DGRE vs. EMOP

Last updated Jun 24, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and EMOP (AB Emerging Markets Opportunities ETF) are both Emerging Markets Equities funds. Both are actively managed. Over the past year, DGRE returned 51.74% vs 47.69% for EMOP. Their correlation of 0.90 suggests significant overlap in exposure. DGRE charges 0.32%/yr vs 0.70%/yr for EMOP.

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.

Returns By Period

The year-to-date returns for both stocks are quite close, with DGRE having a 27.61% return and EMOP slightly lower at 27.21%.

DGRE

• 1D: -5.02%
• 1M: 2.22%
• YTD: 27.61%
• 6M: 28.61%
• 1Y: 51.74%
• 3Y*: 23.16%
• 5Y*: 8.42%
• 10Y*: 9.58%

EMOP

• 1D: -4.78%
• 1M: 1.88%
• YTD: 27.21%
• 6M: 28.58%
• 1Y: 47.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGRE vs. EMOP - Yearly Performance Comparison

	2026 (YTD)	2025
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	27.61%	18.82%
EMOP AB Emerging Markets Opportunities ETF	27.21%	16.48%

Correlation

The correlation between DGRE and EMOP is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025	0.90

The correlation between DGRE and EMOP has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

DGRE vs. EMOP - Sectors Allocation Comparison

Sectors	DGRE	EMOP
Technology	41.5%	30.3%
Financial Services	17.8%	24.0%
Industrials	11.8%	8.1%
Basic Materials	6.6%	7.0%
Consumer Cyclical	5.5%	7.8%
Healthcare	4.8%	1.6%
Consumer Defensive	4.5%	1.4%
Communication Services	2.6%	12.3%
Utilities	2.2%	2.8%
Energy	1.9%	2.6%
Real Estate	0.8%	2.3%

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: 76
DGRE Sharpe Ratio Rank: 77
DGRE Sortino Ratio Rank: 69
DGRE Omega Ratio Rank: 77
DGRE Calmar Ratio Rank: 78
DGRE Martin Ratio Rank: 80

EMOP

EMOP Risk / Return Rank: 76
EMOP Sharpe Ratio Rank: 77
EMOP Sortino Ratio Rank: 68
EMOP Omega Ratio Rank: 78
EMOP Calmar Ratio Rank: 78
EMOP Martin Ratio Rank: 79

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.

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	EMOP	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.21	+0.09
Sortino ratio: Return per unit of downside risk	2.94	2.81	+0.13
Omega ratio: Gain probability vs. loss probability	1.42	1.41	+0.01
Calmar ratio: Return relative to maximum drawdown	3.80	3.72	+0.08
Martin ratio: Return relative to average drawdown	14.91	13.88	+1.03

DGRE vs. EMOP - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 2.30, which is comparable to the EMOP Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DGRE and EMOP, 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. 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.

Drawdown Indicators

	DGRE	EMOP	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-12.88%	-24.07%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-12.88%	-0.80%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.99%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	—	—
Current Drawdown Current decline from peak	-5.67%	-4.78%	-0.89%
Average Drawdown Average peak-to-trough decline	-11.96%	-2.00%	-9.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	3.44%	+0.04%

Volatility

DGRE vs. EMOP - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 11.80% compared to AB Emerging Markets Opportunities ETF (EMOP) at 10.76%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than EMOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	EMOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.80%	10.76%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	20.85%	19.59%	+1.26%
Volatility (1Y) Calculated over the trailing 1-year period	22.57%	21.65%	+0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.71%	21.57%	-2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.83%	21.57%	-1.74%

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 1.22%, more than EMOP's 0.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.22%	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	0.85%	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

Can I hold both DGRE and EMOP in my portfolio?

DGRE and EMOP have a correlation of 0.90, 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 EMOP?

DGRE has higher volatility (11.80%) compared to EMOP (10.76%). In terms of maximum drawdown, DGRE dropped -36.95% vs EMOP's -12.88%.

Which ETF is better, DGRE or EMOP?

On 1-year performance, DGRE leads with 51.74% vs 47.69% for EMOP. On fees, DGRE is cheaper at 0.32% per year. On volatility, EMOP has been the lower-risk option at 10.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or EMOP?

Over the 1-year period, DGRE has performed better with a 51.74% return vs 47.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or EMOP?

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

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

DGRE has the higher dividend yield at 1.22%, compared with 0.85% for EMOP.

What is the main difference between DGRE and EMOP?

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

Which has better risk-adjusted returns?

DGRE currently has the higher Sharpe Ratio (2.30 vs 2.21), 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.