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DGRW vs. HIGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRW vs. HIGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Simplify Enhanced Income ETF (HIGH). 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 6.36% return, which is significantly higher than HIGH's -0.79% return.


DGRW

1D
-0.92%
1M
-1.62%
YTD
6.36%
6M
5.72%
1Y
16.86%
3Y*
15.10%
5Y*
11.78%
10Y*
14.14%

HIGH

1D
-0.82%
1M
0.09%
YTD
-0.79%
6M
-1.67%
1Y
-1.43%
3Y*
2.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRW vs. HIGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
6.36%12.17%16.98%18.66%3.33%
HIGH
Simplify Enhanced Income ETF
-0.79%4.35%1.52%7.70%0.47%

Correlation

The correlation between DGRW and HIGH is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2022

0.42

Over the past year, DGRW and HIGH have become more correlated (0.66) than their long-term average of 0.42, meaning their price movements have been converging.

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Return for Risk

DGRW vs. HIGH — Risk / Return Rank

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

DGRW
DGRW Risk / Return Rank: 4848
Overall Rank
DGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 5050
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4949
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4242
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5252
Martin Ratio Rank

HIGH
HIGH Risk / Return Rank: 77
Overall Rank
HIGH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HIGH Sortino Ratio Rank: 66
Sortino Ratio Rank
HIGH Omega Ratio Rank: 66
Omega Ratio Rank
HIGH Calmar Ratio Rank: 77
Calmar Ratio Rank
HIGH Martin Ratio Rank: 88
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. HIGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Simplify Enhanced Income ETF (HIGH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DGRWHIGHDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.30

0.98

+0.33

Calmar ratioReturn relative to maximum drawdown

2.04

-0.15

+2.19

Martin ratioReturn relative to average drawdown

8.67

-0.21

+8.88

DGRW vs. HIGH - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 1.65, which is higher than the HIGH Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of DGRW and HIGH, 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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Drawdowns

DGRW vs. HIGH - Drawdown Comparison

The maximum DGRW drawdown since its inception was -32.04%, which is greater than HIGH's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for DGRW and HIGH.


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Drawdown Indicators


DGRWHIGHDifference

Max Drawdown

Largest peak-to-trough decline

-32.04%

-9.50%

-22.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-9.50%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.21%

-9.50%

-6.71%

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

-3.32%

-7.50%

+4.18%

Average Drawdown

Average peak-to-trough decline

-3.01%

-2.44%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

6.73%

-4.78%

Volatility

DGRW vs. HIGH - Volatility Comparison

WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a higher volatility of 3.75% compared to Simplify Enhanced Income ETF (HIGH) at 1.91%. This indicates that DGRW's price experiences larger fluctuations and is considered to be riskier than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGRWHIGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

1.91%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

3.81%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.30%

8.79%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

9.53%

+4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

9.53%

+6.68%

DGRW vs. HIGH - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is lower than HIGH's 0.51% expense ratio.


Dividends

DGRW vs. HIGH - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.30%, less than HIGH's 7.36% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.30%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
HIGH
Simplify Enhanced Income ETF
7.36%7.71%8.34%9.40%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DGRW and HIGH have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRW has higher volatility (3.75%) compared to HIGH (1.91%). In terms of maximum drawdown, DGRW dropped -32.04% vs HIGH's -9.50%.

On 3-year performance, DGRW leads with 15.10% vs 2.72% for HIGH. On fees, DGRW is cheaper at 0.28% per year. On volatility, HIGH has been the lower-risk option at 1.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DGRW has performed better with a 15.10% return vs 2.72%. 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 0.51% for HIGH.

HIGH has the higher dividend yield at 7.36%, compared with 1.30% for DGRW.

DGRW is categorized as Dividend, while HIGH is Derivative Income. They also come from different issuers: WisdomTree and Simplify. Their fees differ too: 0.28% for DGRW and 0.51% for HIGH.

DGRW currently has the higher Sharpe Ratio (1.65 vs -0.16), 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

Find the right allocation for DGRW and HIGH

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