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EMOP vs. DGRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMOP vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Emerging Markets Opportunities ETF (EMOP) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). The values are adjusted to include any dividend payments, if applicable.

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EMOP vs. DGRE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EMOP achieves a 9.93% return, which is significantly higher than DGRE's 7.23% return.


EMOP

1D
2.13%
1M
-5.57%
YTD
9.93%
6M
14.42%
1Y
3Y*
5Y*
10Y*

DGRE

1D
1.16%
1M
-6.89%
YTD
7.23%
6M
16.33%
1Y
39.58%
3Y*
16.22%
5Y*
4.92%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMOP vs. DGRE - Expense Ratio Comparison

EMOP has a 0.70% expense ratio, which is higher than DGRE's 0.32% expense ratio.


Return for Risk

EMOP vs. DGRE — Risk / Return Rank

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

EMOP

DGRE
DGRE Risk / Return Rank: 8989
Overall Rank
DGRE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGRE Omega Ratio Rank: 8989
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGRE Martin Ratio Rank: 9090
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.

EMOP vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Opportunities ETF (EMOP) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EMOP vs. DGRE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMOPDGREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

0.24

+1.82

Correlation

The correlation between EMOP and DGRE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMOP vs. DGRE - Dividend Comparison

EMOP's dividend yield for the trailing twelve months is around 0.61%, less than DGRE's 1.45% yield.


TTM20252024202320222021202020192018201720162015
EMOP
AB Emerging Markets Opportunities ETF
0.61%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.45%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%

Drawdowns

EMOP vs. DGRE - Drawdown Comparison

The maximum EMOP drawdown since its inception was -12.88%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for EMOP and DGRE.


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Drawdown Indicators


EMOPDGREDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-36.95%

+24.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-7.79%

-9.26%

+1.47%

Average Drawdown

Average peak-to-trough decline

-1.92%

-12.14%

+10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

EMOP vs. DGRE - Volatility Comparison


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Volatility by Period


EMOPDGREDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

19.63%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

17.54%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

19.44%

-1.21%