DGRE vs. VFQY

Last updated Aug 2, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and VFQY (Vanguard U.S. Quality Factor ETF) are both Quality Factor funds. Both are actively managed. Over the past 5 years, DGRE returned 8.52%/yr vs 8.92%/yr for VFQY. Their 0.59 correlation means they have sometimes moved together and sometimes differently. DGRE charges 0.32%/yr vs 0.13%/yr for VFQY.

Performance

DGRE vs. VFQY - Performance Comparison

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

Returns By Period

In the year-to-date period, DGRE achieves a 22.89% return, which is significantly higher than VFQY's 13.01% return.

DGRE

• 1D: 0.57%
• 1M: -3.14%
• 6M: 14.70%
• YTD: 22.89%
• 1Y: 42.31%
• 3Y*: 19.58%
• 5Y*: 8.52%
• 10Y*: 8.22%
• ALL TIME*: 5.82%

VFQY

• 1D: -0.04%
• 1M: 1.15%
• 6M: 10.45%
• YTD: 13.01%
• 1Y: 22.01%
• 3Y*: 14.60%
• 5Y*: 8.92%
• 10Y*: —
• ALL TIME*: 11.49%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	$225.72K	$519.73K	$485.46K
VFQY Vanguard U.S. Quality Factor ETF	$877.35K	$995.36K	$1.05M

DGRE vs. VFQY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	22.89%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-17.72%
VFQY Vanguard U.S. Quality Factor ETF	13.01%	10.24%	12.93%	22.48%	-15.74%	27.96%	16.97%	25.75%	-8.19%

Correlation

The correlation between DGRE and VFQY is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	0.54
Correlation (5Y) Shows whether the relationship held over a longer period.	0.56
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.59

The correlation between DGRE and VFQY has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

DGRE vs. VFQY - Sectors Allocation Comparison

Sectors	DGRE	VFQY
Technology	38.6%	25.8%
Financial Services	11.8%	18.9%
Industrials	8.0%	16.8%
Basic Materials	4.4%	2.2%
Healthcare	2.6%	8.9%
Consumer Cyclical	2.6%	13.3%
Consumer Defensive	2.3%	9.2%
Energy	1.1%	2.2%
Utilities	0.9%	-
Communication Services	0.8%	2.8%
Real Estate	0.3%	-

Return for Risk

DGRE vs. VFQY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGRE

DGRE Risk / Return Rank: 77
DGRE Sharpe Ratio Rank: 76
DGRE Sortino Ratio Rank: 72
DGRE Omega Ratio Rank: 77
DGRE Calmar Ratio Rank: 83
DGRE Martin Ratio Rank: 77

VFQY

VFQY Risk / Return Rank: 67
VFQY Sharpe Ratio Rank: 68
VFQY Sortino Ratio Rank: 69
VFQY Omega Ratio Rank: 62
VFQY Calmar Ratio Rank: 65
VFQY Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGRE vs. VFQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Vanguard U.S. Quality Factor ETF (VFQY). 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	VFQY	Difference
Sharpe ratio: Return per unit of total volatility	1.73	1.54	+0.19
Sortino ratio: Return per unit of downside risk	2.32	2.25	+0.07
Omega ratio: Gain probability vs. loss probability	1.32	1.27	+0.06
Calmar ratio: Return relative to maximum drawdown	3.07	2.26	+0.81
Martin ratio: Return relative to average drawdown	9.68	8.53	+1.15

DGRE vs. VFQY - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.73, which is comparable to the VFQY Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of DGRE and VFQY, 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. VFQY - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, roughly equal to the maximum VFQY drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for DGRE and VFQY.

Drawdown Indicators

	DGRE	VFQY	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-37.41%	+0.46%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-9.12%	-4.56%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-20.67%	+0.02%
Max Drawdown (5Y) Largest decline over 5 years	-33.43%	-25.93%	-7.50%
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	—	—
Current Drawdown Current decline from peak	-9.16%	-0.61%	-8.55%
Average Drawdown Average peak-to-trough decline	-11.93%	-6.57%	-5.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	2.41%	+1.92%

Volatility

DGRE vs. VFQY - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to Vanguard U.S. Quality Factor ETF (VFQY) at 2.96%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	VFQY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.92%	2.96%	+5.96%
Volatility (6M) Calculated over the trailing 6-month period	22.64%	9.55%	+13.09%
Volatility (1Y) Calculated over the trailing 1-year period	24.24%	13.41%	+10.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.08%	18.28%	+0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.98%	20.73%	-0.75%

DGRE vs. VFQY - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than VFQY's 0.13% expense ratio.

Dividends

DGRE vs. VFQY - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.35%, more than VFQY's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.35%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%
VFQY Vanguard U.S. Quality Factor ETF	1.04%	1.17%	1.34%	1.38%	1.43%	0.98%	1.22%	1.34%	1.31%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DGRE and VFQY in my portfolio?

DGRE and VFQY have a correlation of 0.53, 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 VFQY?

DGRE has higher volatility (8.92%) compared to VFQY (2.96%). In terms of maximum drawdown, DGRE dropped -36.95% vs VFQY's -37.41%.

Which ETF is better, DGRE or VFQY?

On 5-year performance, VFQY leads with 8.92% vs 8.52% for DGRE. On fees, VFQY is cheaper at 0.13% per year. On volatility, VFQY has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or VFQY?

Over the 5-year period, VFQY has performed better with a 8.92% return vs 8.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or VFQY?

VFQY is cheaper with a 0.13% expense ratio, compared with 0.32% for DGRE.

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

DGRE has the higher dividend yield at 1.35%, compared with 1.04% for VFQY.

What is the main difference between DGRE and VFQY?

They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.32% for DGRE and 0.13% for VFQY.

Which has better risk-adjusted returns?

DGRE currently has the higher Sharpe Ratio (1.73 vs 1.54), 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.