GDV.TO vs. DGRO
Compare and contrast key facts about Global Dividend Growth Split Corp. (GDV.TO) and iShares Core Dividend Growth ETF (DGRO).
DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GDV.TO or DGRO.
Key characteristics
| GDV.TO | DGRO | |
|---|---|---|
| YTD Return | 36.25% | 17.94% |
| 1Y Return | 48.98% | 28.32% |
| 3Y Return (Ann) | 7.52% | 7.56% |
| 5Y Return (Ann) | 12.23% | 11.68% |
| Sharpe Ratio | 3.69 | 2.97 |
| Sortino Ratio | 4.79 | 4.16 |
| Omega Ratio | 1.67 | 1.55 |
| Calmar Ratio | 2.33 | 3.30 |
| Martin Ratio | 34.44 | 19.59 |
| Ulcer Index | 1.46% | 1.44% |
| Daily Std Dev | 13.63% | 9.50% |
| Max Drawdown | -58.15% | -35.10% |
| Current Drawdown | -4.68% | -2.32% |
Correlation
The correlation between GDV.TO and DGRO is 0.51, 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.
Performance
GDV.TO vs. DGRO - Performance Comparison
In the year-to-date period, GDV.TO achieves a 36.25% return, which is significantly higher than DGRO's 17.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GDV.TO vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Dividend Growth Split Corp. (GDV.TO) and iShares Core Dividend Growth ETF (DGRO). 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
GDV.TO vs. DGRO - Dividend Comparison
GDV.TO's dividend yield for the trailing twelve months is around 10.97%, more than DGRO's 2.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GDV.TO Global Dividend Growth Split Corp. | 10.97% | 13.54% | 11.21% | 9.49% | 11.43% | 10.70% | 7.32% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.21% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
Drawdowns
GDV.TO vs. DGRO - Drawdown Comparison
The maximum GDV.TO drawdown since its inception was -58.15%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for GDV.TO and DGRO. For additional features, visit the drawdowns tool.
Volatility
GDV.TO vs. DGRO - Volatility Comparison
Global Dividend Growth Split Corp. (GDV.TO) has a higher volatility of 4.10% compared to iShares Core Dividend Growth ETF (DGRO) at 2.57%. This indicates that GDV.TO's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.