DGRE vs. SCHG

Last updated Jun 23, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - DGRE is a Emerging Markets Equities fund actively managed by WisdomTree, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. DGRE is actively managed, while SCHG is passively managed. Over the past 10 years, DGRE returned 10.15%/yr vs 18.81%/yr for SCHG. A 0.60 correlation means they provide meaningful diversification when combined. DGRE charges 0.32%/yr vs 0.04%/yr for SCHG.

Performance

DGRE vs. SCHG - 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 U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRE achieves a 34.34% return, which is significantly higher than SCHG's 2.76% return. Over the past 10 years, DGRE has underperformed SCHG with an annualized return of 10.15%, while SCHG has yielded a comparatively higher 18.81% annualized return.

DGRE

• 1D: -0.69%
• 1M: 7.62%
• YTD: 34.34%
• 6M: 36.58%
• 1Y: 59.93%
• 3Y*: 25.29%
• 5Y*: 9.70%
• 10Y*: 10.15%

SCHG

• 1D: -1.24%
• 1M: -2.59%
• YTD: 2.76%
• 6M: 2.11%
• 1Y: 20.89%
• 3Y*: 22.70%
• 5Y*: 13.68%
• 10Y*: 18.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRE vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	34.34%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-16.36%	33.61%
SCHG Schwab U.S. Large-Cap Growth ETF	2.76%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between DGRE and SCHG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013	0.60

The correlation between DGRE and SCHG shifts across timeframes, from 0.58 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.

DGRE vs. SCHG - Sectors Allocation Comparison

Sectors	DGRE	SCHG
Technology	41.5%	46.7%
Financial Services	17.8%	6.6%
Industrials	11.8%	6.0%
Basic Materials	6.6%	1.3%
Consumer Cyclical	5.5%	12.4%
Healthcare	4.8%	8.4%
Consumer Defensive	4.5%	1.6%
Communication Services	2.6%	15.3%
Utilities	2.2%	0.4%
Energy	1.9%	0.7%
Real Estate	0.8%	0.5%

Return for Risk

DGRE vs. SCHG — Risk / Return Rank

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

DGRE

DGRE Risk / Return Rank: 85
DGRE Sharpe Ratio Rank: 87
DGRE Sortino Ratio Rank: 82
DGRE Omega Ratio Rank: 86
DGRE Calmar Ratio Rank: 84
DGRE Martin Ratio Rank: 86

SCHG

SCHG Risk / Return Rank: 33
SCHG Sharpe Ratio Rank: 37
SCHG Sortino Ratio Rank: 35
SCHG Omega Ratio Rank: 35
SCHG Calmar Ratio Rank: 27
SCHG Martin Ratio Rank: 30

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. SCHG - Risk-Adjusted Trends 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.

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	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.74	1.30	+1.45
Sortino ratio: Return per unit of downside risk	3.48	1.79	+1.69
Omega ratio: Gain probability vs. loss probability	1.50	1.23	+0.27
Calmar ratio: Return relative to maximum drawdown	4.40	1.28	+3.13
Martin ratio: Return relative to average drawdown	17.37	4.19	+13.18

DGRE vs. SCHG - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 2.74, which is higher than the SCHG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of DGRE and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	DGRE	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-34.59%	-2.36%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-16.41%	+2.73%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-23.39%	+2.74%
Max Drawdown (5Y) Largest decline over 5 years	-33.99%	-34.59%	+0.60%
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	-34.59%	-2.36%
Current Drawdown Current decline from peak	-0.69%	-5.16%	+4.47%
Average Drawdown Average peak-to-trough decline	-11.97%	-5.20%	-6.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	5.00%	-1.54%

Volatility

DGRE vs. SCHG - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 10.45% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.78%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.45%	5.78%	+4.67%
Volatility (6M) Calculated over the trailing 6-month period	20.17%	12.50%	+7.67%
Volatility (1Y) Calculated over the trailing 1-year period	22.00%	16.21%	+5.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.58%	22.37%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	21.61%	-1.79%

DGRE vs. SCHG - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

DGRE vs. SCHG - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.16%, more than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.16%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both DGRE and SCHG in my portfolio?

DGRE and SCHG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGRE or SCHG?

DGRE has higher volatility (10.45%) compared to SCHG (5.78%). In terms of maximum drawdown, DGRE dropped -36.95% vs SCHG's -34.59%.

Which ETF is better, DGRE or SCHG?

On 10-year performance, SCHG leads with 18.81% vs 10.15% for DGRE. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 5.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or SCHG?

Over the 10-year period, SCHG has performed better with a 18.81% return vs 10.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.32% for DGRE.

Which ETF pays a higher dividend yield, DGRE or SCHG?

DGRE has the higher dividend yield at 1.16%, compared with 0.38% for SCHG.

What is the main difference between DGRE and SCHG?

DGRE is categorized as Emerging Markets Equities, while SCHG is Large Cap Growth Equities. They also come from different issuers: WisdomTree and Charles Schwab. Their fees differ too: 0.32% for DGRE and 0.04% for SCHG.

Which has better risk-adjusted returns?

DGRE currently has the higher Sharpe Ratio (2.74 vs 1.30), 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.