EMXC vs. DGRE
Compare and contrast key facts about iShares MSCI Emerging Markets ex China ETF (EMXC) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE).
EMXC and DGRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMXC is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Jul 19, 2017. DGRE is an actively managed fund by WisdomTree. It was launched on Aug 1, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMXC or DGRE.
Performance
EMXC vs. DGRE - Performance Comparison
Returns By Period
In the year-to-date period, EMXC achieves a 5.61% return, which is significantly lower than DGRE's 6.37% return.
EMXC
5.61%
-4.93%
-0.02%
12.21%
5.56%
N/A
DGRE
6.37%
-5.88%
-0.97%
13.09%
3.76%
2.55%
Key characteristics
| EMXC | DGRE | |
|---|---|---|
| Sharpe Ratio | 0.94 | 0.92 |
| Sortino Ratio | 1.34 | 1.35 |
| Omega Ratio | 1.17 | 1.17 |
| Calmar Ratio | 0.95 | 0.72 |
| Martin Ratio | 4.20 | 4.67 |
| Ulcer Index | 3.14% | 3.06% |
| Daily Std Dev | 14.06% | 15.51% |
| Max Drawdown | -42.80% | -36.95% |
| Current Drawdown | -7.89% | -8.88% |
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EMXC vs. DGRE - Expense Ratio Comparison
EMXC has a 0.49% expense ratio, which is higher than DGRE's 0.32% expense ratio.
Correlation
The correlation between EMXC and DGRE is 0.84, 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.
Risk-Adjusted Performance
EMXC vs. DGRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) 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.
Dividends
EMXC vs. DGRE - Dividend Comparison
EMXC's dividend yield for the trailing twelve months is around 1.94%, less than DGRE's 2.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 1.94% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.12% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
Drawdowns
EMXC vs. DGRE - Drawdown Comparison
The maximum EMXC drawdown since its inception was -42.80%, which is greater than DGRE's maximum drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for EMXC and DGRE. For additional features, visit the drawdowns tool.
Volatility
EMXC vs. DGRE - Volatility Comparison
iShares MSCI Emerging Markets ex China ETF (EMXC) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) have volatilities of 3.40% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.