DGRW vs. DIVB
DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and DIVB (iShares Core Dividend ETF) are both Dividend funds - DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index while DIVB tracks the Morningstar US Dividend and Buyback Index. Both are passively managed. Over the past 5 years, DGRW returned 11.78%/yr vs 12.39%/yr for DIVB. Their correlation of 0.88 suggests significant overlap in exposure. DGRW charges 0.28%/yr vs 0.05%/yr for DIVB.
Performance
DGRW vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, DGRW achieves a 6.36% return, which is significantly lower than DIVB's 17.14% return.
DGRW
- 1D
- -0.92%
- 1M
- -1.62%
- YTD
- 6.36%
- 6M
- 5.72%
- 1Y
- 16.86%
- 3Y*
- 15.10%
- 5Y*
- 11.78%
- 10Y*
- 14.14%
DIVB
- 1D
- 1.02%
- 1M
- 1.64%
- YTD
- 17.14%
- 6M
- 16.48%
- 1Y
- 27.72%
- 3Y*
- 21.75%
- 5Y*
- 12.39%
- 10Y*
- —
DGRW vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 6.36% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 4.88% |
DIVB iShares Core Dividend ETF | 17.14% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 10.78% | 32.72% | -8.16% | 5.95% |
Correlation
The correlation between DGRW and DIVB is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.88 |
The correlation between DGRW and DIVB shifts across timeframes, from 0.75 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DGRW vs. DIVB — Risk / Return Rank
DGRW
DIVB
DGRW vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and iShares Core Dividend ETF (DIVB). 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 | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 4.08 | -2.04 |
| Martin ratioReturn relative to average drawdown | 8.67 | 13.64 | -4.97 |
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Drawdowns
DGRW vs. DIVB - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for DGRW and DIVB.
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Drawdown Indicators
| DGRW | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -36.93% | +4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -6.82% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -15.45% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -21.08% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -32.04% | — | — |
Current DrawdownCurrent decline from peak | -3.32% | -1.10% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -4.97% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.04% | -0.09% |
Volatility
DGRW vs. DIVB - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 3.75%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.61%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRW | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.61% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 8.84% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.30% | 11.70% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 15.26% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 18.36% | -2.15% |
DGRW vs. DIVB - Expense Ratio Comparison
DGRW has a 0.28% expense ratio, which is higher than DIVB's 0.05% expense ratio.
Dividends
DGRW vs. DIVB - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.30%, less than DIVB's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.30% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
DIVB iShares Core Dividend ETF | 2.27% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% | 0.00% | 0.00% |
Frequently Asked Questions
DGRW and DIVB have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (4.61%) compared to DGRW (3.75%). In terms of maximum drawdown, DGRW dropped -32.04% vs DIVB's -36.93%.
On 5-year performance, DIVB leads with 12.39% vs 11.78% for DGRW. On fees, DIVB is cheaper at 0.05% per year. On volatility, DGRW has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DIVB has performed better with a 12.39% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIVB is cheaper with a 0.05% expense ratio, compared with 0.28% for DGRW.
DIVB has the higher dividend yield at 2.27%, compared with 1.30% for DGRW.
DGRW tracks WisdomTree U.S. Quality Dividend Growth Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.28% for DGRW and 0.05% for DIVB.
DIVB currently has the higher Sharpe Ratio (2.38 vs 1.65), 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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