DGRE vs. VYMI

Last updated Aug 2, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - DGRE is a Quality Factor fund actively managed by WisdomTree, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. DGRE is actively managed, while VYMI is passively managed. Over the past 10 years, DGRE returned 8.22%/yr vs 11.09%/yr for VYMI. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DGRE charges 0.32%/yr vs 0.07%/yr for VYMI.

Performance

DGRE vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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 VYMI's 17.41% return. Over the past 10 years, DGRE has underperformed VYMI with an annualized return of 8.22%, while VYMI has yielded a comparatively higher 11.09% annualized 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%

VYMI

• 1D: -0.51%
• 1M: 4.32%
• 6M: 11.07%
• YTD: 17.41%
• 1Y: 34.68%
• 3Y*: 21.98%
• 5Y*: 14.02%
• 10Y*: 11.09%
• ALL TIME*: 11.35%

*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
VYMI Vanguard International High Dividend Yield ETF	$78.22M	$82.35M	$92.64M

DGRE vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	22.89%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-16.36%	33.61%
VYMI Vanguard International High Dividend Yield ETF	17.41%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between DGRE and VYMI is 0.69, 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.	0.69
Correlation (3Y) Balances recent behavior with more history.	0.68
Correlation (5Y) Shows whether the relationship held over a longer period.	0.71
Correlation (10Y) Provides a long-term view across more market conditions.	0.74
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.75

The correlation between DGRE and VYMI has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

DGRE vs. VYMI - Sectors Allocation Comparison

Sectors	DGRE	VYMI
Technology	38.6%	5.3%
Financial Services	11.8%	42.4%
Industrials	8.0%	6.1%
Basic Materials	4.4%	6.5%
Healthcare	2.6%	6.5%
Consumer Cyclical	2.6%	6.0%
Consumer Defensive	2.3%	6.7%
Energy	1.1%	7.9%
Utilities	0.9%	5.2%
Communication Services	0.8%	3.5%
Real Estate	0.3%	1.1%

Return for Risk

DGRE vs. VYMI — 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

VYMI

VYMI Risk / Return Rank: 91
VYMI Sharpe Ratio Rank: 94
VYMI Sortino Ratio Rank: 93
VYMI Omega Ratio Rank: 93
VYMI Calmar Ratio Rank: 87
VYMI Martin Ratio Rank: 89

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. VYMI - 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 International High Dividend Yield ETF (VYMI). 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	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.73	2.63	-0.90
Sortino ratio: Return per unit of downside risk	2.32	3.59	-1.27
Omega ratio: Gain probability vs. loss probability	1.32	1.48	-0.15
Calmar ratio: Return relative to maximum drawdown	3.07	3.43	-0.36
Martin ratio: Return relative to average drawdown	9.68	13.55	-3.86

DGRE vs. VYMI - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.73, which is lower than the VYMI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of DGRE and VYMI, 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. VYMI - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DGRE and VYMI.

Drawdown Indicators

	DGRE	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-40.00%	+3.05%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-10.14%	-3.54%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-12.84%	-7.81%
Max Drawdown (5Y) Largest decline over 5 years	-33.43%	-24.05%	-9.38%
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	-40.00%	+3.05%
Current Drawdown Current decline from peak	-9.16%	-0.51%	-8.65%
Average Drawdown Average peak-to-trough decline	-11.93%	-6.23%	-5.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	2.56%	+1.77%

Volatility

DGRE vs. VYMI - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.62%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.92%	3.62%	+5.30%
Volatility (6M) Calculated over the trailing 6-month period	22.64%	11.39%	+11.25%
Volatility (1Y) Calculated over the trailing 1-year period	24.24%	13.24%	+11.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.08%	14.85%	+4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.98%	16.55%	+3.43%

DGRE vs. VYMI - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

DGRE vs. VYMI - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.35%, less than VYMI's 3.48% 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%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%

Frequently Asked Questions

Can I hold both DGRE and VYMI in my portfolio?

DGRE and VYMI 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 VYMI?

DGRE has higher volatility (8.92%) compared to VYMI (3.62%). In terms of maximum drawdown, DGRE dropped -36.95% vs VYMI's -40.00%.

Which ETF is better, DGRE or VYMI?

On 10-year performance, VYMI leads with 11.09% vs 8.22% for DGRE. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or VYMI?

Over the 10-year period, VYMI has performed better with a 11.09% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.32% for DGRE.

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

VYMI has the higher dividend yield at 3.48%, compared with 1.35% for DGRE.

What is the main difference between DGRE and VYMI?

DGRE is categorized as Quality Factor, while VYMI is Dividend. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.32% for DGRE and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.63 vs 1.73), 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.