DGRW vs. ABBV
DGRW (WisdomTree U.S. Quality Dividend Growth Fund) is Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while ABBV (AbbVie Inc.) is a stock. Over the past 10 years, DGRW returned 14.13%/yr vs 19.10%/yr for ABBV. At a 0.47 correlation, their price movements are largely independent.
Performance
DGRW vs. ABBV - Performance Comparison
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Returns By Period
In the year-to-date period, DGRW achieves a 7.88% return, which is significantly higher than ABBV's 1.30% return. Over the past 10 years, DGRW has underperformed ABBV with an annualized return of 14.13%, while ABBV has yielded a comparatively higher 19.10% annualized return.
DGRW
- 1D
- 0.50%
- 1M
- -0.55%
- YTD
- 7.88%
- 6M
- 7.92%
- 1Y
- 18.88%
- 3Y*
- 15.58%
- 5Y*
- 11.95%
- 10Y*
- 14.13%
ABBV
- 1D
- 1.32%
- 1M
- 8.24%
- YTD
- 1.30%
- 6M
- 3.65%
- 1Y
- 23.06%
- 3Y*
- 22.39%
- 5Y*
- 18.94%
- 10Y*
- 19.10%
DGRW vs. ABBV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 7.88% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 26.90% |
ABBV AbbVie Inc. | 1.30% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 60.07% |
Correlation
The correlation between DGRW and ABBV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.47 |
Over the past year, the correlation between DGRW and ABBV has dropped to 0.19 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
DGRW vs. ABBV — Risk / Return Rank
DGRW
ABBV
DGRW vs. ABBV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and AbbVie Inc. (ABBV). 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.
| DGRW | ABBV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.18 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.29 | +0.86 |
| Martin ratioReturn relative to average drawdown | 9.28 | 2.88 | +6.40 |
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Drawdowns
DGRW vs. ABBV - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for DGRW and ABBV.
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Drawdown Indicators
| DGRW | ABBV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -45.09% | +13.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -17.32% | +9.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -20.74% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -21.92% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -32.04% | -45.09% | +13.05% |
Current DrawdownCurrent decline from peak | -1.93% | -4.60% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -10.71% | +7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 7.75% | -5.83% |
Volatility
DGRW vs. ABBV - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 3.41%, while AbbVie Inc. (ABBV) has a volatility of 6.10%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRW | ABBV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 6.10% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 17.85% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 24.31% | -14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 22.89% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 25.73% | -9.50% |
Dividends
DGRW vs. ABBV - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.28%, less than ABBV's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
Frequently Asked Questions
DGRW and ABBV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABBV has higher volatility (6.10%) compared to DGRW (3.41%). In terms of maximum drawdown, DGRW dropped -32.04% vs ABBV's -45.09%.
DGRW currently has the higher Sharpe Ratio (1.76 vs 0.92), 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.
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