PortfoliosLab logoPortfoliosLab logo
DGRE vs. IGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRE vs. IGRO - 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 International Dividend Growth ETF (IGRO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DGRE achieves a 24.33% return, which is significantly higher than IGRO's 12.68% return. Over the past 10 years, DGRE has underperformed IGRO with an annualized return of 8.04%, while IGRO has yielded a comparatively higher 9.13% annualized return.


DGRE

1D
1.17%
1M
-2.01%
6M
14.83%
YTD
24.33%
1Y
43.98%
3Y*
20.91%
5Y*
8.18%
10Y*
8.04%
ALL TIME*
5.91%

IGRO

1D
0.10%
1M
2.88%
6M
7.79%
YTD
12.68%
1Y
24.00%
3Y*
16.97%
5Y*
9.22%
10Y*
9.13%
ALL TIME*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$229.67K$448.89K$491.47K
$3.80M$3.37M$3.77M

DGRE vs. IGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
24.33%27.47%3.63%18.46%-21.86%2.55%10.85%21.12%-16.36%33.61%
IGRO
iShares International Dividend Growth ETF
12.68%25.03%7.78%15.38%-12.72%9.94%7.71%26.13%-14.86%24.64%

Correlation

The correlation between DGRE and IGRO is 0.64, 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.

0.64

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

0.64

Correlation (All Time)
Calculated using the full available price history since May 19, 2016

0.64

The correlation between DGRE and IGRO has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.

DGRE vs. IGRO - Sectors Allocation Comparison


Sectors
DGRE
IGRO

Technology

38.6%
6.7%

Financial Services

11.8%
36.2%

Industrials

8.0%
12.9%

Basic Materials

4.4%
3.1%

Healthcare

2.6%
14.4%

Consumer Cyclical

2.6%
5.9%

Consumer Defensive

2.3%
9.4%

Energy

1.1%
2.2%

Utilities

0.9%
7.1%

Communication Services

0.8%
1.7%

Real Estate

0.3%
0.3%

Technology

DGRE
38.6%
IGRO
6.7%

Financial Services

DGRE
11.8%
IGRO
36.2%

Industrials

DGRE
8.0%
IGRO
12.9%

Basic Materials

DGRE
4.4%
IGRO
3.1%

Healthcare

DGRE
2.6%
IGRO
14.4%

Consumer Cyclical

DGRE
2.6%
IGRO
5.9%

Consumer Defensive

DGRE
2.3%
IGRO
9.4%

Energy

DGRE
1.1%
IGRO
2.2%

Utilities

DGRE
0.9%
IGRO
7.1%

Communication Services

DGRE
0.8%
IGRO
1.7%

Real Estate

DGRE
0.3%
IGRO
0.3%

Compare stocks, funds, or ETFs

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


Return for Risk

DGRE vs. IGRO — Risk / Return Rank

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

DGRE
DGRE Risk / Return Rank: 7777
Overall Rank
DGRE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 7272
Sortino Ratio Rank
DGRE Omega Ratio Rank: 7777
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8383
Calmar Ratio Rank
DGRE Martin Ratio Rank: 7676
Martin Ratio Rank

IGRO
IGRO Risk / Return Rank: 7777
Overall Rank
IGRO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 8282
Sortino Ratio Rank
IGRO Omega Ratio Rank: 8181
Omega Ratio Rank
IGRO Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGRO Martin Ratio Rank: 7474
Martin Ratio Rank
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. IGRO - 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 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.

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.


DGREIGRODifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

3.23

2.41

+0.82

Martin ratioReturn relative to average drawdown

10.12

9.38

+0.74

DGRE vs. IGRO - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.82, which is comparable to the IGRO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DGRE and IGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


DGREIGRODifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-36.25%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-10.00%

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-11.13%

-9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

-25.98%

-7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-36.25%

-0.70%

Current Drawdown

Current decline from peak

-8.09%

-0.81%

-7.28%

Average Drawdown

Average peak-to-trough decline

-11.93%

-5.60%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

2.56%

+1.80%

Volatility

DGRE vs. IGRO - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 9.02% compared to iShares International Dividend Growth ETF (IGRO) at 3.13%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than IGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DGREIGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

3.13%

+5.89%

Volatility (6M)

Calculated over the trailing 6-month period

22.59%

10.70%

+11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

12.56%

+11.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

13.92%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

16.54%

+3.45%

DGRE vs. IGRO - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than IGRO's 0.15% expense ratio.


Dividends

DGRE vs. IGRO - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.33%, less than IGRO's 2.64% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.33%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
IGRO
iShares International Dividend Growth ETF
2.64%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%0.00%

Frequently Asked Questions


DGRE and IGRO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRE has higher volatility (9.02%) compared to IGRO (3.13%). In terms of maximum drawdown, DGRE dropped -36.95% vs IGRO's -36.25%.

On 10-year performance, IGRO leads with 9.13% vs 8.04% for DGRE. On fees, IGRO is cheaper at 0.15% per year. On volatility, IGRO has been the lower-risk option at 3.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGRO has performed better with a 9.13% return vs 8.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGRO is cheaper with a 0.15% expense ratio, compared with 0.32% for DGRE.

IGRO has the higher dividend yield at 2.64%, compared with 1.33% for DGRE.

DGRE is categorized as Quality Factor, while IGRO is Foreign Large Cap Equities. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.32% for DGRE and 0.15% for IGRO.

IGRO currently has the higher Sharpe Ratio (1.92 vs 1.82), 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.

Portfolio Optimizer

Find the right allocation for DGRE and IGRO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer