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DGRW vs. DLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DGRWDLN
YTD Return19.47%19.97%
1Y Return32.08%30.63%
3Y Return (Ann)13.57%11.52%
5Y Return (Ann)15.63%12.80%
10Y Return (Ann)13.66%11.43%
Sharpe Ratio3.063.22
Sortino Ratio4.244.41
Omega Ratio1.571.60
Calmar Ratio3.323.32
Martin Ratio19.1920.82
Ulcer Index1.72%1.53%
Daily Std Dev10.76%9.90%
Max Drawdown-32.04%-57.84%
Current Drawdown-0.23%-0.29%

Correlation

-0.50.00.51.01.0

The correlation between DGRW and DLN is 0.96, 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

DGRW vs. DLN - Performance Comparison

The year-to-date returns for both investments are quite close, with DGRW having a 19.47% return and DLN slightly higher at 19.97%. Over the past 10 years, DGRW has outperformed DLN with an annualized return of 13.66%, while DLN has yielded a comparatively lower 11.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%220.00%240.00%260.00%280.00%300.00%320.00%MayJuneJulyAugustSeptemberOctober
321.20%
240.95%
DGRW
DLN

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DGRW vs. DLN - Expense Ratio Comparison

Both DGRW and DLN have an expense ratio of 0.28%.


DGRW
WisdomTree U.S. Dividend Growth Fund
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for DLN: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

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.


DGRW
Sharpe ratio
The chart of Sharpe ratio for DGRW, currently valued at 3.06, compared to the broader market0.002.004.003.06
Sortino ratio
The chart of Sortino ratio for DGRW, currently valued at 4.24, compared to the broader market-2.000.002.004.006.008.0010.0012.004.24
Omega ratio
The chart of Omega ratio for DGRW, currently valued at 1.57, compared to the broader market1.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for DGRW, currently valued at 3.32, compared to the broader market0.005.0010.0015.003.32
Martin ratio
The chart of Martin ratio for DGRW, currently valued at 19.19, compared to the broader market0.0020.0040.0060.0080.00100.0019.19
DLN
Sharpe ratio
The chart of Sharpe ratio for DLN, currently valued at 3.22, compared to the broader market0.002.004.003.22
Sortino ratio
The chart of Sortino ratio for DLN, currently valued at 4.41, compared to the broader market-2.000.002.004.006.008.0010.0012.004.41
Omega ratio
The chart of Omega ratio for DLN, currently valued at 1.60, compared to the broader market1.001.502.002.503.001.60
Calmar ratio
The chart of Calmar ratio for DLN, currently valued at 3.32, compared to the broader market0.005.0010.0015.003.32
Martin ratio
The chart of Martin ratio for DLN, currently valued at 20.82, compared to the broader market0.0020.0040.0060.0080.00100.0020.82

DGRW vs. DLN - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 3.06, which roughly equals the DLN Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of DGRW and DLN, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.06
3.22
DGRW
DLN

Dividends

DGRW vs. DLN - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.50%, less than DLN's 2.04% yield.


TTM20232022202120202019201820172016201520142013
DGRW
WisdomTree U.S. Dividend Growth Fund
1.50%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
DLN
WisdomTree US LargeCap Dividend ETF
2.04%2.43%2.53%2.01%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.23%
-0.29%
DGRW
DLN

Volatility

DGRW vs. DLN - Volatility Comparison

WisdomTree U.S. Dividend Growth Fund (DGRW) has a higher volatility of 2.43% compared to WisdomTree US LargeCap Dividend ETF (DLN) at 1.89%. 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.


1.00%2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
2.43%
1.89%
DGRW
DLN