PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IHDG vs. IGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHDG and IGRO is 0.69, 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.


-0.50.00.51.00.7

Performance

IHDG vs. IGRO - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
121.53%
75.08%
IHDG
IGRO

Key characteristics

Sharpe Ratio

IHDG:

0.65

IGRO:

0.89

Sortino Ratio

IHDG:

0.97

IGRO:

1.27

Omega Ratio

IHDG:

1.12

IGRO:

1.16

Calmar Ratio

IHDG:

0.82

IGRO:

1.14

Martin Ratio

IHDG:

2.53

IGRO:

3.84

Ulcer Index

IHDG:

3.03%

IGRO:

2.83%

Daily Std Dev

IHDG:

11.79%

IGRO:

12.17%

Max Drawdown

IHDG:

-29.24%

IGRO:

-36.25%

Current Drawdown

IHDG:

-5.57%

IGRO:

-9.53%

Returns By Period

In the year-to-date period, IHDG achieves a 6.44% return, which is significantly lower than IGRO's 7.46% return.


IHDG

YTD

6.44%

1M

1.45%

6M

-3.61%

1Y

6.90%

5Y*

8.40%

10Y*

9.28%

IGRO

YTD

7.46%

1M

-2.73%

6M

2.44%

1Y

9.68%

5Y*

5.21%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IHDG vs. IGRO - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than IGRO's 0.22% expense ratio.


IHDG
WisdomTree International Hedged Dividend Growth Fund
Expense ratio chart for IHDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for IGRO: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

IHDG vs. IGRO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IHDG, currently valued at 0.65, compared to the broader market0.002.004.000.650.89
The chart of Sortino ratio for IHDG, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.971.27
The chart of Omega ratio for IHDG, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.16
The chart of Calmar ratio for IHDG, currently valued at 0.82, compared to the broader market0.005.0010.0015.000.821.14
The chart of Martin ratio for IHDG, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.00100.002.533.84
IHDG
IGRO

The current IHDG Sharpe Ratio is 0.65, which is comparable to the IGRO Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IHDG and IGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.65
0.89
IHDG
IGRO

Dividends

IHDG vs. IGRO - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.74%, less than IGRO's 3.12% yield.


TTM2023202220212020201920182017201620152014
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.74%1.70%13.79%2.77%1.95%1.99%0.22%1.28%1.91%3.04%3.86%
IGRO
iShares International Dividend Growth ETF
3.12%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%0.00%0.00%

Drawdowns

IHDG vs. IGRO - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum IGRO drawdown of -36.25%. Use the drawdown chart below to compare losses from any high point for IHDG and IGRO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.57%
-9.53%
IHDG
IGRO

Volatility

IHDG vs. IGRO - Volatility Comparison

The current volatility for WisdomTree International Hedged Dividend Growth Fund (IHDG) is 2.94%, while iShares International Dividend Growth ETF (IGRO) has a volatility of 4.23%. This indicates that IHDG experiences smaller price fluctuations and is considered to be less risky than IGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.94%
4.23%
IHDG
IGRO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab