DGRE vs. VWO
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Vanguard FTSE Emerging Markets ETF (VWO).
DGRE and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or VWO.
Performance
DGRE vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, DGRE achieves a 5.63% return, which is significantly lower than VWO's 11.32% return. Over the past 10 years, DGRE has underperformed VWO with an annualized return of 2.55%, while VWO has yielded a comparatively higher 3.41% annualized return.
DGRE
5.63%
-5.19%
-0.91%
13.12%
3.66%
2.55%
VWO
11.32%
-4.28%
3.75%
15.49%
4.42%
3.41%
Key characteristics
| DGRE | VWO | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.03 |
| Sortino Ratio | 1.26 | 1.53 |
| Omega Ratio | 1.16 | 1.19 |
| Calmar Ratio | 0.67 | 0.64 |
| Martin Ratio | 4.15 | 5.02 |
| Ulcer Index | 3.17% | 3.02% |
| Daily Std Dev | 15.48% | 14.72% |
| Max Drawdown | -36.95% | -67.68% |
| Current Drawdown | -9.52% | -10.39% |
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DGRE vs. VWO - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is higher than VWO's 0.08% expense ratio.
Correlation
The correlation between DGRE and VWO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DGRE vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.13%, less than VWO's 2.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.13% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
VWO Vanguard FTSE Emerging Markets ETF | 2.66% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
DGRE vs. VWO - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DGRE and VWO. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. VWO - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) is 3.53%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.47%. This indicates that DGRE experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.