DGRE vs. SCHD
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Schwab US Dividend Equity ETF (SCHD).
DGRE and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or SCHD.
Key characteristics
| DGRE | SCHD | |
|---|---|---|
| YTD Return | 2.60% | 2.67% |
| 1Y Return | 17.03% | 13.11% |
| 3Y Return (Ann) | -2.98% | 4.71% |
| 5Y Return (Ann) | 2.95% | 11.40% |
| 10Y Return (Ann) | 2.68% | 11.03% |
| Sharpe Ratio | 1.33 | 0.98 |
| Daily Std Dev | 13.58% | 11.68% |
| Max Drawdown | -36.95% | -33.37% |
| Current Drawdown | -11.36% | -3.81% |
Correlation
The correlation between DGRE and SCHD is 0.56, 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.
Performance
DGRE vs. SCHD - Performance Comparison
The year-to-date returns for both investments are quite close, with DGRE having a 2.60% return and SCHD slightly higher at 2.67%. Over the past 10 years, DGRE has underperformed SCHD with an annualized return of 2.68%, while SCHD has yielded a comparatively higher 11.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGRE vs. SCHD - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
DGRE vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.17%, less than SCHD's 3.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.17% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
SCHD Schwab US Dividend Equity ETF | 3.45% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DGRE vs. SCHD - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DGRE and SCHD. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. SCHD - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.97% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.