DGRE vs. IDHQ
DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Quality Factor funds. DGRE is actively managed, while IDHQ is passively managed. Over the past 10 years, DGRE returned 8.22%/yr vs 10.64%/yr for IDHQ. Their 0.62 correlation means they have sometimes moved together and sometimes differently. DGRE charges 0.32%/yr vs 0.29%/yr for IDHQ.
Performance
DGRE vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, DGRE achieves a 22.89% return, which is significantly lower than IDHQ's 26.27% return. Over the past 10 years, DGRE has underperformed IDHQ with an annualized return of 8.22%, while IDHQ has yielded a comparatively higher 10.64% annualized return.
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%
IDHQ
- 1D
- -1.04%
- 1M
- -0.18%
- 6M
- 17.73%
- YTD
- 26.27%
- 1Y
- 41.32%
- 3Y*
- 19.52%
- 5Y*
- 9.70%
- 10Y*
- 10.64%
- ALL TIME*
- 5.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $225.72K | $519.73K | $485.46K | |
| $5.89M | $6.19M | $5.51M |
DGRE vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 22.89% | 27.47% | 3.63% | 18.46% | -21.86% | 2.55% | 10.85% | 21.12% | -16.36% | 33.61% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between DGRE and IDHQ is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.62 |
The correlation between DGRE and IDHQ shifts across timeframes, from 0.62 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DGRE vs. IDHQ — Risk / Return Rank
DGRE
IDHQ
DGRE vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Invesco S&P International Developed High Quality ETF (IDHQ). 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 | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.03 | +0.04 |
| Martin ratioReturn relative to average drawdown | 9.68 | 12.14 | -2.46 |
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Drawdowns
DGRE vs. IDHQ - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for DGRE and IDHQ.
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Drawdown Indicators
| DGRE | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -73.84% | +36.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -13.44% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -14.07% | -6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -33.43% | -33.54% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | -33.54% | -3.41% |
Current DrawdownCurrent decline from peak | -9.16% | -1.04% | -8.12% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -21.03% | +9.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 3.35% | +0.98% |
Volatility
DGRE vs. IDHQ - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 4.17%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRE | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 4.17% | +4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | 18.92% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 20.74% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 17.85% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 17.97% | +2.01% |
DGRE vs. IDHQ - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
DGRE vs. IDHQ - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 1.35%, less than IDHQ's 2.01% 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% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.01% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
Frequently Asked Questions
DGRE and IDHQ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRE has higher volatility (8.92%) compared to IDHQ (4.17%). In terms of maximum drawdown, DGRE dropped -36.95% vs IDHQ's -73.84%.
On 10-year performance, IDHQ leads with 10.64% vs 8.22% for DGRE. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDHQ has performed better with a 10.64% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.32% for DGRE.
IDHQ has the higher dividend yield at 2.01%, compared with 1.35% for DGRE.
They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.32% for DGRE and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.97 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.
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