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GGRW vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GGRW and DGRW is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

GGRW vs. DGRW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GGRW:

0.83

DGRW:

0.56

Sortino Ratio

GGRW:

1.14

DGRW:

0.83

Omega Ratio

GGRW:

1.15

DGRW:

1.12

Calmar Ratio

GGRW:

0.87

DGRW:

0.51

Martin Ratio

GGRW:

2.80

DGRW:

1.85

Ulcer Index

GGRW:

6.37%

DGRW:

4.48%

Daily Std Dev

GGRW:

24.38%

DGRW:

16.55%

Max Drawdown

GGRW:

-50.28%

DGRW:

-32.04%

Current Drawdown

GGRW:

-2.05%

DGRW:

-4.81%

Returns By Period

In the year-to-date period, GGRW achieves a 5.73% return, which is significantly higher than DGRW's 0.39% return.


GGRW

YTD

5.73%

1M

8.51%

6M

4.03%

1Y

20.05%

3Y*

21.56%

5Y*

N/A

10Y*

N/A

DGRW

YTD

0.39%

1M

4.15%

6M

-4.51%

1Y

9.29%

3Y*

11.60%

5Y*

14.67%

10Y*

12.07%

*Annualized

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Gabelli Growth Innovators ETF

GGRW vs. DGRW - Expense Ratio Comparison

GGRW has a 0.90% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GGRW vs. DGRW — Risk-Adjusted Performance Rank

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

GGRW
The Risk-Adjusted Performance Rank of GGRW is 6868
Overall Rank
The Sharpe Ratio Rank of GGRW is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of GGRW is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GGRW is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GGRW is 7575
Calmar Ratio Rank
The Martin Ratio Rank of GGRW is 6767
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 4949
Overall Rank
The Sharpe Ratio Rank of DGRW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 4848
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GGRW vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Innovators ETF (GGRW) and WisdomTree U.S. 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.


The current GGRW Sharpe Ratio is 0.83, which is higher than the DGRW Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of GGRW and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GGRW vs. DGRW - Dividend Comparison

GGRW has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.59%.


TTM20242023202220212020201920182017201620152014
GGRW
Gabelli Growth Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.59%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%

Drawdowns

GGRW vs. DGRW - Drawdown Comparison

The maximum GGRW drawdown since its inception was -50.28%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for GGRW and DGRW.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GGRW vs. DGRW - Volatility Comparison

Gabelli Growth Innovators ETF (GGRW) and WisdomTree U.S. Dividend Growth Fund (DGRW) have volatilities of 4.44% and 4.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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