ICF vs. DGRW
ICF (iShares Cohen & Steers REIT ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, ICF returned 5.99%/yr vs 14.13%/yr for DGRW. A 0.56 correlation means they provide meaningful diversification when combined. ICF charges 0.34%/yr vs 0.28%/yr for DGRW.
Performance
ICF vs. DGRW - Performance Comparison
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Returns By Period
In the year-to-date period, ICF achieves a 16.93% return, which is significantly higher than DGRW's 7.88% return. Over the past 10 years, ICF has underperformed DGRW with an annualized return of 5.99%, while DGRW has yielded a comparatively higher 14.13% annualized return.
ICF
- 1D
- 0.96%
- 1M
- 3.62%
- YTD
- 16.93%
- 6M
- 17.09%
- 1Y
- 15.91%
- 3Y*
- 11.06%
- 5Y*
- 3.38%
- 10Y*
- 5.99%
DGRW
- 1D
- 0.50%
- 1M
- -0.55%
- YTD
- 7.88%
- 6M
- 7.92%
- 1Y
- 18.88%
- 3Y*
- 15.58%
- 5Y*
- 11.95%
- 10Y*
- 14.13%
ICF vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 16.93% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 7.88% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 26.90% |
Correlation
The correlation between ICF and DGRW is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.56 |
The correlation between ICF and DGRW shifts across timeframes, from 0.38 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ICF vs. DGRW — Risk / Return Rank
ICF
DGRW
ICF vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) 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.
| ICF | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.15 | -0.33 |
| Martin ratioReturn relative to average drawdown | 5.18 | 9.28 | -4.10 |
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Drawdowns
ICF vs. DGRW - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for ICF and DGRW.
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Drawdown Indicators
| ICF | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -32.04% | -44.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -8.30% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -16.21% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -17.27% | -17.47% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -32.04% | -8.18% |
Current DrawdownCurrent decline from peak | 0.00% | -1.93% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -14.16% | -3.01% | -11.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.92% | +0.97% |
Volatility
ICF vs. DGRW - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) has a higher volatility of 4.74% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.41%. This indicates that ICF'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
| ICF | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 3.41% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 8.04% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 10.16% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 14.01% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 16.23% | +4.37% |
ICF vs. DGRW - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Dividends
ICF vs. DGRW - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.38%, more than DGRW's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
ICF iShares Cohen & Steers REIT ETF | 2.38% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
Frequently Asked Questions
ICF and DGRW have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICF has higher volatility (4.74%) compared to DGRW (3.41%). In terms of maximum drawdown, ICF dropped -76.74% vs DGRW's -32.04%.
On 10-year performance, DGRW leads with 14.13% vs 5.99% for ICF. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRW has performed better with a 14.13% return vs 5.99%. 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 0.34% for ICF.
ICF has the higher dividend yield at 2.38%, compared with 1.28% for DGRW.
ICF is categorized as REIT, while DGRW is Dividend. ICF tracks Cohen & Steers Realty Majors Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.34% for ICF and 0.28% for DGRW.
DGRW currently has the higher Sharpe Ratio (1.76 vs 1.07), 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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