DGRE vs. EQLT

Last updated Aug 2, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and EQLT (iShares MSCI Emerging Markets Quality Factor ETF) are both Quality Factor funds. DGRE is actively managed, while EQLT is passively managed. Over the past year, DGRE returned 42.31% vs 44.38% for EQLT. Their correlation of 0.84 means they have usually moved in the same direction. DGRE charges 0.32%/yr vs 0.35%/yr for EQLT.

Performance

DGRE vs. EQLT - 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 Quality Factor ETF (EQLT). 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 22.89% return and EQLT slightly lower at 22.86%.

DGRE

• 1D: 0.57%
• 1M: -3.14%
• 6M: 14.70%
• YTD: 22.89%
• 1Y: 42.31%
• 3Y*: 19.58%
• 5Y*: 8.52%
• 10Y*: 8.22%
• ALL TIME*: 5.82%

EQLT

• 1D: 0.51%
• 1M: -1.35%
• 6M: 14.71%
• YTD: 22.86%
• 1Y: 44.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 29.13%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	$225.72K	$519.73K	$485.46K
EQLT iShares MSCI Emerging Markets Quality Factor ETF	$77.09K	$55.23K	$122.39K

DGRE vs. EQLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	22.89%	27.47%	-9.41%
EQLT iShares MSCI Emerging Markets Quality Factor ETF	22.86%	33.93%	-1.29%

Correlation

The correlation between DGRE and EQLT is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024	0.84

The correlation between DGRE and EQLT has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

DGRE vs. EQLT - Sectors Allocation Comparison

Sectors	DGRE	EQLT
Technology	38.6%	34.8%
Financial Services	11.8%	19.5%
Industrials	8.0%	11.4%
Basic Materials	4.4%	6.5%
Healthcare	2.6%	3.3%
Consumer Cyclical	2.6%	8.2%
Consumer Defensive	2.3%	3.5%
Energy	1.1%	3.5%
Utilities	0.9%	1.8%
Communication Services	0.8%	5.2%
Real Estate	0.3%	0.9%

Return for Risk

DGRE vs. EQLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGRE

DGRE Risk / Return Rank: 77
DGRE Sharpe Ratio Rank: 76
DGRE Sortino Ratio Rank: 72
DGRE Omega Ratio Rank: 77
DGRE Calmar Ratio Rank: 83
DGRE Martin Ratio Rank: 77

EQLT

EQLT Risk / Return Rank: 81
EQLT Sharpe Ratio Rank: 80
EQLT Sortino Ratio Rank: 76
EQLT Omega Ratio Rank: 79
EQLT Calmar Ratio Rank: 88
EQLT Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGRE vs. EQLT - 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 MSCI Emerging Markets Quality Factor ETF (EQLT). 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	EQLT	Difference
Sharpe ratio: Return per unit of total volatility	1.73	1.85	-0.12
Sortino ratio: Return per unit of downside risk	2.32	2.44	-0.12
Omega ratio: Gain probability vs. loss probability	1.32	1.33	-0.01
Calmar ratio: Return relative to maximum drawdown	3.07	3.61	-0.54
Martin ratio: Return relative to average drawdown	9.68	10.91	-1.23

DGRE vs. EQLT - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.73, which is comparable to the EQLT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of DGRE and EQLT, 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. EQLT - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, which is greater than EQLT's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for DGRE and EQLT.

Drawdown Indicators

	DGRE	EQLT	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-17.38%	-19.57%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-12.00%	-1.68%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.43%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	—	—
Current Drawdown Current decline from peak	-9.16%	-8.36%	-0.80%
Average Drawdown Average peak-to-trough decline	-11.93%	-3.81%	-8.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	3.96%	+0.37%

Volatility

DGRE vs. EQLT - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to iShares MSCI Emerging Markets Quality Factor ETF (EQLT) at 5.98%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than EQLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	EQLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.92%	5.98%	+2.94%
Volatility (6M) Calculated over the trailing 6-month period	22.64%	21.15%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	24.24%	23.39%	+0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.08%	21.25%	-2.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.98%	21.25%	-1.27%

DGRE vs. EQLT - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than EQLT's 0.35% expense ratio.

Dividends

DGRE vs. EQLT - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.35%, less than EQLT's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.35%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%
EQLT iShares MSCI Emerging Markets Quality Factor ETF	2.85%	3.10%	0.51%	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 EQLT in my portfolio?

With a correlation of 0.92, DGRE and EQLT 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 EQLT?

DGRE has higher volatility (8.92%) compared to EQLT (5.98%). In terms of maximum drawdown, DGRE dropped -36.95% vs EQLT's -17.38%.

Which ETF is better, DGRE or EQLT?

On 1-year performance, EQLT leads with 44.38% vs 42.31% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, EQLT has been the lower-risk option at 5.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or EQLT?

Over the 1-year period, EQLT has performed better with a 44.38% return vs 42.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or EQLT?

DGRE is cheaper with a 0.32% expense ratio, compared with 0.35% for EQLT.

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

EQLT has the higher dividend yield at 2.85%, compared with 1.35% for DGRE.

What is the main difference between DGRE and EQLT?

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.32% for DGRE and 0.35% for EQLT.

Which has better risk-adjusted returns?

EQLT currently has the higher Sharpe Ratio (1.85 vs 1.73), 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.