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DGRE vs. EMXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGRE and EMXC is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

DGRE vs. EMXC - 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 MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
22.86%
30.95%
DGRE
EMXC

Key characteristics

Sharpe Ratio

DGRE:

0.56

EMXC:

0.53

Sortino Ratio

DGRE:

0.87

EMXC:

0.80

Omega Ratio

DGRE:

1.11

EMXC:

1.10

Calmar Ratio

DGRE:

0.52

EMXC:

0.61

Martin Ratio

DGRE:

2.19

EMXC:

1.93

Ulcer Index

DGRE:

3.96%

EMXC:

3.91%

Daily Std Dev

DGRE:

15.43%

EMXC:

14.12%

Max Drawdown

DGRE:

-36.95%

EMXC:

-42.80%

Current Drawdown

DGRE:

-10.40%

EMXC:

-9.59%

Returns By Period

In the year-to-date period, DGRE achieves a 4.60% return, which is significantly higher than EMXC's 3.66% return.


DGRE

YTD

4.60%

1M

-0.82%

6M

-1.76%

1Y

6.44%

5Y*

2.29%

10Y*

3.07%

EMXC

YTD

3.66%

1M

-1.43%

6M

-3.11%

1Y

5.76%

5Y*

4.09%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DGRE vs. EMXC - Expense Ratio Comparison

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


EMXC
iShares MSCI Emerging Markets ex China ETF
Expense ratio chart for EMXC: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for DGRE: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

DGRE vs. EMXC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DGRE, currently valued at 0.56, compared to the broader market0.002.004.000.560.53
The chart of Sortino ratio for DGRE, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.000.870.80
The chart of Omega ratio for DGRE, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.10
The chart of Calmar ratio for DGRE, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.61
The chart of Martin ratio for DGRE, currently valued at 2.19, compared to the broader market0.0020.0040.0060.0080.00100.002.191.93
DGRE
EMXC

The current DGRE Sharpe Ratio is 0.56, which is comparable to the EMXC Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DGRE and EMXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
0.53
DGRE
EMXC

Dividends

DGRE vs. EMXC - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 2.15%, less than EMXC's 2.66% yield.


TTM20232022202120202019201820172016201520142013
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.58%2.22%4.38%2.56%2.11%2.32%2.71%2.09%3.18%3.01%2.45%0.57%
EMXC
iShares MSCI Emerging Markets ex China ETF
2.66%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%0.00%0.00%

Drawdowns

DGRE vs. EMXC - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum EMXC drawdown of -42.80%. Use the drawdown chart below to compare losses from any high point for DGRE and EMXC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.40%
-9.59%
DGRE
EMXC

Volatility

DGRE vs. EMXC - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares MSCI Emerging Markets ex China ETF (EMXC) have volatilities of 3.57% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
3.71%
DGRE
EMXC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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