DGRW vs. ICF
DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and ICF (iShares Cohen & Steers REIT ETF) are both exchange-traded funds - DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index. Both are passively managed. Over the past 10 years, DGRW returned 14.13%/yr vs 5.99%/yr for ICF. A 0.56 correlation means they provide meaningful diversification when combined. DGRW charges 0.28%/yr vs 0.34%/yr for ICF.
Performance
DGRW vs. ICF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DGRW achieves a 7.88% return, which is significantly lower than ICF's 16.93% return. Over the past 10 years, DGRW has outperformed ICF with an annualized return of 14.13%, while ICF has yielded a comparatively lower 5.99% annualized return.
DGRW
- 1D
- 0.50%
- 1M
- -0.55%
- YTD
- 7.88%
- 6M
- 7.92%
- 1Y
- 18.88%
- 3Y*
- 15.58%
- 5Y*
- 11.95%
- 10Y*
- 14.13%
ICF
- 1D
- 0.96%
- 1M
- 3.62%
- YTD
- 16.93%
- 6M
- 17.09%
- 1Y
- 15.91%
- 3Y*
- 11.06%
- 5Y*
- 3.38%
- 10Y*
- 5.99%
DGRW vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 7.88% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 26.90% |
ICF iShares Cohen & Steers REIT ETF | 16.93% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
Correlation
The correlation between DGRW and ICF is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.56 |
The correlation between DGRW and ICF shifts across timeframes, from 0.38 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DGRW vs. ICF — Risk / Return Rank
DGRW
ICF
DGRW vs. ICF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and iShares Cohen & Steers REIT ETF (ICF). 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.
| DGRW | ICF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.82 | +0.33 |
| Martin ratioReturn relative to average drawdown | 9.28 | 5.18 | +4.10 |
Loading charts...
Drawdowns
DGRW vs. ICF - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for DGRW and ICF.
Loading charts...
Drawdown Indicators
| DGRW | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -76.74% | +44.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -8.20% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -17.25% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -34.74% | +17.47% |
Max Drawdown (10Y)Largest decline over 10 years | -32.04% | -40.22% | +8.18% |
Current DrawdownCurrent decline from peak | -1.93% | 0.00% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -14.16% | +11.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.89% | -0.97% |
Volatility
DGRW vs. ICF - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 3.41%, while iShares Cohen & Steers REIT ETF (ICF) has a volatility of 4.74%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DGRW | ICF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 4.74% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 10.33% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 13.94% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 18.95% | -4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 20.60% | -4.37% |
DGRW vs. ICF - Expense Ratio Comparison
DGRW has a 0.28% expense ratio, which is lower than ICF's 0.34% expense ratio.
Dividends
DGRW vs. ICF - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.28%, less than ICF's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
ICF iShares Cohen & Steers REIT ETF | 2.38% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
Frequently Asked Questions
DGRW and ICF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICF has higher volatility (4.74%) compared to DGRW (3.41%). In terms of maximum drawdown, DGRW dropped -32.04% vs ICF's -76.74%.
On 10-year performance, DGRW leads with 14.13% vs 5.99% for ICF. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRW has performed better with a 14.13% return vs 5.99%. 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 0.34% for ICF.
ICF has the higher dividend yield at 2.38%, compared with 1.28% for DGRW.
DGRW is categorized as Dividend, while ICF is REIT. DGRW tracks WisdomTree U.S. Quality Dividend Growth Index, while ICF tracks Cohen & Steers Realty Majors Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.28% for DGRW and 0.34% for ICF.
DGRW currently has the higher Sharpe Ratio (1.76 vs 1.07), 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.
Find the right allocation for DGRW and ICF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer