DGRS vs. DGRW
Compare and contrast key facts about WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and WisdomTree U.S. Dividend Growth Fund (DGRW).
DGRS and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both DGRS and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRS or DGRW.
Correlation
The correlation between DGRS and DGRW is 0.75, 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.
Performance
DGRS vs. DGRW - Performance Comparison
Key characteristics
DGRS:
-0.67
DGRW:
-0.24
DGRS:
-0.84
DGRW:
-0.23
DGRS:
0.90
DGRW:
0.97
DGRS:
-0.51
DGRW:
-0.20
DGRS:
-1.80
DGRW:
-1.00
DGRS:
7.74%
DGRW:
3.29%
DGRS:
20.76%
DGRW:
13.39%
DGRS:
-44.83%
DGRW:
-32.04%
DGRS:
-27.57%
DGRW:
-16.22%
Returns By Period
In the year-to-date period, DGRS achieves a -20.26% return, which is significantly lower than DGRW's -11.63% return. Over the past 10 years, DGRS has underperformed DGRW with an annualized return of 5.57%, while DGRW has yielded a comparatively higher 10.73% annualized return.
DGRS
-20.26%
-15.69%
-18.66%
-14.58%
11.21%
5.57%
DGRW
-11.63%
-12.60%
-13.47%
-3.29%
13.53%
10.73%
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DGRS vs. DGRW - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
DGRS vs. DGRW — Risk-Adjusted Performance Rank
DGRS
DGRW
DGRS vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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
DGRS vs. DGRW - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.88%, more than DGRW's 1.77% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | 2.88% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 2.09% | 1.82% | 2.55% | 2.07% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.77% | 1.55% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% |
Drawdowns
DGRS vs. DGRW - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for DGRS and DGRW. For additional features, visit the drawdowns tool.
Volatility
DGRS vs. DGRW - Volatility Comparison
WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) has a higher volatility of 9.41% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 7.81%. This indicates that DGRS's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
User Portfolios with DGRS or DGRW
Recent discussions
Dividend Paying Stock Portfolio
4803heights
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas
Performance return calculation
Is the performance return calculation include dividend or interest paid and for the case of ETF's is the expense fee subtracted?
Thanks!
Marcus Crahan