DGRW vs. GDMN
DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) are both exchange-traded funds - DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while GDMN is a Commodities fund actively managed by WisdomTree. DGRW is passively managed, while GDMN is actively managed. Over the past 3 years, DGRW returned 16.64%/yr vs 60.95%/yr for GDMN. At a 0.23 correlation, their price movements are largely independent. DGRW charges 0.28%/yr vs 0.45%/yr for GDMN.
Performance
DGRW vs. GDMN - Performance Comparison
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Returns By Period
In the year-to-date period, DGRW achieves a 9.10% return, which is significantly higher than GDMN's -4.13% return.
DGRW
- 1D
- -0.83%
- 1M
- 4.06%
- YTD
- 9.10%
- 6M
- 8.62%
- 1Y
- 20.79%
- 3Y*
- 16.64%
- 5Y*
- 12.17%
- 10Y*
- 14.15%
GDMN
- 1D
- -3.68%
- 1M
- -2.43%
- YTD
- -4.13%
- 6M
- 2.73%
- 1Y
- 76.93%
- 3Y*
- 60.95%
- 5Y*
- —
- 10Y*
- —
DGRW vs. GDMN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 9.10% | 12.17% | 16.98% | 18.66% | -6.33% | 1.86% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -4.13% | 237.09% | 28.23% | 12.97% | -14.62% | 5.11% |
Correlation
The correlation between DGRW and GDMN is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2021 | 0.23 |
DGRW vs. GDMN - Sectors Allocation Comparison
Sectors
DGRW
GDMN
Technology
-
Healthcare
-
Financial Services
-
Communication Services
-
Industrials
-
Consumer Cyclical
-
Consumer Defensive
-
Energy
-
Basic Materials
Utilities
-
Real Estate
-
-
Technology
DGRW
GDMN
-
Healthcare
DGRW
GDMN
-
Financial Services
DGRW
GDMN
-
Communication Services
DGRW
GDMN
-
Industrials
DGRW
GDMN
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Consumer Cyclical
DGRW
GDMN
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Consumer Defensive
DGRW
GDMN
-
Energy
DGRW
GDMN
-
Basic Materials
DGRW
GDMN
Utilities
DGRW
GDMN
-
Real Estate
DGRW
-
GDMN
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Return for Risk
DGRW vs. GDMN — Risk / Return Rank
DGRW
GDMN
DGRW vs. GDMN - 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 Gold Miners Strategy Fund (GDMN). 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 | GDMN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 1.98 | +0.53 |
| Martin ratioReturn relative to average drawdown | 11.03 | 4.68 | +6.35 |
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 | GDMN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.26 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
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 | 0.80 | +0.05 |
Drawdowns
DGRW vs. GDMN - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DGRW and GDMN.
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Drawdown Indicators
| DGRW | GDMN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -52.82% | +20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -39.03% | +30.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -39.03% | +22.82% |
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 | -0.83% | -37.06% | +36.23% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -18.89% | +15.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 16.51% | -14.62% |
Volatility
DGRW vs. GDMN - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 2.47%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 17.94%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRW | GDMN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 17.94% | -15.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 51.79% | -44.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.88% | 61.32% | -51.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 47.59% | -33.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 47.59% | -31.38% |
DGRW vs. GDMN - Expense Ratio Comparison
DGRW has a 0.28% expense ratio, which is lower than GDMN's 0.45% expense ratio.
Dividends
DGRW vs. GDMN - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.27%, less than GDMN's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.27% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 2.82% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRW and GDMN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (17.94%) compared to DGRW (2.47%). In terms of maximum drawdown, DGRW dropped -32.04% vs GDMN's -52.82%.
On 3-year performance, GDMN leads with 60.95% vs 16.64% for DGRW. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDMN has performed better with a 60.95% return vs 16.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRW is cheaper with a 0.28% expense ratio, compared with 0.45% for GDMN.
GDMN has the higher dividend yield at 2.82%, compared with 1.27% for DGRW.
DGRW is categorized as Dividend, while GDMN is Commodities. Their fees differ too: 0.28% for DGRW and 0.45% for GDMN.
DGRW currently has the higher Sharpe Ratio (2.12 vs 1.26), 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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