DGRE vs. SCHY
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Schwab International Dividend Equity ETF (SCHY).
DGRE and SCHY 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. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or SCHY.
Performance
DGRE vs. SCHY - Performance Comparison
Returns By Period
In the year-to-date period, DGRE achieves a 6.37% return, which is significantly higher than SCHY's 1.27% return.
DGRE
6.37%
-5.88%
-0.97%
13.09%
3.76%
2.55%
SCHY
1.27%
-5.41%
-0.13%
7.25%
N/A
N/A
Key characteristics
| DGRE | SCHY | |
|---|---|---|
| Sharpe Ratio | 0.92 | 0.70 |
| Sortino Ratio | 1.35 | 1.02 |
| Omega Ratio | 1.17 | 1.13 |
| Calmar Ratio | 0.72 | 0.81 |
| Martin Ratio | 4.67 | 2.68 |
| Ulcer Index | 3.06% | 2.84% |
| Daily Std Dev | 15.51% | 10.91% |
| Max Drawdown | -36.95% | -24.04% |
| Current Drawdown | -8.88% | -8.60% |
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DGRE vs. SCHY - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than SCHY's 0.14% expense ratio.
Correlation
The correlation between DGRE and SCHY is 0.67, 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.
Risk-Adjusted Performance
DGRE vs. SCHY - 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 International Dividend Equity ETF (SCHY). 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. SCHY - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.12%, less than SCHY's 6.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.12% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
SCHY Schwab International Dividend Equity ETF | 6.09% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGRE vs. SCHY - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for DGRE and SCHY. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. SCHY - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) is 3.57%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 3.85%. This indicates that DGRE experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.