DGRW vs. XUDV

Last updated Jun 24, 2026

DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and XUDV (Franklin U.S. Dividend Booster Index ETF) are both Dividend funds - DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index while XUDV tracks the VettaFi New Frontier U.S. Dividend Select Index. Both are passively managed. Over the past year, DGRW returned 16.86% vs 30.71% for XUDV. A 0.77 correlation means they provide meaningful diversification when combined. DGRW charges 0.28%/yr vs 0.09%/yr for XUDV.

Performance

DGRW vs. XUDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Franklin U.S. Dividend Booster Index ETF (XUDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRW achieves a 6.36% return, which is significantly lower than XUDV's 20.52% 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%

XUDV

• 1D: -0.32%
• 1M: 1.06%
• YTD: 20.52%
• 6M: 19.58%
• 1Y: 30.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGRW vs. XUDV - Yearly Performance Comparison

	2026 (YTD)	2025
DGRW WisdomTree U.S. Quality Dividend Growth Fund	6.36%	8.73%
XUDV Franklin U.S. Dividend Booster Index ETF	20.52%	8.52%

Correlation

The correlation between DGRW and XUDV is 0.71, 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	0.71
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.77

The correlation between DGRW and XUDV has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

DGRW vs. XUDV - Sectors Allocation Comparison

Sectors	DGRW	XUDV
Technology	32.1%	13.5%
Healthcare	12.8%	7.9%
Financial Services	11.3%	23.5%
Communication Services	10.1%	7.0%
Industrials	9.9%	12.0%
Consumer Cyclical	7.1%	7.7%
Consumer Defensive	6.7%	15.0%
Energy	5.0%	6.3%
Basic Materials	3.3%	1.3%
Utilities	0.2%	3.7%
Real Estate	-	-

Return for Risk

DGRW vs. XUDV — Risk / Return Rank

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

DGRW

DGRW Risk / Return Rank: 48
DGRW Sharpe Ratio Rank: 49
DGRW Sortino Ratio Rank: 50
DGRW Omega Ratio Rank: 49
DGRW Calmar Ratio Rank: 42
DGRW Martin Ratio Rank: 52

XUDV

XUDV Risk / Return Rank: 84
XUDV Sharpe Ratio Rank: 84
XUDV Sortino Ratio Rank: 85
XUDV Omega Ratio Rank: 78
XUDV Calmar Ratio Rank: 89
XUDV Martin Ratio Rank: 85

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. XUDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Franklin U.S. Dividend Booster Index ETF (XUDV). 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	XUDV	Difference
Sharpe ratio: Return per unit of total volatility	1.65	2.48	-0.83
Sortino ratio: Return per unit of downside risk	2.36	3.46	-1.10
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.11
Calmar ratio: Return relative to maximum drawdown	2.04	4.87	-2.83
Martin ratio: Return relative to average drawdown	8.67	16.36	-7.69

DGRW vs. XUDV - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 1.65, which is lower than the XUDV Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of DGRW and XUDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DGRW vs. XUDV - Drawdown Comparison

The maximum DGRW drawdown since its inception was -32.04%, which is greater than XUDV's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for DGRW and XUDV.

Drawdown Indicators

	DGRW	XUDV	Difference
Max Drawdown Largest peak-to-trough decline	-32.04%	-15.98%	-16.06%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-6.34%	-1.96%
Max Drawdown (3Y) Largest decline over 3 years	-16.21%	—	—
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%	-1.80%	-1.52%
Average Drawdown Average peak-to-trough decline	-3.01%	-2.06%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	1.88%	+0.07%

Volatility

DGRW vs. XUDV - Volatility Comparison

The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 3.75%, while Franklin U.S. Dividend Booster Index ETF (XUDV) has a volatility of 4.47%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than XUDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRW	XUDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	4.47%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	8.26%	8.82%	-0.56%
Volatility (1Y) Calculated over the trailing 1-year period	10.30%	12.47%	-2.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.01%	16.31%	-2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	16.31%	-0.10%

DGRW vs. XUDV - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is higher than XUDV's 0.09% expense ratio.

Dividends

DGRW vs. XUDV - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.30%, less than XUDV's 2.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XUDV Franklin U.S. Dividend Booster Index ETF	2.58%	3.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DGRW and XUDV in my portfolio?

DGRW and XUDV have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGRW or XUDV?

XUDV has higher volatility (4.47%) compared to DGRW (3.75%). In terms of maximum drawdown, DGRW dropped -32.04% vs XUDV's -15.98%.

Which ETF is better, DGRW or XUDV?

On 1-year performance, XUDV leads with 30.71% vs 16.86% for DGRW. On fees, XUDV is cheaper at 0.09% per year. On volatility, DGRW has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRW or XUDV?

Over the 1-year period, XUDV has performed better with a 30.71% return vs 16.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRW or XUDV?

XUDV is cheaper with a 0.09% expense ratio, compared with 0.28% for DGRW.

Which ETF pays a higher dividend yield, DGRW or XUDV?

XUDV has the higher dividend yield at 2.58%, compared with 1.30% for DGRW.

What is the main difference between DGRW and XUDV?

DGRW tracks WisdomTree U.S. Quality Dividend Growth Index, while XUDV tracks VettaFi New Frontier U.S. Dividend Select Index. They also come from different issuers: WisdomTree and Franklin. Their fees differ too: 0.28% for DGRW and 0.09% for XUDV.

Which has better risk-adjusted returns?

XUDV currently has the higher Sharpe Ratio (2.48 vs 1.65), 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.