GQRE vs. DGRE
GQRE (FlexShares Global Quality Real Estate Index Fund) and DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) are both Quality Factor funds. GQRE is passively managed, while DGRE is actively managed. Over the past 10 years, GQRE returned 3.74%/yr vs 8.33%/yr for DGRE. Their 0.50 correlation means their historical movements had little consistent relationship. GQRE charges 0.45%/yr vs 0.32%/yr for DGRE.
Performance
GQRE vs. DGRE - Performance Comparison
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Returns By Period
In the year-to-date period, GQRE achieves a 11.97% return, which is significantly lower than DGRE's 27.72% return. Over the past 10 years, GQRE has underperformed DGRE with an annualized return of 3.74%, while DGRE has yielded a comparatively higher 8.33% annualized return.
GQRE
- 1D
- -0.25%
- 1M
- 0.70%
- 6M
- 7.91%
- YTD
- 11.97%
- 1Y
- 15.04%
- 3Y*
- 11.26%
- 5Y*
- 2.21%
- 10Y*
- 3.74%
- ALL TIME*
- 5.21%
DGRE
- 1D
- 2.73%
- 1M
- 0.66%
- 6M
- 16.75%
- YTD
- 27.72%
- 1Y
- 46.96%
- 3Y*
- 22.00%
- 5Y*
- 8.78%
- 10Y*
- 8.33%
- ALL TIME*
- 6.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $223.97K | $439.36K | $483.26K | |
| $1.01M | $668.95K | $807.17K |
GQRE vs. DGRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQRE FlexShares Global Quality Real Estate Index Fund | 11.97% | 8.27% | 6.09% | 9.21% | -27.22% | 32.01% | -9.17% | 21.84% | -8.88% | 13.60% |
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 27.72% | 27.47% | 3.63% | 18.46% | -21.86% | 2.55% | 10.85% | 21.12% | -16.36% | 33.61% |
Correlation
The correlation between GQRE and DGRE is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2013 | 0.50 |
Over the past year, the correlation between GQRE and DGRE has dropped to 0.25 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
GQRE vs. DGRE — Risk / Return Rank
GQRE
DGRE
GQRE vs. DGRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) 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.
| GQRE | DGRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.45 | -1.96 |
| Martin ratioReturn relative to average drawdown | 5.74 | 10.77 | -5.04 |
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Drawdowns
GQRE vs. DGRE - Drawdown Comparison
The maximum GQRE drawdown since its inception was -41.87%, which is greater than DGRE's maximum drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for GQRE and DGRE.
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Drawdown Indicators
| GQRE | DGRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -36.95% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -13.68% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -20.65% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -35.08% | -33.43% | -1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -41.87% | -36.95% | -4.92% |
Current DrawdownCurrent decline from peak | -2.18% | -5.58% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -11.93% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.37% | -1.74% |
Volatility
GQRE vs. DGRE - Volatility Comparison
The current volatility for FlexShares Global Quality Real Estate Index Fund (GQRE) is 3.25%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 9.09%. This indicates that GQRE 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
| GQRE | DGRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 9.09% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 22.72% | -13.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 24.39% | -12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 19.12% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 20.00% | -2.36% |
GQRE vs. DGRE - Expense Ratio Comparison
GQRE has a 0.45% expense ratio, which is higher than DGRE's 0.32% expense ratio.
Dividends
GQRE vs. DGRE - Dividend Comparison
GQRE's dividend yield for the trailing twelve months is around 4.19%, more than DGRE's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.30% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
GQRE FlexShares Global Quality Real Estate Index Fund | 4.19% | 4.75% | 3.77% | 2.91% | 2.56% | 2.36% | 2.05% | 4.29% | 3.22% | 1.97% | 4.16% | 2.32% |
Frequently Asked Questions
GQRE and DGRE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRE has higher volatility (9.09%) compared to GQRE (3.25%). In terms of maximum drawdown, GQRE dropped -41.87% vs DGRE's -36.95%.
On 10-year performance, DGRE leads with 8.33% vs 3.74% for GQRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, GQRE has been the lower-risk option at 3.25%. 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 8.33% return vs 3.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRE is cheaper with a 0.32% expense ratio, compared with 0.45% for GQRE.
GQRE has the higher dividend yield at 4.19%, compared with 1.30% for DGRE.
They also come from different issuers: Northern Trust and WisdomTree. Their fees differ too: 0.45% for GQRE and 0.32% for DGRE.
DGRE currently has the higher Sharpe Ratio (1.93 vs 1.29), 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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