DGRW vs. DLN
Compare and contrast key facts about WisdomTree U.S. Dividend Growth Fund (DGRW) and WisdomTree US LargeCap Dividend ETF (DLN).
DGRW and DLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DLN is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree LargeCap Dividend Index. It was launched on Jun 16, 2006. Both DGRW and DLN 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: DGRW or DLN.
Performance
DGRW vs. DLN - Performance Comparison
Returns By Period
In the year-to-date period, DGRW achieves a 19.73% return, which is significantly lower than DLN's 22.26% return. Over the past 10 years, DGRW has outperformed DLN with an annualized return of 12.80%, while DLN has yielded a comparatively lower 10.84% annualized return.
DGRW
19.73%
-1.58%
9.32%
26.80%
14.12%
12.80%
DLN
22.26%
-0.39%
11.24%
29.76%
11.86%
10.84%
Key characteristics
| DGRW | DLN | |
|---|---|---|
| Sharpe Ratio | 2.51 | 3.10 |
| Sortino Ratio | 3.49 | 4.30 |
| Omega Ratio | 1.46 | 1.58 |
| Calmar Ratio | 4.25 | 6.07 |
| Martin Ratio | 16.02 | 20.81 |
| Ulcer Index | 1.66% | 1.42% |
| Daily Std Dev | 10.61% | 9.51% |
| Max Drawdown | -32.04% | -57.84% |
| Current Drawdown | -2.95% | -1.72% |
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DGRW vs. DLN - Expense Ratio Comparison
Both DGRW and DLN have an expense ratio of 0.28%.
Correlation
The correlation between DGRW and DLN is 0.95, 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.
Risk-Adjusted Performance
DGRW vs. DLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Dividend Growth Fund (DGRW) and WisdomTree US LargeCap Dividend ETF (DLN). 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
DGRW vs. DLN - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.53%, less than DLN's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Dividend Growth Fund | 1.53% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
DLN WisdomTree US LargeCap Dividend ETF | 2.01% | 2.43% | 2.53% | 2.02% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 3.01% | 2.34% | 2.40% |
Drawdowns
DGRW vs. DLN - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for DGRW and DLN. For additional features, visit the drawdowns tool.
Volatility
DGRW vs. DLN - Volatility Comparison
WisdomTree U.S. Dividend Growth Fund (DGRW) has a higher volatility of 3.64% compared to WisdomTree US LargeCap Dividend ETF (DLN) at 3.17%. This indicates that DGRW's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.