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.
Key characteristics
| DGRE | SCHY | |
|---|---|---|
| YTD Return | 2.27% | -3.27% |
| 1Y Return | 17.73% | 2.70% |
| Sharpe Ratio | 1.14 | 0.15 |
| Daily Std Dev | 13.70% | 11.31% |
| Max Drawdown | -36.95% | -24.04% |
| Current Drawdown | -11.65% | -3.62% |
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.
Performance
DGRE vs. SCHY - Performance Comparison
In the year-to-date period, DGRE achieves a 2.27% return, which is significantly higher than SCHY's -3.27% 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. SCHY - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than SCHY's 0.14% expense ratio.
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 2.18%, less than SCHY's 4.81% 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% |
SCHY Schwab International Dividend Equity ETF | 4.81% | 3.97% | 3.67% | 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
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 3.99% compared to Schwab International Dividend Equity ETF (SCHY) at 3.05%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.