DGRW vs. SFLR
DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and SFLR (Innovator Equity Managed Floor ETF) are both exchange-traded funds - DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while SFLR is a Options Trading fund actively managed by Innovator. DGRW is passively managed, while SFLR is actively managed. Over the past 3 years, DGRW returned 15.58%/yr vs 14.88%/yr for SFLR. Their correlation of 0.85 suggests significant overlap in exposure. DGRW charges 0.28%/yr vs 0.89%/yr for SFLR.
Performance
DGRW vs. SFLR - Performance Comparison
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Returns By Period
In the year-to-date period, DGRW achieves a 7.88% return, which is significantly higher than SFLR's 3.84% 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%
SFLR
- 1D
- 0.34%
- 1M
- 0.39%
- YTD
- 3.84%
- 6M
- 4.29%
- 1Y
- 16.87%
- 3Y*
- 14.88%
- 5Y*
- —
- 10Y*
- —
DGRW vs. SFLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 7.88% | 12.17% | 16.98% | 18.66% | 1.16% |
SFLR Innovator Equity Managed Floor ETF | 3.84% | 13.29% | 19.99% | 21.20% | 0.42% |
Correlation
The correlation between DGRW and SFLR is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | 0.85 |
The correlation between DGRW and SFLR has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
DGRW vs. SFLR — Risk / Return Rank
DGRW
SFLR
DGRW vs. SFLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Innovator Equity Managed Floor ETF (SFLR). 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 | SFLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.40 | -0.25 |
| Martin ratioReturn relative to average drawdown | 9.28 | 9.51 | -0.23 |
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Drawdowns
DGRW vs. SFLR - Drawdown Comparison
The maximum DGRW drawdown since its inception was -32.04%, which is greater than SFLR's maximum drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for DGRW and SFLR.
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Drawdown Indicators
| DGRW | SFLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.04% | -12.13% | -19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -6.79% | -1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -12.13% | -4.08% |
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 | -1.93% | -2.22% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -1.75% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.71% | +0.21% |
Volatility
DGRW vs. SFLR - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 3.41%, while Innovator Equity Managed Floor ETF (SFLR) has a volatility of 3.81%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than SFLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRW | SFLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.81% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 7.29% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 9.46% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 10.28% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 10.28% | +5.95% |
DGRW vs. SFLR - Expense Ratio Comparison
DGRW has a 0.28% expense ratio, which is lower than SFLR's 0.89% expense ratio.
Dividends
DGRW vs. SFLR - Dividend Comparison
DGRW's dividend yield for the trailing twelve months is around 1.28%, more than SFLR's 0.32% 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% |
SFLR Innovator Equity Managed Floor ETF | 0.32% | 0.33% | 0.42% | 1.16% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRW and SFLR have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFLR has higher volatility (3.81%) compared to DGRW (3.41%). In terms of maximum drawdown, DGRW dropped -32.04% vs SFLR's -12.13%.
On 3-year performance, DGRW leads with 15.58% vs 14.88% for SFLR. 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 3-year period, DGRW has performed better with a 15.58% return vs 14.88%. 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 0.89% for SFLR.
DGRW has the higher dividend yield at 1.28%, compared with 0.32% for SFLR.
DGRW is categorized as Dividend, while SFLR is Options Trading. They also come from different issuers: WisdomTree and Innovator. Their fees differ too: 0.28% for DGRW and 0.89% for SFLR.
DGRW currently has the higher Sharpe Ratio (1.76 vs 1.72), 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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