.91, DGRE and ECON move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DGRE or ECON?

ECON has higher volatility (11.79%) compared to DGRE (10.85%). In terms of maximum drawdown, DGRE dropped -36.95% vs ECON's -45.37%.

Which ETF is better, DGRE or ECON?

On 10-year performance, DGRE leads with 8.42% vs 4.73% for ECON. On fees, DGRE is cheaper at 0.32% per year. On volatility, DGRE has been the lower-risk option at 10.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or ECON?

Over the 10-year period, DGRE has performed better with a 8.42% return vs 4.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or ECON?

DGRE is cheaper with a 0.32% expense ratio, compared with 0.49% for ECON.

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

ECON has the higher dividend yield at 1.43%, compared with 1.34% for DGRE.

What is the main difference between DGRE and ECON?

They also come from different issuers: WisdomTree and Ameriprise Financial. Their fees differ too: 0.32% for DGRE and 0.49% for ECON.

Which has better risk-adjusted returns?

ECON currently has the higher Sharpe Ratio (1.82 vs 1.79), 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.