EVLU vs. DGRE
EVLU (iShares MSCI Emerging Markets Value Factor ETF) and DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) are both Emerging Markets Equities funds. EVLU is passively managed, while DGRE is actively managed. Over the past year, EVLU returned 59.59% vs 51.74% for DGRE. A 0.78 correlation means they provide meaningful diversification when combined. EVLU charges 0.35%/yr vs 0.32%/yr for DGRE.
Performance
EVLU vs. DGRE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EVLU having a 28.98% return and DGRE slightly lower at 27.61%.
EVLU
- 1D
- -3.07%
- 1M
- 3.10%
- YTD
- 28.98%
- 6M
- 30.29%
- 1Y
- 59.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DGRE
- 1D
- -5.02%
- 1M
- 2.22%
- YTD
- 27.61%
- 6M
- 28.61%
- 1Y
- 51.74%
- 3Y*
- 23.16%
- 5Y*
- 8.42%
- 10Y*
- 9.58%
EVLU vs. DGRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 28.98% | 38.54% | 1.21% |
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 27.61% | 27.47% | -9.41% |
Correlation
The correlation between EVLU and DGRE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.78 |
The correlation between EVLU and DGRE has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
EVLU vs. DGRE — Risk / Return Rank
EVLU
DGRE
EVLU vs. DGRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) 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.
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.
| EVLU | DGRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.42 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.64 | 3.80 | +0.84 |
| Martin ratioReturn relative to average drawdown | 16.27 | 14.91 | +1.36 |
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Drawdowns
EVLU vs. DGRE - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for EVLU and DGRE.
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Drawdown Indicators
| EVLU | DGRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -36.95% | +19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -13.68% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.95% | — |
Current DrawdownCurrent decline from peak | -5.94% | -5.67% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -11.96% | +8.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.48% | +0.19% |
Volatility
EVLU vs. DGRE - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Value Factor ETF (EVLU) is 9.29%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 11.80%. This indicates that EVLU experiences smaller price fluctuations and is considered to be less risky than DGRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLU | DGRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 11.80% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 17.64% | 20.85% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 22.57% | -2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.36% | 18.71% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 19.83% | +0.53% |
EVLU vs. DGRE - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is higher than DGRE's 0.32% expense ratio.
Dividends
EVLU vs. DGRE - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 3.77%, more than DGRE's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.22% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.77% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVLU and DGRE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRE has higher volatility (11.80%) compared to EVLU (9.29%). In terms of maximum drawdown, EVLU dropped -17.17% vs DGRE's -36.95%.
On 1-year performance, EVLU leads with 59.59% vs 51.74% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, EVLU has been the lower-risk option at 9.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 59.59% return vs 51.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRE is cheaper with a 0.32% expense ratio, compared with 0.35% for EVLU.
EVLU has the higher dividend yield at 3.77%, compared with 1.22% for DGRE.
They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.35% for EVLU and 0.32% for DGRE.
EVLU currently has the higher Sharpe Ratio (2.97 vs 2.30), 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.
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