DGRE vs. IHDG
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and WisdomTree International Hedged Dividend Growth Fund (IHDG).
DGRE and IHDG 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. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or IHDG.
Performance
DGRE vs. IHDG - Performance Comparison
Returns By Period
In the year-to-date period, DGRE achieves a 5.22% return, which is significantly higher than IHDG's 4.92% return. Over the past 10 years, DGRE has underperformed IHDG with an annualized return of 2.44%, while IHDG has yielded a comparatively higher 8.91% annualized return.
DGRE
5.22%
-6.91%
-2.05%
13.02%
3.49%
2.44%
IHDG
4.92%
-4.61%
-5.62%
10.21%
9.06%
8.91%
Key characteristics
| DGRE | IHDG | |
|---|---|---|
| Sharpe Ratio | 0.83 | 0.96 |
| Sortino Ratio | 1.24 | 1.37 |
| Omega Ratio | 1.15 | 1.17 |
| Calmar Ratio | 0.65 | 1.20 |
| Martin Ratio | 4.29 | 4.11 |
| Ulcer Index | 3.00% | 2.72% |
| Daily Std Dev | 15.50% | 11.61% |
| Max Drawdown | -36.95% | -29.24% |
| Current Drawdown | -9.87% | -6.92% |
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DGRE vs. IHDG - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is lower than IHDG's 0.58% expense ratio.
Correlation
The correlation between DGRE and IHDG is 0.60, 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. IHDG - Risk-Adjusted Performance 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.
Dividends
DGRE vs. IHDG - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.14%, more than IHDG's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.14% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.76% | 1.70% | 13.79% | 2.77% | 1.95% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. IHDG - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 3.30% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 3.12%. 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.