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

Performance

DGRE vs. MEAR - 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 Short Maturity Municipal Bond ETF (MEAR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DGRE vs. MEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
6.00%27.47%3.63%18.46%-21.86%2.55%10.85%21.12%-16.36%33.61%
MEAR
iShares Short Maturity Municipal Bond ETF
0.47%3.76%3.40%3.93%0.10%0.05%1.18%1.91%1.63%1.12%

Returns By Period

In the year-to-date period, DGRE achieves a 6.00% return, which is significantly higher than MEAR's 0.47% return. Over the past 10 years, DGRE has outperformed MEAR with an annualized return of 7.39%, while MEAR has yielded a comparatively lower 1.74% annualized return.


DGRE

1D
3.90%
1M
-9.64%
YTD
6.00%
6M
16.05%
1Y
38.54%
3Y*
15.78%
5Y*
4.68%
10Y*
7.39%

MEAR

1D
0.12%
1M
-0.31%
YTD
0.47%
6M
1.07%
1Y
3.12%
3Y*
3.50%
5Y*
2.30%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DGRE vs. MEAR - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than MEAR's 0.25% expense ratio.


Return for Risk

DGRE vs. MEAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRE
DGRE Risk / Return Rank: 9090
Overall Rank
DGRE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGRE Omega Ratio Rank: 9090
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGRE Martin Ratio Rank: 9191
Martin Ratio Rank

MEAR
MEAR Risk / Return Rank: 9797
Overall Rank
MEAR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9898
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRE vs. MEAR - 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 Short Maturity Municipal Bond ETF (MEAR). 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.


DGREMEARDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.71

-0.73

Sortino ratio

Return per unit of downside risk

2.63

3.63

-1.01

Omega ratio

Gain probability vs. loss probability

1.38

1.70

-0.32

Calmar ratio

Return relative to maximum drawdown

2.78

3.69

-0.91

Martin ratio

Return relative to average drawdown

12.01

20.82

-8.81

DGRE vs. MEAR - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.97, which is comparable to the MEAR Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of DGRE and MEAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DGREMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.71

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

2.37

-2.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

1.15

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.09

-0.85

Correlation

The correlation between DGRE and MEAR is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DGRE vs. MEAR - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.47%, less than MEAR's 2.87% yield.


TTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.47%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
MEAR
iShares Short Maturity Municipal Bond ETF
2.87%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%

Drawdowns

DGRE vs. MEAR - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for DGRE and MEAR.


Loading graphics...

Drawdown Indicators


DGREMEARDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-2.68%

-34.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-0.86%

-12.82%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

-1.12%

-33.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-2.68%

-34.27%

Current Drawdown

Current decline from peak

-10.31%

-0.35%

-9.96%

Average Drawdown

Average peak-to-trough decline

-12.14%

-0.19%

-11.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

0.15%

+3.01%

Volatility

DGRE vs. MEAR - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 11.19% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.36%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than MEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DGREMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

0.36%

+10.83%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

0.60%

+14.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

1.16%

+18.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

0.98%

+16.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

1.52%

+17.92%