PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DGRE vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGRE and SCHD is 0.55, 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.


-0.50.00.51.00.6

Performance

DGRE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
31.68%
242.04%
DGRE
SCHD

Key characteristics

Sharpe Ratio

DGRE:

0.56

SCHD:

1.20

Sortino Ratio

DGRE:

0.87

SCHD:

1.76

Omega Ratio

DGRE:

1.11

SCHD:

1.21

Calmar Ratio

DGRE:

0.52

SCHD:

1.69

Martin Ratio

DGRE:

2.19

SCHD:

5.86

Ulcer Index

DGRE:

3.96%

SCHD:

2.30%

Daily Std Dev

DGRE:

15.43%

SCHD:

11.25%

Max Drawdown

DGRE:

-36.95%

SCHD:

-33.37%

Current Drawdown

DGRE:

-10.40%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, DGRE achieves a 4.60% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, DGRE has underperformed SCHD with an annualized return of 3.07%, while SCHD has yielded a comparatively higher 10.86% annualized return.


DGRE

YTD

4.60%

1M

-0.82%

6M

-1.76%

1Y

6.44%

5Y*

2.29%

10Y*

3.07%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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. SCHD - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than SCHD's 0.06% expense ratio.


DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
Expense ratio chart for DGRE: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Sharpe ratio
The chart of Sharpe ratio for DGRE, currently valued at 0.56, compared to the broader market0.002.004.000.561.20
The chart of Sortino ratio for DGRE, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.000.871.76
The chart of Omega ratio for DGRE, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.21
The chart of Calmar ratio for DGRE, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.521.69
The chart of Martin ratio for DGRE, currently valued at 2.19, compared to the broader market0.0020.0040.0060.0080.00100.002.195.86
DGRE
SCHD

The current DGRE Sharpe Ratio is 0.56, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DGRE and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.56
1.20
DGRE
SCHD

Dividends

DGRE vs. SCHD - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 2.15%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.58%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
3.64%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.40%
-6.72%
DGRE
SCHD

Volatility

DGRE vs. SCHD - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) is 3.57%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. This indicates that DGRE experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
3.88%
DGRE
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab