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HDLB vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLB vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDLB achieves a 12.54% return, which is significantly higher than DGRW's 6.36% return.


HDLB

1D
4.54%
1M
-2.98%
YTD
12.54%
6M
14.64%
1Y
18.01%
3Y*
28.22%
5Y*
12.53%
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)

HDLB vs. DGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
12.54%27.26%28.21%-4.12%-11.46%62.67%-50.94%8.33%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
6.36%12.17%16.98%18.66%-6.33%24.46%13.87%6.95%

Correlation

The correlation between HDLB and DGRW is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2019

0.60

Over the past year, the correlation between HDLB and DGRW has dropped to 0.26 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

HDLB vs. DGRW — Risk / Return Rank

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

HDLB
HDLB Risk / Return Rank: 2121
Overall Rank
HDLB Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HDLB Sortino Ratio Rank: 2020
Sortino Ratio Rank
HDLB Omega Ratio Rank: 2020
Omega Ratio Rank
HDLB Calmar Ratio Rank: 2424
Calmar Ratio Rank
HDLB Martin Ratio Rank: 2222
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4848
Overall Rank
DGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 5050
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4949
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4242
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5252
Martin Ratio Rank
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.

HDLB vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) 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.


HDLBDGRWDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratioReturn relative to maximum drawdown

1.12

2.04

-0.92

Martin ratioReturn relative to average drawdown

2.52

8.67

-6.14

HDLB vs. DGRW - Sharpe Ratio Comparison

The current HDLB Sharpe Ratio is 0.66, which is lower than the DGRW Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of HDLB and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HDLB vs. DGRW - Drawdown Comparison

The maximum HDLB drawdown since its inception was -78.70%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for HDLB and DGRW.


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Drawdown Indicators


HDLBDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-78.70%

-32.04%

-46.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-8.30%

-7.87%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-16.21%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-43.81%

-17.27%

-26.54%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-11.92%

-3.32%

-8.60%

Average Drawdown

Average peak-to-trough decline

-27.33%

-3.01%

-24.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

1.95%

+5.20%

Volatility

HDLB vs. DGRW - Volatility Comparison

ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) has a higher volatility of 9.49% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.75%. This indicates that HDLB's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDLBDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

3.75%

+5.74%

Volatility (6M)

Calculated over the trailing 6-month period

19.68%

8.26%

+11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

10.30%

+16.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.69%

14.01%

+16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.52%

16.21%

+27.31%

HDLB vs. DGRW - Expense Ratio Comparison

HDLB has a 1.65% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Dividends

HDLB vs. DGRW - Dividend Comparison

HDLB's dividend yield for the trailing twelve months is around 11.27%, more than DGRW's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
11.27%12.20%10.09%12.36%10.86%8.07%16.23%0.97%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HDLB and DGRW have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDLB has higher volatility (9.49%) compared to DGRW (3.75%). In terms of maximum drawdown, HDLB dropped -78.70% vs DGRW's -32.04%.

On 5-year performance, HDLB leads with 12.53% vs 11.78% for DGRW. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HDLB has performed better with a 12.53% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRW is cheaper with a 0.28% expense ratio, compared with 1.65% for HDLB.

HDLB has the higher dividend yield at 11.27%, compared with 1.30% for DGRW.

HDLB is categorized as Leveraged Equities, while DGRW is Dividend. HDLB tracks Solactive US High Dividend Low Volatility (USD)(TR) (200%), while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 1.65% for HDLB and 0.28% for DGRW.

DGRW currently has the higher Sharpe Ratio (1.65 vs 0.66), 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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