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IHDG vs. DGRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHDG vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Hedged Dividend Growth Fund (IHDG) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). The values are adjusted to include any dividend payments, if applicable.

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IHDG vs. DGRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHDG
WisdomTree International Hedged Dividend Growth Fund
-0.97%14.17%5.97%20.00%-11.53%19.75%10.51%33.42%-12.03%21.93%
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
6.00%27.47%3.63%18.46%-21.86%2.55%10.85%21.12%-16.36%33.61%

Returns By Period

In the year-to-date period, IHDG achieves a -0.97% return, which is significantly lower than DGRE's 6.00% return. Over the past 10 years, IHDG has outperformed DGRE with an annualized return of 9.75%, while DGRE has yielded a comparatively lower 7.39% annualized return.


IHDG

1D
2.29%
1M
-6.77%
YTD
-0.97%
6M
4.74%
1Y
13.25%
3Y*
8.97%
5Y*
7.41%
10Y*
9.75%

DGRE

1D
3.90%
1M
-9.64%
YTD
6.00%
6M
16.05%
1Y
38.54%
3Y*
15.78%
5Y*
4.68%
10Y*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHDG vs. DGRE - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than DGRE's 0.32% expense ratio.


Return for Risk

IHDG vs. DGRE — Risk / Return Rank

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

IHDG
IHDG Risk / Return Rank: 4545
Overall Rank
IHDG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IHDG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IHDG Omega Ratio Rank: 4646
Omega Ratio Rank
IHDG Calmar Ratio Rank: 4545
Calmar Ratio Rank
IHDG Martin Ratio Rank: 4646
Martin Ratio Rank

DGRE
DGRE Risk / Return Rank: 9090
Overall Rank
DGRE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGRE Omega Ratio Rank: 9090
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGRE Martin Ratio Rank: 9191
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.

IHDG vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) 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.


IHDGDGREDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.97

-1.20

Sortino ratio

Return per unit of downside risk

1.19

2.63

-1.44

Omega ratio

Gain probability vs. loss probability

1.17

1.38

-0.21

Calmar ratio

Return relative to maximum drawdown

1.08

2.78

-1.70

Martin ratio

Return relative to average drawdown

4.15

12.01

-7.86

IHDG vs. DGRE - Sharpe Ratio Comparison

The current IHDG Sharpe Ratio is 0.77, which is lower than the DGRE Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IHDG and DGRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHDGDGREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.97

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.27

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.38

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.24

+0.33

Correlation

The correlation between IHDG and DGRE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IHDG vs. DGRE - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.94%, more than DGRE's 1.47% yield.


TTM20252024202320222021202020192018201720162015
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.94%1.84%2.42%1.70%13.79%2.77%1.94%1.99%0.22%1.28%1.91%3.04%
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.47%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%

Drawdowns

IHDG vs. DGRE - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for IHDG and DGRE.


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Drawdown Indicators


IHDGDGREDifference

Max Drawdown

Largest peak-to-trough decline

-29.24%

-36.95%

+7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-13.68%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.52%

-34.88%

+15.36%

Max Drawdown (10Y)

Largest decline over 10 years

-29.24%

-36.95%

+7.71%

Current Drawdown

Current decline from peak

-7.26%

-10.31%

+3.05%

Average Drawdown

Average peak-to-trough decline

-4.05%

-12.14%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.16%

-0.21%

Volatility

IHDG vs. DGRE - Volatility Comparison

The current volatility for WisdomTree International Hedged Dividend Growth Fund (IHDG) is 6.19%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 11.19%. This indicates that IHDG 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


IHDGDGREDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

11.19%

-5.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

14.94%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

19.61%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

17.53%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

19.44%

-3.75%