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

Performance

DGRE vs. IHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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 22.89% return, which is significantly higher than IHDG's 9.83% return. Over the past 10 years, DGRE has underperformed IHDG with an annualized return of 8.22%, while IHDG has yielded a comparatively higher 10.45% 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%

IHDG

1D
-0.78%
1M
-0.24%
6M
6.52%
YTD
9.83%
1Y
22.57%
3Y*
11.71%
5Y*
7.63%
10Y*
10.45%
ALL TIME*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$225.72K$519.73K$485.46K
$6.12M$5.27M$6.91M

DGRE vs. IHDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IHDG
WisdomTree International Hedged Dividend Growth Fund
9.83%14.17%5.97%20.00%-11.53%19.75%10.51%33.42%-12.03%21.93%

Correlation

The correlation between DGRE and IHDG is 0.68, 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.

0.68

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

0.62

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

0.62

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

0.62

Correlation (All Time)
Calculated using the full available price history since May 7, 2014

0.60

The correlation between DGRE and IHDG has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

DGRE vs. IHDG - Sectors Allocation Comparison


Sectors
DGRE
IHDG

Technology

38.6%
8.3%

Financial Services

11.8%
15.2%

Industrials

8.0%
19.3%

Basic Materials

4.4%
5.4%

Healthcare

2.6%
9.4%

Consumer Cyclical

2.6%
19.6%

Consumer Defensive

2.3%
4.3%

Energy

1.1%
3.7%

Utilities

0.9%
0.8%

Communication Services

0.8%
4.2%

Real Estate

0.3%
0.3%

Technology

DGRE
38.6%
IHDG
8.3%

Financial Services

DGRE
11.8%
IHDG
15.2%

Industrials

DGRE
8.0%
IHDG
19.3%

Basic Materials

DGRE
4.4%
IHDG
5.4%

Healthcare

DGRE
2.6%
IHDG
9.4%

Consumer Cyclical

DGRE
2.6%
IHDG
19.6%

Consumer Defensive

DGRE
2.3%
IHDG
4.3%

Energy

DGRE
1.1%
IHDG
3.7%

Utilities

DGRE
0.9%
IHDG
0.8%

Communication Services

DGRE
0.8%
IHDG
4.2%

Real Estate

DGRE
0.3%
IHDG
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. IHDG — 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: 7676
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: 7777
Martin Ratio Rank

IHDG
IHDG Risk / Return Rank: 6161
Overall Rank
IHDG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IHDG Sortino Ratio Rank: 6363
Sortino Ratio Rank
IHDG Omega Ratio Rank: 6161
Omega Ratio Rank
IHDG Calmar Ratio Rank: 5555
Calmar Ratio Rank
IHDG Martin Ratio Rank: 6262
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. IHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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.


DGREIHDGDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

3.07

1.96

+1.11

Martin ratioReturn relative to average drawdown

9.68

7.40

+2.28

DGRE vs. IHDG - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.73, which is comparable to the IHDG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DGRE and IHDG, 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. IHDG - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for DGRE and IHDG.


Loading charts...

Drawdown Indicators


DGREIHDGDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-29.24%

-7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-10.49%

-3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-18.88%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

-19.52%

-13.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-29.24%

-7.71%

Current Drawdown

Current decline from peak

-9.16%

-1.38%

-7.78%

Average Drawdown

Average peak-to-trough decline

-11.93%

-4.00%

-7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

2.77%

+1.56%

Volatility

DGRE vs. IHDG - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 4.09%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DGREIHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

4.09%

+4.83%

Volatility (6M)

Calculated over the trailing 6-month period

22.64%

11.88%

+10.76%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

14.30%

+9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

14.95%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.98%

15.63%

+4.35%

DGRE vs. IHDG - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than IHDG's 0.58% expense ratio.


Dividends

DGRE vs. IHDG - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.35%, less than IHDG's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.81%1.84%2.42%1.70%13.79%2.77%1.94%1.99%0.22%1.28%1.91%3.04%

Frequently Asked Questions


DGRE and IHDG have a correlation of 0.68, 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 IHDG (4.09%). In terms of maximum drawdown, DGRE dropped -36.95% vs IHDG's -29.24%.

On 10-year performance, IHDG leads with 10.45% vs 8.22% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, IHDG has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IHDG has performed better with a 10.45% return vs 8.22%. 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 0.58% for IHDG.

IHDG has the higher dividend yield at 1.81%, compared with 1.35% for DGRE.

DGRE is categorized as Quality Factor, while IHDG is Foreign Large Cap Equities. Their fees differ too: 0.32% for DGRE and 0.58% for IHDG.

DGRE currently has the higher Sharpe Ratio (1.73 vs 1.44), 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 IHDG

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