FTSD vs. DGRE
FTSD (Franklin Short Duration U.S. Government ETF) and DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) are both exchange-traded funds - FTSD is a Mortgage Backed Securities fund actively managed by Franklin Templeton, while DGRE is a Quality Factor fund actively managed by WisdomTree. Both are actively managed. Over the past 10 years, FTSD returned 2.10%/yr vs 8.22%/yr for DGRE. Their 0.00 correlation means their historical movements had little consistent relationship. FTSD charges 0.25%/yr vs 0.32%/yr for DGRE.
Performance
FTSD vs. DGRE - Performance Comparison
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Returns By Period
In the year-to-date period, FTSD achieves a 1.24% return, which is significantly lower than DGRE's 22.89% return. Over the past 10 years, FTSD has underperformed DGRE with an annualized return of 2.10%, while DGRE has yielded a comparatively higher 8.22% annualized return.
FTSD
- 1D
- 0.00%
- 1M
- 0.05%
- 6M
- 0.99%
- YTD
- 1.24%
- 1Y
- 3.75%
- 3Y*
- 5.00%
- 5Y*
- 2.57%
- 10Y*
- 2.10%
- ALL TIME*
- 1.80%
DGRE
- 1D
- 0.57%
- 1M
- -3.14%
- 6M
- 14.70%
- YTD
- 22.89%
- 1Y
- 42.31%
- 3Y*
- 19.58%
- 5Y*
- 8.52%
- 10Y*
- 8.22%
- ALL TIME*
- 5.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $225.72K | $519.73K | $485.46K | |
| $2.17M | $2.80M | $2.13M |
FTSD vs. DGRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 1.24% | 5.66% | 5.20% | 4.84% | -3.13% | -0.90% | 3.13% | 2.40% | 1.64% | 0.63% |
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 22.89% | 27.47% | 3.63% | 18.46% | -21.86% | 2.55% | 10.85% | 21.12% | -16.36% | 33.61% |
Correlation
The correlation between FTSD and DGRE is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2013 | 0.00 |
The correlation between FTSD and DGRE shifts across timeframes, from 0.00 (10 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FTSD vs. DGRE — Risk / Return Rank
FTSD
DGRE
FTSD vs. DGRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Short Duration U.S. Government ETF (FTSD) 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.
| FTSD | DGRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.32 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 8.64 | 3.07 | +5.57 |
| Martin ratioReturn relative to average drawdown | 32.41 | 9.68 | +22.73 |
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Drawdowns
FTSD vs. DGRE - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for FTSD and DGRE.
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Drawdown Indicators
| FTSD | DGRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.32% | -36.95% | +31.63% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -13.68% | +13.23% |
Max Drawdown (3Y)Largest decline over 3 years | -0.93% | -20.65% | +19.72% |
Max Drawdown (5Y)Largest decline over 5 years | -4.95% | -33.43% | +28.48% |
Max Drawdown (10Y)Largest decline over 10 years | -5.32% | -36.95% | +31.63% |
Current DrawdownCurrent decline from peak | 0.00% | -9.16% | +9.16% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -11.93% | +11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 4.33% | -4.21% |
Volatility
FTSD vs. DGRE - Volatility Comparison
The current volatility for Franklin Short Duration U.S. Government ETF (FTSD) is 0.32%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 8.92%. This indicates that FTSD 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
| FTSD | DGRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 8.92% | -8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 1.09% | 22.64% | -21.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.36% | 24.24% | -22.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.87% | 19.08% | -17.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.76% | 19.98% | -18.22% |
FTSD vs. DGRE - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is lower than DGRE's 0.32% expense ratio.
Dividends
FTSD vs. DGRE - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.48%, more than DGRE's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.35% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
FTSD Franklin Short Duration U.S. Government ETF | 4.05% | 4.67% | 4.75% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% |
Frequently Asked Questions
FTSD and DGRE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRE has higher volatility (8.92%) compared to FTSD (0.32%). In terms of maximum drawdown, FTSD dropped -5.32% vs DGRE's -36.95%.
On 10-year performance, DGRE leads with 8.22% vs 2.10% for FTSD. On fees, FTSD is cheaper at 0.25% per year. On volatility, FTSD has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRE has performed better with a 8.22% return vs 2.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FTSD is cheaper with a 0.25% expense ratio, compared with 0.32% for DGRE.
FTSD has the higher dividend yield at 4.05%, compared with 1.35% for DGRE.
FTSD is categorized as Mortgage Backed Securities, while DGRE is Quality Factor. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.25% for FTSD and 0.32% for DGRE.
FTSD currently has the higher Sharpe Ratio (2.86 vs 1.73), 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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