DGRE vs. SCHG
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DGRE and SCHG 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. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or SCHG.
Key characteristics
| DGRE | SCHG | |
|---|---|---|
| YTD Return | 2.27% | 7.76% |
| 1Y Return | 17.73% | 41.11% |
| 3Y Return (Ann) | -3.09% | 8.92% |
| 5Y Return (Ann) | 2.89% | 17.24% |
| 10Y Return (Ann) | 2.74% | 15.68% |
| Sharpe Ratio | 1.14 | 2.40 |
| Daily Std Dev | 13.70% | 15.92% |
| Max Drawdown | -36.95% | -34.59% |
| Current Drawdown | -11.65% | -4.31% |
Correlation
The correlation between DGRE and SCHG 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.
Performance
DGRE vs. SCHG - Performance Comparison
In the year-to-date period, DGRE achieves a 2.27% return, which is significantly lower than SCHG's 7.76% return. Over the past 10 years, DGRE has underperformed SCHG with an annualized return of 2.74%, while SCHG has yielded a comparatively higher 15.68% 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. SCHG - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
DGRE vs. SCHG - 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 U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.18%, more than SCHG's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.18% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
DGRE vs. SCHG - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DGRE and SCHG. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. SCHG - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) is 3.99%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.90%. This indicates that DGRE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.