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EMXC vs. DGRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMXC and DGRE is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EMXC vs. DGRE - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
32.26%
23.50%
EMXC
DGRE

Key characteristics

Sharpe Ratio

EMXC:

0.19

DGRE:

0.14

Sortino Ratio

EMXC:

0.40

DGRE:

0.32

Omega Ratio

EMXC:

1.05

DGRE:

1.04

Calmar Ratio

EMXC:

0.18

DGRE:

0.12

Martin Ratio

EMXC:

0.48

DGRE:

0.30

Ulcer Index

EMXC:

7.08%

DGRE:

8.21%

Daily Std Dev

EMXC:

17.53%

DGRE:

18.37%

Max Drawdown

EMXC:

-42.80%

DGRE:

-36.95%

Current Drawdown

EMXC:

-8.68%

DGRE:

-9.93%

Returns By Period

In the year-to-date period, EMXC achieves a 1.97% return, which is significantly higher than DGRE's 1.46% return.


EMXC

YTD

1.97%

1M

2.46%

6M

-3.91%

1Y

1.60%

5Y*

9.99%

10Y*

N/A

DGRE

YTD

1.46%

1M

3.61%

6M

-3.99%

1Y

0.76%

5Y*

6.73%

10Y*

2.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMXC vs. DGRE - Expense Ratio Comparison

EMXC has a 0.49% expense ratio, which is higher than DGRE's 0.32% expense ratio.


Expense ratio chart for EMXC: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMXC: 0.49%
Expense ratio chart for DGRE: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGRE: 0.32%

Risk-Adjusted Performance

EMXC vs. DGRE — Risk-Adjusted Performance Rank

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

EMXC
The Risk-Adjusted Performance Rank of EMXC is 3535
Overall Rank
The Sharpe Ratio Rank of EMXC is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EMXC is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EMXC is 3535
Omega Ratio Rank
The Calmar Ratio Rank of EMXC is 3838
Calmar Ratio Rank
The Martin Ratio Rank of EMXC is 3232
Martin Ratio Rank

DGRE
The Risk-Adjusted Performance Rank of DGRE is 3030
Overall Rank
The Sharpe Ratio Rank of DGRE is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRE is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DGRE is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DGRE is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DGRE is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for EMXC, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
EMXC: 0.19
DGRE: 0.14
The chart of Sortino ratio for EMXC, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.00
EMXC: 0.40
DGRE: 0.32
The chart of Omega ratio for EMXC, currently valued at 1.05, compared to the broader market0.501.001.502.00
EMXC: 1.05
DGRE: 1.04
The chart of Calmar ratio for EMXC, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.00
EMXC: 0.18
DGRE: 0.12
The chart of Martin ratio for EMXC, currently valued at 0.48, compared to the broader market0.0020.0040.0060.00
EMXC: 0.48
DGRE: 0.30

The current EMXC Sharpe Ratio is 0.19, which is higher than the DGRE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EMXC and DGRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.19
0.14
EMXC
DGRE

Dividends

EMXC vs. DGRE - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 2.64%, more than DGRE's 1.90% yield.


TTM20242023202220212020201920182017201620152014
EMXC
iShares MSCI Emerging Markets ex China ETF
2.64%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%0.00%
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.90%1.90%2.22%4.38%2.56%2.11%2.32%2.71%2.09%3.18%3.01%2.45%

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.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.68%
-9.93%
EMXC
DGRE

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 10.22% and 10.48%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.22%
10.48%
EMXC
DGRE