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DGRW vs. GDMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRW vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRW vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

32.1%

-

Healthcare

12.8%

-

Financial Services

11.3%

-

Communication Services

10.1%

-

Industrials

9.9%

-

Consumer Cyclical

7.1%

-

Consumer Defensive

6.7%

-

Energy

5.0%

-

Basic Materials

3.3%
100.0%

Utilities

0.2%

-

Real Estate

-

-

Technology

DGRW
32.1%
GDMN

-

Healthcare

DGRW
12.8%
GDMN

-

Financial Services

DGRW
11.3%
GDMN

-

Communication Services

DGRW
10.1%
GDMN

-

Industrials

DGRW
9.9%
GDMN

-

Consumer Cyclical

DGRW
7.1%
GDMN

-

Consumer Defensive

DGRW
6.7%
GDMN

-

Energy

DGRW
5.0%
GDMN

-

Basic Materials

DGRW
3.3%
GDMN
100.0%

Utilities

DGRW
0.2%
GDMN

-

Real Estate

DGRW

-

GDMN

-

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Return for Risk

DGRW vs. GDMN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRW
DGRW Risk / Return Rank: 6060
Overall Rank
DGRW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6565
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6363
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5050
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 3434
Overall Rank
GDMN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3636
Omega Ratio Rank
GDMN Calmar Ratio Rank: 3939
Calmar Ratio Rank
GDMN Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DGRWGDMNDifference
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

DGRW vs. GDMN - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 2.12, which is higher than the GDMN Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DGRW and GDMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGRWGDMNDifference

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


DGRWGDMNDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.83%

-37.06%

+36.23%

Average Drawdown

Average peak-to-trough decline

-3.01%

-18.89%

+15.88%

Ulcer Index

Depth 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


DGRWGDMNDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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