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FRIZ vs. DGRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIZ vs. DGRE - Performance Comparison

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

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Returns By Period

In the year-to-date period, FRIZ achieves a 2.78% return, which is significantly lower than DGRE's 22.18% return.


FRIZ

1D
-0.76%
1M
1.07%
YTD
2.78%
6M
2.39%
1Y
3Y*
5Y*
10Y*

DGRE

1D
-5.99%
1M
-4.50%
YTD
22.18%
6M
26.43%
1Y
45.04%
3Y*
21.07%
5Y*
7.06%
10Y*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRIZ vs. DGRE - Yearly Performance Comparison


Correlation

The correlation between FRIZ and DGRE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 2, 2025

0.58

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Return for Risk

FRIZ vs. DGRE — Risk / Return Rank

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

FRIZ

DGRE
DGRE Risk / Return Rank: 6969
Overall Rank
DGRE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DGRE Omega Ratio Rank: 7070
Omega Ratio Rank
DGRE Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRE Martin Ratio Rank: 7474
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.

FRIZ vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Dividend Growth ETF (FRIZ) 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.

FRIZ vs. DGRE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FRIZDGREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.29

+0.50

Drawdowns

FRIZ vs. DGRE - Drawdown Comparison

The maximum FRIZ drawdown since its inception was -7.84%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for FRIZ and DGRE.


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Drawdown Indicators


FRIZDGREDifference

Max Drawdown

Largest peak-to-trough decline

-7.84%

-36.95%

+29.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

Max Drawdown (5Y)

Largest decline over 5 years

-34.73%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-0.76%

-7.82%

+7.06%

Average Drawdown

Average peak-to-trough decline

-1.47%

-12.00%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

FRIZ vs. DGRE - Volatility Comparison


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Volatility by Period


FRIZDGREDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

21.02%

-10.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

18.31%

-8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.15%

19.73%

-9.58%

FRIZ vs. DGRE - Expense Ratio Comparison

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


Dividends

FRIZ vs. DGRE - Dividend Comparison

FRIZ's dividend yield for the trailing twelve months is around 0.50%, less than DGRE's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.27%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
FRIZ
Franklin Dividend Growth ETF
0.50%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FRIZ and DGRE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRE is cheaper with a 0.32% expense ratio, compared with 0.49% for FRIZ.

DGRE has the higher dividend yield at 1.27%, compared with 0.50% for FRIZ.

FRIZ is categorized as Dividend, while DGRE is Emerging Markets Equities. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.49% for FRIZ and 0.32% for DGRE.

Portfolio Optimizer

Find the right allocation for FRIZ and DGRE

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