DGRE vs. ROE
DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Quality Factor funds. Both are actively managed. Over the past 3 years, DGRE returned 19.58%/yr vs 20.30%/yr for ROE. Their 0.64 correlation means they have sometimes moved together and sometimes differently. DGRE charges 0.32%/yr vs 0.49%/yr for ROE.
Performance
DGRE vs. ROE - Performance Comparison
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Returns By Period
In the year-to-date period, DGRE achieves a 22.89% return, which is significantly higher than ROE's 20.35% 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%
ROE
- 1D
- 0.50%
- 1M
- 0.63%
- 6M
- 16.21%
- YTD
- 20.35%
- 1Y
- 33.36%
- 3Y*
- 20.30%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $225.72K | $519.73K | $485.46K | |
| $1.20M | $1.18M | $910.23K |
DGRE vs. ROE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 22.89% | 27.47% | 3.63% | 4.68% |
ROE Astoria US Equal Weight Quality Kings ETF | 20.35% | 17.20% | 18.34% | 4.31% |
Correlation
The correlation between DGRE and ROE is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.64 |
The correlation between DGRE and ROE shifts across timeframes, from 0.64 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.
DGRE vs. ROE - Sectors Allocation Comparison
Sectors
DGRE
ROE
Technology
Financial Services
Industrials
Basic Materials
Healthcare
Consumer Cyclical
Consumer Defensive
Energy
Utilities
Communication Services
Real Estate
Technology
DGRE
ROE
Financial Services
DGRE
ROE
Industrials
DGRE
ROE
Basic Materials
DGRE
ROE
Healthcare
DGRE
ROE
Consumer Cyclical
DGRE
ROE
Consumer Defensive
DGRE
ROE
Energy
DGRE
ROE
Utilities
DGRE
ROE
Communication Services
DGRE
ROE
Real Estate
DGRE
ROE
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Return for Risk
DGRE vs. ROE — Risk / Return Rank
DGRE
ROE
DGRE vs. ROE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Astoria US Equal Weight Quality Kings ETF (ROE). 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.
| DGRE | ROE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.72 | -0.65 |
| Martin ratioReturn relative to average drawdown | 9.68 | 15.82 | -6.14 |
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Drawdowns
DGRE vs. ROE - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than ROE's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for DGRE and ROE.
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Drawdown Indicators
| DGRE | ROE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -19.10% | -17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -8.66% | -5.02% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -19.10% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -33.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | — | — |
Current DrawdownCurrent decline from peak | -9.16% | -1.30% | -7.86% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -2.54% | -9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 2.03% | +2.30% |
Volatility
DGRE vs. ROE - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to Astoria US Equal Weight Quality Kings ETF (ROE) at 3.59%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRE | ROE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 3.59% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | 11.81% | +10.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 15.07% | +9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 15.87% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 15.87% | +4.11% |
DGRE vs. ROE - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is lower than ROE's 0.49% expense ratio.
Dividends
DGRE vs. ROE - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 1.35%, more than ROE's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ROE Astoria US Equal Weight Quality Kings ETF | 1.01% | 0.97% | 1.18% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRE and ROE have a correlation of 0.74, 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 ROE (3.59%). In terms of maximum drawdown, DGRE dropped -36.95% vs ROE's -19.10%.
On 3-year performance, ROE leads with 20.30% vs 19.58% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, ROE has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ROE has performed better with a 20.30% return vs 19.58%. 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 0.49% for ROE.
DGRE has the higher dividend yield at 1.35%, compared with 1.01% for ROE.
They also come from different issuers: WisdomTree and Astoria. Their fees differ too: 0.32% for DGRE and 0.49% for ROE.
ROE currently has the higher Sharpe Ratio (2.14 vs 1.73), 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.
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