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DGRO vs. NESN.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRO vs. NESN.SW

Last updated Jun 9, 2026

DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index, while NESN.SW (Nestlé S.A.) is a stock. Over the past 10 years, DGRO returned 13.26%/yr vs 5.59%/yr for NESN.SW. At a 0.22 correlation, their price movements are largely independent.

Performance

DGRO vs. NESN.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend Growth ETF (DGRO) and Nestlé S.A. (NESN.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRO is traded in USD, while NESN.SW is traded in CHF. To make them comparable, the NESN.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGRO achieves a 8.47% return, which is significantly higher than NESN.SW's 1.70% return. Over the past 10 years, DGRO has outperformed NESN.SW with an annualized return of 13.26%, while NESN.SW has yielded a comparatively lower 5.59% annualized return.

DGRO

1D
-0.29%
1M
2.67%
YTD
8.47%
6M
9.27%
1Y
21.90%
3Y*
16.63%
5Y*
10.64%
10Y*
13.26%

NESN.SW

1D
-0.42%
1M
-2.63%
YTD
1.70%
6M
4.16%
1Y
-4.09%
3Y*
-3.42%
5Y*
-1.99%
10Y*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRO vs. NESN.SW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGRO
iShares Core Dividend Growth ETF		8.47%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%
NESN.SW
Nestlé S.A.		1.70%24.36%-26.18%2.56%-15.00%20.99%12.29%36.91%-2.79%23.65%

Correlation

The correlation between DGRO and NESN.SW is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.22

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iShares Core Dividend Growth ETF

Nestlé S.A.

Often compared with DGRO:
DGRO vs. SCHDDGRO vs. VIGDGRO vs. VYMDGRO vs. VOODGRO vs. DGRWDGRO vs. DIVODGRO vs. HDV
Often compared with NESN.SW:
NESN.SW vs. SPYNESN.SW vs. BN.PANESN.SW vs. ^SSMINESN.SW vs. ABBN.SWNESN.SW vs. KER.PANESN.SW vs. TEP.PANESN.SW vs. UBS

Return for Risk

DGRO vs. NESN.SW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
Martin Ratio Rank
NESN.SW
NESN.SW Risk / Return Rank: 2424
Overall Rank
NESN.SW Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NESN.SW Sortino Ratio Rank: 2020
Sortino Ratio Rank
NESN.SW Omega Ratio Rank: 2121
Omega Ratio Rank
NESN.SW Calmar Ratio Rank: 2626
Calmar Ratio Rank
NESN.SW Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRO vs. NESN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) and Nestlé S.A. (NESN.SW). 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.

DGRONESN.SWDifference
Sharpe ratioReturn per unit of total volatility
2.32
-0.22

+2.53

Sortino ratioReturn per unit of downside risk
3.37
-0.17

+3.54

Omega ratioGain probability vs. loss probability

1.42

0.98

+0.44

Calmar ratioReturn relative to maximum drawdown

3.40

-0.28

+3.68

Martin ratioReturn relative to average drawdown

13.12

-0.52

+13.65

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRO vs. NESN.SW - Sharpe Ratio Comparison

The current DGRO Sharpe Ratio is 2.32, which is higher than the NESN.SW Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of DGRO and NESN.SW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DGRONESN.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

-0.22

+2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

-0.10

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.31

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.39

+0.37

Drawdowns

DGRO vs. NESN.SW - Drawdown Comparison

The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum NESN.SW drawdown of -40.53%. Use the drawdown chart below to compare losses from any high point for DGRO and NESN.SW.

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Drawdown Indicators

DGRONESN.SWDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-40.53%

+5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-17.25%

+10.78%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-32.86%

+18.83%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-38.13%

+18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-38.13%

+3.03%

Current Drawdown

Current decline from peak

-1.07%

-19.70%

+18.63%

Average Drawdown

Average peak-to-trough decline

-3.44%

-9.37%

+5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

9.50%

-7.83%

Volatility

DGRO vs. NESN.SW - Volatility Comparison

The current volatility for iShares Core Dividend Growth ETF (DGRO) is 2.32%, while Nestlé S.A. (NESN.SW) has a volatility of 5.89%. This indicates that DGRO experiences smaller price fluctuations and is considered to be less risky than NESN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGRONESN.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

5.89%

-3.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

15.63%

-8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

22.84%

-13.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

19.92%

-6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

18.15%

-1.52%

Dividends

DGRO vs. NESN.SW - Dividend Comparison

DGRO's dividend yield for the trailing twelve months is around 1.96%, less than NESN.SW's 4.04% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF		1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
NESN.SW
Nestlé S.A.		4.04%3.87%4.01%3.03%2.61%2.16%2.59%2.34%2.94%2.74%3.08%2.95%

Frequently Asked Questions

DGRO and NESN.SW have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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