DTE vs. DGRO
Compare and contrast key facts about DTE Energy Company (DTE) and iShares Core Dividend Growth ETF (DGRO).
DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTE or DGRO.
Performance
DTE vs. DGRO - Performance Comparison
Returns By Period
In the year-to-date period, DTE achieves a 13.34% return, which is significantly lower than DGRO's 19.06% return. Over the past 10 years, DTE has underperformed DGRO with an annualized return of 9.51%, while DGRO has yielded a comparatively higher 11.72% annualized return.
DTE
13.34%
-5.60%
5.65%
22.59%
6.55%
9.51%
DGRO
19.06%
-1.39%
9.13%
26.29%
11.80%
11.72%
Key characteristics
| DTE | DGRO | |
|---|---|---|
| Sharpe Ratio | 1.16 | 2.80 |
| Sortino Ratio | 1.67 | 3.95 |
| Omega Ratio | 1.21 | 1.51 |
| Calmar Ratio | 0.97 | 5.27 |
| Martin Ratio | 6.02 | 18.41 |
| Ulcer Index | 3.61% | 1.45% |
| Daily Std Dev | 18.76% | 9.56% |
| Max Drawdown | -67.91% | -35.10% |
| Current Drawdown | -6.39% | -1.85% |
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Correlation
The correlation between DTE and DGRO is 0.42, 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.
Risk-Adjusted Performance
DTE vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
DTE vs. DGRO - Dividend Comparison
DTE's dividend yield for the trailing twelve months is around 3.35%, more than DGRO's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 3.35% | 3.52% | 3.07% | 2.98% | 3.39% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% | 3.11% | 3.89% |
DGRO iShares Core Dividend Growth ETF | 2.19% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
DTE vs. DGRO - Drawdown Comparison
The maximum DTE drawdown since its inception was -67.91%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DTE and DGRO. For additional features, visit the drawdowns tool.
Volatility
DTE vs. DGRO - Volatility Comparison
DTE Energy Company (DTE) has a higher volatility of 6.70% compared to iShares Core Dividend Growth ETF (DGRO) at 3.22%. This indicates that DTE's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.