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DGRE vs. EMOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRE vs. EMOP - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with DGRE having a 31.30% return and EMOP slightly higher at 32.56%.


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%

EMOP

1D
-0.72%
1M
8.86%
YTD
32.56%
6M
34.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRE vs. EMOP - Yearly Performance Comparison


Correlation

The correlation between DGRE and EMOP is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.89

DGRE vs. EMOP - Sectors Allocation Comparison


Sectors
DGRE
EMOP

Technology

38.6%
30.3%

Financial Services

11.8%
24.0%

Industrials

7.8%
8.1%

Basic Materials

4.4%
7.0%

Consumer Cyclical

2.7%
7.8%

Healthcare

2.6%
1.6%

Consumer Defensive

2.3%
1.4%

Energy

1.1%
2.6%

Utilities

0.9%
2.8%

Communication Services

0.8%
12.3%

Real Estate

0.3%
2.3%

Technology

DGRE
38.6%
EMOP
30.3%

Financial Services

DGRE
11.8%
EMOP
24.0%

Industrials

DGRE
7.8%
EMOP
8.1%

Basic Materials

DGRE
4.4%
EMOP
7.0%

Consumer Cyclical

DGRE
2.7%
EMOP
7.8%

Healthcare

DGRE
2.6%
EMOP
1.6%

Consumer Defensive

DGRE
2.3%
EMOP
1.4%

Energy

DGRE
1.1%
EMOP
2.6%

Utilities

DGRE
0.9%
EMOP
2.8%

Communication Services

DGRE
0.8%
EMOP
12.3%

Real Estate

DGRE
0.3%
EMOP
2.3%

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Return for Risk

DGRE vs. EMOP — 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

EMOP
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. EMOP - Risk-Adjusted Trends Comparison

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


DGREEMOPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

4.26

Martin ratioReturn relative to average drawdown

17.40

DGRE vs. EMOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DGREEMOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

2.93

-2.61

Drawdowns

DGRE vs. EMOP - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, which is greater than EMOP's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for DGRE and EMOP.


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Drawdown Indicators


DGREEMOPDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-12.88%

-24.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

Max Drawdown (5Y)

Largest decline over 5 years

-34.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-0.94%

-0.72%

-0.22%

Average Drawdown

Average peak-to-trough decline

-12.00%

-1.90%

-10.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

Volatility

DGRE vs. EMOP - Volatility Comparison


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Volatility by Period


DGREEMOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.97%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

19.85%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

19.85%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

19.85%

-0.21%

DGRE vs. EMOP - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than EMOP's 0.70% expense ratio.


Dividends

DGRE vs. EMOP - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.18%, more than EMOP's 0.82% 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%
EMOP
AB Emerging Markets Opportunities ETF
0.82%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DGRE and EMOP have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRE is cheaper with a 0.32% expense ratio, compared with 0.70% for EMOP.

DGRE has the higher dividend yield at 1.18%, compared with 0.82% for EMOP.

They also come from different issuers: WisdomTree and AllianceBernstein. Their fees differ too: 0.32% for DGRE and 0.70% for EMOP.

Portfolio Optimizer

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