GRW vs. DLN

Last updated Jun 5, 2026

GRW (TCW Durable Growth ETF) and DLN (WisdomTree US LargeCap Dividend ETF) are both Large Cap Growth Equities funds. GRW is actively managed, while DLN is passively managed. At a 0.20 correlation, their price movements are largely independent. GRW charges 0.75%/yr vs 0.28%/yr for DLN.

Performance

GRW vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Durable Growth ETF (GRW) and WisdomTree US LargeCap Dividend ETF (DLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GRW

• 1D: 0.18%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DLN

• 1D: 0.76%
• 1M: 3.16%
• YTD: 10.76%
• 6M: 10.83%
• 1Y: 23.83%
• 3Y*: 18.78%
• 5Y*: 12.39%
• 10Y*: 12.72%

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

GRW vs. DLN - Yearly Performance Comparison

	2026 (YTD)
GRW TCW Durable Growth ETF	1.46%
DLN WisdomTree US LargeCap Dividend ETF	0.91%

Correlation

The correlation between GRW and DLN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.20

GRW vs. DLN - Sectors Allocation Comparison

Sectors	GRW	DLN
Industrials	38.1%	7.9%
Technology	26.6%	20.1%
Financial Services	9.8%	18.0%
Communication Services	9.1%	7.8%
Consumer Cyclical	8.3%	5.0%
Healthcare	4.1%	12.6%
Basic Materials	4.0%	1.0%
Consumer Defensive	-	9.3%
Energy	-	8.5%
Real Estate	-	4.0%
Utilities	-	5.9%

Return for Risk

GRW vs. DLN — Risk / Return Rank

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

DLN

DLN Risk / Return Rank: 83
DLN Sharpe Ratio Rank: 83
DLN Sortino Ratio Rank: 86
DLN Omega Ratio Rank: 82
DLN Calmar Ratio Rank: 78
DLN Martin Ratio Rank: 83

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.

GRW vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) and WisdomTree US LargeCap Dividend ETF (DLN). 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.

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

Sharpe Ratios by Period

	GRW	DLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.70	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	13.58	0.53	+13.05

Drawdowns

GRW vs. DLN - Drawdown Comparison

The maximum GRW drawdown since its inception was -0.45%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for GRW and DLN.

Drawdown Indicators

	GRW	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-0.45%	-57.84%	+57.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.10%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.82%	—
Current Drawdown Current decline from peak	-0.27%	0.00%	-0.27%
Average Drawdown Average peak-to-trough decline	-0.17%	-7.52%	+7.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.44%	—

Volatility

Volatility by Period

	GRW	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	8.89%	8.89%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.89%	13.27%	-4.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.89%	16.15%	-7.26%

GRW vs. DLN - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than DLN's 0.28% expense ratio.

Dividends

GRW vs. DLN - Dividend Comparison

GRW has not paid dividends to shareholders, while DLN's dividend yield for the trailing twelve months is around 1.78%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DLN WisdomTree US LargeCap Dividend ETF	1.78%	1.90%	2.00%	2.43%	2.53%	2.01%	2.66%	2.51%	2.90%	2.33%	2.64%	2.80%
GRW TCW Durable Growth 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%

Frequently Asked Questions

Can I hold both GRW and DLN in my portfolio?

GRW and DLN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GRW or DLN?

On fees, DLN 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, GRW or DLN?

DLN is cheaper with a 0.28% expense ratio, compared with 0.75% for GRW.

Which ETF pays a higher dividend yield, GRW or DLN?

DLN has the higher dividend yield at 1.78%, compared with 0.00% for GRW.

What is the main difference between GRW and DLN?

They also come from different issuers: TCW and WisdomTree. Their fees differ too: 0.75% for GRW and 0.28% for DLN.