DGRW vs. GDE
DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while GDE is a Gold fund actively managed by WisdomTree. DGRW is passively managed, while GDE is actively managed. Over the past 3 years, DGRW returned 17.10%/yr vs 47.08%/yr for GDE. A 0.60 correlation means they provide meaningful diversification when combined. DGRW charges 0.28%/yr vs 0.20%/yr for GDE.
Performance
DGRW vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, DGRW achieves a 9.87% return, which is significantly lower than GDE's 11.25% return.
DGRW
- 1D
- 0.71%
- 1M
- 4.18%
- YTD
- 9.87%
- 6M
- 9.49%
- 1Y
- 21.83%
- 3Y*
- 17.10%
- 5Y*
- 12.33%
- 10Y*
- 14.19%
GDE
- 1D
- 1.33%
- 1M
- 2.08%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 54.50%
- 3Y*
- 47.08%
- 5Y*
- —
- 10Y*
- —
DGRW vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 9.87% | 12.17% | 16.98% | 18.66% | -1.66% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 11.25% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between DGRW and GDE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.60 |
The correlation between DGRW and GDE has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
DGRW vs. GDE — Risk / Return Rank
DGRW
GDE
DGRW vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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 | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.42 | +0.22 |
| Martin ratioReturn relative to average drawdown | 11.58 | 7.50 | +4.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGRW | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 1.93 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.17 | -0.31 |
Drawdowns
DGRW vs. GDE - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, roughly equal to the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DGRW and GDE.
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Drawdown Indicators
| DGRW | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -32.01% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -22.66% | +14.36% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -22.66% | +6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.04% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -9.99% | +9.87% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -7.89% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 7.29% | -5.40% |
Volatility
DGRW vs. GDE - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 2.49%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.68%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRW | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 6.68% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 24.27% | -16.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 28.41% | -18.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 26.12% | -12.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 26.12% | -9.91% |
DGRW vs. GDE - Expense Ratio Comparison
DGRW has a 0.28% expense ratio, which is higher than GDE's 0.20% expense ratio.
Dividends
DGRW vs. GDE - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.26%, less than GDE's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.26% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.88% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRW and GDE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (6.68%) compared to DGRW (2.49%). In terms of maximum drawdown, DGRW dropped -32.04% vs GDE's -32.01%.
On 3-year performance, GDE leads with 47.08% vs 17.10% for DGRW. On fees, GDE is cheaper at 0.20% per year. On volatility, DGRW has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 47.08% return vs 17.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDE is cheaper with a 0.20% expense ratio, compared with 0.28% for DGRW.
GDE has the higher dividend yield at 3.88%, compared with 1.26% for DGRW.
DGRW is categorized as Dividend, while GDE is Gold. Their fees differ too: 0.28% for DGRW and 0.20% for GDE.
DGRW currently has the higher Sharpe Ratio (2.22 vs 1.93), 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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