DGRE vs. IGRO
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares International Dividend Growth ETF (IGRO).
DGRE and IGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGRE is an actively managed fund by WisdomTree. It was launched on Aug 1, 2013. IGRO is a passively managed fund by iShares that tracks the performance of the Morningstar Global ex-US Dividend Growth Index. It was launched on May 17, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or IGRO.
Performance
DGRE vs. IGRO - Performance Comparison
Returns By Period
In the year-to-date period, DGRE achieves a 6.37% return, which is significantly lower than IGRO's 11.57% return.
DGRE
6.37%
-5.88%
-0.97%
13.09%
3.76%
2.55%
IGRO
11.57%
-4.16%
4.61%
18.14%
6.71%
N/A
Key characteristics
| DGRE | IGRO | |
|---|---|---|
| Sharpe Ratio | 0.92 | 1.59 |
| Sortino Ratio | 1.35 | 2.20 |
| Omega Ratio | 1.17 | 1.28 |
| Calmar Ratio | 0.72 | 2.61 |
| Martin Ratio | 4.67 | 8.38 |
| Ulcer Index | 3.06% | 2.23% |
| Daily Std Dev | 15.51% | 11.78% |
| Max Drawdown | -36.95% | -36.25% |
| Current Drawdown | -8.88% | -6.07% |
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DGRE vs. IGRO - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than IGRO's 0.22% expense ratio.
Correlation
The correlation between DGRE and IGRO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DGRE vs. IGRO - 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 International Dividend Growth ETF (IGRO). 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.
Dividends
DGRE vs. IGRO - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.12%, less than IGRO's 2.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.12% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
IGRO iShares International Dividend Growth ETF | 2.52% | 2.79% | 2.69% | 2.27% | 2.41% | 2.65% | 2.97% | 2.43% | 1.18% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGRE vs. IGRO - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, roughly equal to the maximum IGRO drawdown of -36.25%. Use the drawdown chart below to compare losses from any high point for DGRE and IGRO. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. IGRO - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares International Dividend Growth ETF (IGRO) have volatilities of 3.57% and 3.74%, 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.