HR vs. DGRW

Last updated Jun 4, 2026

HR (Healthcare Realty Trust Incorporated) is a stock, while DGRW (WisdomTree U.S. Dividend Growth Fund) is Large Cap Growth Equities fund tracking the WisdomTree U.S. Dividend Growth Index. Over the past 10 years, HR returned 3.34%/yr vs 14.15%/yr for DGRW. At a 0.38 correlation, their price movements are largely independent.

Performance

HR vs. DGRW - Performance Comparison

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

Returns By Period

In the year-to-date period, HR achieves a 17.30% return, which is significantly higher than DGRW's 9.10% return. Over the past 10 years, HR has underperformed DGRW with an annualized return of 3.34%, while DGRW has yielded a comparatively higher 14.15% annualized return.

HR

• 1D: -1.12%
• 1M: 0.22%
• YTD: 17.30%
• 6M: 12.07%
• 1Y: 43.36%
• 3Y*: 7.58%
• 5Y*: 2.22%
• 10Y*: 3.34%

DGRW

• 1D: -0.83%
• 1M: 4.06%
• YTD: 9.10%
• 6M: 8.62%
• 1Y: 20.79%
• 3Y*: 16.64%
• 5Y*: 12.17%
• 10Y*: 14.15%

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

HR vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HR Healthcare Realty Trust Incorporated	17.30%	6.88%	6.40%	-4.08%	-19.28%	16.06%	-4.68%	26.64%	-7.61%	10.00%
DGRW WisdomTree U.S. Dividend Growth Fund	9.10%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%

Correlation

The correlation between HR and DGRW is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 23, 2013	0.38

The correlation between HR and DGRW shifts across timeframes, from 0.24 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

HR vs. DGRW — Risk / Return Rank

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

HR

HR Risk / Return Rank: 86
HR Sharpe Ratio Rank: 89
HR Sortino Ratio Rank: 88
HR Omega Ratio Rank: 86
HR Calmar Ratio Rank: 85
HR Martin Ratio Rank: 85

DGRW

DGRW Risk / Return Rank: 60
DGRW Sharpe Ratio Rank: 61
DGRW Sortino Ratio Rank: 65
DGRW Omega Ratio Rank: 63
DGRW Calmar Ratio Rank: 50
DGRW Martin Ratio Rank: 61

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.

HR vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) 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.

	HR	DGRW	Difference
Sharpe ratio Return per unit of total volatility	2.11	2.12	0.00
Sortino ratio Return per unit of downside risk	3.01	3.09	-0.07
Omega ratio Gain probability vs. loss probability	1.37	1.39	-0.02
Calmar ratio Return relative to maximum drawdown	3.54	2.52	+1.03
Martin ratio Return relative to average drawdown	8.85	11.03	-2.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HR vs. DGRW - Sharpe Ratio Comparison

The current HR Sharpe Ratio is 2.11, which is comparable to the DGRW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of HR 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.

Sharpe Ratios by Period

	HR	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	2.12	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.88	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.88	-0.76
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.86	-0.57

Drawdowns

HR vs. DGRW - Drawdown Comparison

The maximum HR drawdown since its inception was -61.36%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for HR and DGRW.

Drawdown Indicators

	HR	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-61.36%	-32.04%	-29.32%
Max Drawdown (1Y) Largest decline over 1 year	-12.29%	-8.30%	-3.99%
Max Drawdown (3Y) Largest decline over 3 years	-31.68%	-16.21%	-15.47%
Max Drawdown (5Y) Largest decline over 5 years	-47.08%	-17.27%	-29.81%
Max Drawdown (10Y) Largest decline over 10 years	-47.08%	-32.04%	-15.04%
Current Drawdown Current decline from peak	-8.15%	-0.83%	-7.32%
Average Drawdown Average peak-to-trough decline	-14.51%	-3.01%	-11.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	1.89%	+3.02%

Volatility

HR vs. DGRW - Volatility Comparison

Healthcare Realty Trust Incorporated (HR) has a higher volatility of 5.12% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.47%. This indicates that HR'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.

Volatility by Period

	HR	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	2.47%	+2.65%
Volatility (6M) Calculated over the trailing 6-month period	13.84%	7.64%	+6.20%
Volatility (1Y) Calculated over the trailing 1-year period	20.64%	9.88%	+10.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.58%	13.97%	+14.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.34%	16.21%	+13.13%

Dividends

HR vs. DGRW - Dividend Comparison

HR's dividend yield for the trailing twelve months is around 4.95%, more than DGRW's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Dividend Growth Fund	1.27%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
HR Healthcare Realty Trust Incorporated	4.95%	6.49%	7.32%	7.20%	34.01%	7.89%	7.26%	7.34%	4.22%	3.74%	3.96%	4.24%

Frequently Asked Questions

Can I hold both HR and DGRW in my portfolio?

HR and DGRW have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HR or DGRW?

HR has higher volatility (5.12%) compared to DGRW (2.47%). In terms of maximum drawdown, HR dropped -61.36% vs DGRW's -32.04%.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (2.12 vs 2.11), 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.