DGRE vs. EVLU
DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and EVLU (iShares MSCI Emerging Markets Value Factor ETF) are both Emerging Markets Equities funds. DGRE is actively managed, while EVLU is passively managed. Over the past year, DGRE returned 58.03% vs 72.04% for EVLU. A 0.77 correlation means they provide meaningful diversification when combined. DGRE charges 0.32%/yr vs 0.35%/yr for EVLU.
Performance
DGRE vs. EVLU - Performance Comparison
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Returns By Period
In the year-to-date period, DGRE achieves a 31.30% return, which is significantly lower than EVLU's 34.01% return.
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%
EVLU
- 1D
- -2.27%
- 1M
- 15.31%
- YTD
- 34.01%
- 6M
- 37.37%
- 1Y
- 72.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DGRE vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 31.30% | 27.47% | -5.48% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 34.01% | 38.54% | 1.61% |
Correlation
The correlation between DGRE and EVLU is 0.84, 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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2024 | 0.77 |
The correlation between DGRE and EVLU has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
DGRE vs. EVLU — Risk / Return Rank
DGRE
EVLU
DGRE vs. EVLU - 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 Value Factor ETF (EVLU). 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.
| DGRE | EVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.67 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 5.61 | -1.35 |
| Martin ratioReturn relative to average drawdown | 17.40 | 20.79 | -3.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGRE | EVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.91 | 3.80 | -0.90 |
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 | 2.23 | -1.91 |
Drawdowns
DGRE vs. EVLU - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for DGRE and EVLU.
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Drawdown Indicators
| DGRE | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -17.17% | -19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -12.90% | -0.78% |
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 DrawdownCurrent decline from peak | -0.94% | -2.27% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -3.48% | -8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.48% | -0.14% |
Volatility
DGRE vs. EVLU - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares MSCI Emerging Markets Value Factor ETF (EVLU) have volatilities of 8.88% and 9.17%, 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.
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Volatility by Period
| DGRE | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 9.17% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 16.23% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.08% | 19.04% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 19.93% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 19.93% | -0.29% |
DGRE vs. EVLU - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is lower than EVLU's 0.35% expense ratio.
Dividends
DGRE vs. EVLU - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 1.18%, less than EVLU's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.88% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRE and EVLU have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVLU has higher volatility (9.17%) compared to DGRE (8.88%). In terms of maximum drawdown, DGRE dropped -36.95% vs EVLU's -17.17%.
On 1-year performance, EVLU leads with 72.04% vs 58.03% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, DGRE has been the lower-risk option at 8.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 72.04% return vs 58.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRE is cheaper with a 0.32% expense ratio, compared with 0.35% for EVLU.
EVLU has the higher dividend yield at 3.88%, compared with 1.18% for DGRE.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.32% for DGRE and 0.35% for EVLU.
EVLU currently has the higher Sharpe Ratio (3.80 vs 2.91), 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.
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