GEOA vs. DGRW

Last updated Jun 24, 2026

GEOA (WisdomTree GeoAlpha Opportunities Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - GEOA is a Macro Trading fund tracking the WisdomTree GeoAlpha Opportunities Index, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. A 0.77 correlation means they provide meaningful diversification when combined. GEOA charges 0.58%/yr vs 0.28%/yr for DGRW.

Performance

GEOA vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree GeoAlpha Opportunities Fund (GEOA) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GEOA achieves a 7.74% return, which is significantly higher than DGRW's 6.36% return.

GEOA

• 1D: -1.45%
• 1M: -1.15%
• YTD: 7.74%
• 6M: 7.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DGRW

• 1D: -0.92%
• 1M: -1.62%
• YTD: 6.36%
• 6M: 5.72%
• 1Y: 16.86%
• 3Y*: 15.10%
• 5Y*: 11.78%
• 10Y*: 14.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GEOA vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025
GEOA WisdomTree GeoAlpha Opportunities Fund	7.74%	11.11%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	6.36%	6.38%

Correlation

The correlation between GEOA and DGRW is 0.77, 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 Jul 8, 2025	0.77

Return for Risk

GEOA vs. DGRW — Risk / Return Rank

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

GEOA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DGRW

DGRW Risk / Return Rank: 48
DGRW Sharpe Ratio Rank: 49
DGRW Sortino Ratio Rank: 50
DGRW Omega Ratio Rank: 49
DGRW Calmar Ratio Rank: 42
DGRW Martin Ratio Rank: 52

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.

GEOA vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree GeoAlpha Opportunities Fund (GEOA) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

	GEOA	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	—	1.65	—
Sortino ratio: Return per unit of downside risk	—	2.36	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.04	—
Martin ratio: Return relative to average drawdown	—	8.67	—

Drawdowns

GEOA vs. DGRW - Drawdown Comparison

The maximum GEOA drawdown since its inception was -11.74%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for GEOA and DGRW.

Drawdown Indicators

	GEOA	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-11.74%	-32.04%	+20.30%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.30%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.27%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-3.89%	-3.32%	-0.57%
Average Drawdown Average peak-to-trough decline	-2.34%	-3.01%	+0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.95%	—

Volatility

Volatility by Period

	GEOA	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	10.30%	+3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.98%	14.01%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.98%	16.21%	-2.23%

GEOA vs. DGRW - Expense Ratio Comparison

GEOA has a 0.58% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

GEOA vs. DGRW - Dividend Comparison

GEOA's dividend yield for the trailing twelve months is around 0.56%, less than DGRW's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.30%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
GEOA WisdomTree GeoAlpha Opportunities Fund	0.56%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GEOA and DGRW in my portfolio?

GEOA and DGRW have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GEOA or DGRW?

On fees, DGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GEOA or DGRW?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for GEOA.

Which ETF pays a higher dividend yield, GEOA or DGRW?

DGRW has the higher dividend yield at 1.30%, compared with 0.56% for GEOA.

What is the main difference between GEOA and DGRW?

GEOA is categorized as Macro Trading, while DGRW is Dividend. GEOA tracks WisdomTree GeoAlpha Opportunities Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.58% for GEOA and 0.28% for DGRW.