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DGRE vs. EMIF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGRE vs. EMIF - Performance Comparison

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

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DGRE vs. EMIF - 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%
EMIF
iShares Emerging Markets Infrastructure ETF
6.16%33.90%1.21%5.67%-12.59%3.76%-19.98%16.36%-13.70%20.70%

Returns By Period

The year-to-date returns for both investments are quite close, with DGRE having a 6.00% return and EMIF slightly higher at 6.16%. Over the past 10 years, DGRE has outperformed EMIF with an annualized return of 7.39%, while EMIF has yielded a comparatively lower 2.68% 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%

EMIF

1D
1.91%
1M
-8.08%
YTD
6.16%
6M
12.77%
1Y
39.99%
3Y*
13.95%
5Y*
6.54%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGRE vs. EMIF - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than EMIF's 0.75% expense ratio.


Return for Risk

DGRE vs. EMIF — 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

EMIF
EMIF Risk / Return Rank: 9595
Overall Rank
EMIF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMIF Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMIF Omega Ratio Rank: 9595
Omega Ratio Rank
EMIF Calmar Ratio Rank: 9494
Calmar Ratio Rank
EMIF Martin Ratio Rank: 9393
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. EMIF - Risk-Adjusted Trends Comparison

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


DGREEMIFDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.41

-0.44

Sortino ratio

Return per unit of downside risk

2.63

3.15

-0.52

Omega ratio

Gain probability vs. loss probability

1.38

1.47

-0.09

Calmar ratio

Return relative to maximum drawdown

2.78

3.78

-1.00

Martin ratio

Return relative to average drawdown

12.01

13.68

-1.66

DGRE vs. EMIF - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.97, which is comparable to the EMIF Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of DGRE and EMIF, 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


DGREEMIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.41

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.33

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.13

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.18

+0.05

Correlation

The correlation between DGRE and EMIF is 0.69, 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. EMIF - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.47%, less than EMIF's 4.67% 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%
EMIF
iShares Emerging Markets Infrastructure ETF
4.67%4.96%4.12%2.64%3.08%3.94%2.54%2.07%2.64%2.58%3.16%2.07%

Drawdowns

DGRE vs. EMIF - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum EMIF drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for DGRE and EMIF.


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Drawdown Indicators


DGREEMIFDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-48.02%

+11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-10.49%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

-23.68%

-11.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-48.02%

+11.07%

Current Drawdown

Current decline from peak

-10.31%

-8.65%

-1.66%

Average Drawdown

Average peak-to-trough decline

-12.14%

-16.00%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.89%

+0.27%

Volatility

DGRE vs. EMIF - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 11.19% compared to iShares Emerging Markets Infrastructure ETF (EMIF) at 7.64%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than EMIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGREEMIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

7.64%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

12.00%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

16.67%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

19.63%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

20.61%

-1.17%