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DGRW vs. VGWE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGRW vs. VGWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Dividend Growth Fund (DGRW) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). The values are adjusted to include any dividend payments, if applicable.

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DGRW vs. VGWE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DGRW
WisdomTree U.S. Dividend Growth Fund
-1.22%12.17%16.98%18.66%-6.33%24.46%19.49%
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
5.10%27.35%8.98%11.30%-5.49%17.74%16.25%
Different Trading Currencies

DGRW is traded in USD, while VGWE.DE is traded in EUR. To make them comparable, the VGWE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGRW achieves a -1.22% return, which is significantly lower than VGWE.DE's 5.10% return.


DGRW

1D
0.28%
1M
-5.15%
YTD
-1.22%
6M
-0.48%
1Y
11.58%
3Y*
14.04%
5Y*
10.87%
10Y*
13.07%

VGWE.DE

1D
1.50%
1M
-3.68%
YTD
5.10%
6M
10.36%
1Y
25.33%
3Y*
17.05%
5Y*
10.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGRW vs. VGWE.DE - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.


Return for Risk

DGRW vs. VGWE.DE — Risk / Return Rank

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

DGRW
DGRW Risk / Return Rank: 4242
Overall Rank
DGRW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4040
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4343
Omega Ratio Rank
DGRW Calmar Ratio Rank: 3939
Calmar Ratio Rank
DGRW Martin Ratio Rank: 4848
Martin Ratio Rank

VGWE.DE
VGWE.DE Risk / Return Rank: 6868
Overall Rank
VGWE.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VGWE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGWE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
VGWE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VGWE.DE Martin Ratio Rank: 7474
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. VGWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Dividend Growth Fund (DGRW) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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.


DGRWVGWE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.77

-1.02

Sortino ratio

Return per unit of downside risk

1.19

2.26

-1.07

Omega ratio

Gain probability vs. loss probability

1.18

1.36

-0.18

Calmar ratio

Return relative to maximum drawdown

1.05

2.31

-1.25

Martin ratio

Return relative to average drawdown

4.75

10.66

-5.91

DGRW vs. VGWE.DE - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 0.75, which is lower than the VGWE.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of DGRW and VGWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGRWVGWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.77

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.78

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.96

-0.15

Correlation

The correlation between DGRW and VGWE.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DGRW vs. VGWE.DE - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.43%, while VGWE.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGRW vs. VGWE.DE - Drawdown Comparison

The maximum DGRW drawdown since its inception was -32.04%, which is greater than VGWE.DE's maximum drawdown of -21.04%. Use the drawdown chart below to compare losses from any high point for DGRW and VGWE.DE.


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Drawdown Indicators


DGRWVGWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.04%

-16.43%

-15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-12.80%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-16.43%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-5.69%

-3.31%

-2.38%

Average Drawdown

Average peak-to-trough decline

-3.04%

-2.41%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.07%

+0.44%

Volatility

DGRW vs. VGWE.DE - Volatility Comparison

WisdomTree U.S. Dividend Growth Fund (DGRW) has a higher volatility of 4.64% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 4.32%. This indicates that DGRW's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGRWVGWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.32%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

7.98%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

14.23%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

13.41%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

13.94%

+2.27%