KRMA vs. DGRO

Last updated Jun 5, 2026

KRMA (Global X Conscious Companies ETF) and DGRO (iShares Core Dividend Growth ETF) are both Large Cap Growth Equities funds - KRMA tracks the Concinnity Conscious Companies Index GTR Index while DGRO tracks the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 5 years, KRMA returned 10.98%/yr vs 10.72%/yr for DGRO. Their correlation of 0.84 suggests significant overlap in exposure. KRMA charges 0.43%/yr vs 0.08%/yr for DGRO.

Performance

KRMA vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Conscious Companies ETF (KRMA) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KRMA achieves a 12.23% return, which is significantly higher than DGRO's 9.64% return.

KRMA

• 1D: 0.38%
• 1M: 5.83%
• YTD: 12.23%
• 6M: 12.43%
• 1Y: 28.28%
• 3Y*: 19.17%
• 5Y*: 10.98%
• 10Y*: —

DGRO

• 1D: 0.81%
• 1M: 3.27%
• YTD: 9.64%
• 6M: 9.87%
• 1Y: 23.89%
• 3Y*: 17.46%
• 5Y*: 10.72%
• 10Y*: 13.34%

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

KRMA vs. DGRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KRMA Global X Conscious Companies ETF	12.23%	13.98%	18.12%	22.08%	-18.96%	27.71%	17.53%	30.07%	-3.89%	22.92%
DGRO iShares Core Dividend Growth ETF	9.64%	15.69%	16.62%	10.47%	-7.91%	26.64%	9.50%	29.87%	-2.38%	23.00%

Correlation

The correlation between KRMA and DGRO is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016	0.84

The correlation between KRMA and DGRO shifts across timeframes, from 0.74 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

KRMA vs. DGRO - Sectors Allocation Comparison

Sectors	KRMA	DGRO
Technology	41.8%	19.4%
Financial Services	11.5%	21.2%
Consumer Cyclical	10.8%	5.7%
Communication Services	9.4%	0.1%
Healthcare	8.7%	16.4%
Industrials	7.1%	10.8%
Consumer Defensive	3.5%	11.5%
Energy	2.7%	5.6%
Real Estate	1.9%	-
Basic Materials	1.6%	2.5%
Utilities	0.9%	6.9%

Return for Risk

KRMA vs. DGRO — Risk / Return Rank

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

KRMA

KRMA Risk / Return Rank: 71
KRMA Sharpe Ratio Rank: 72
KRMA Sortino Ratio Rank: 71
KRMA Omega Ratio Rank: 69
KRMA Calmar Ratio Rank: 67
KRMA Martin Ratio Rank: 75

DGRO

DGRO Risk / Return Rank: 78
DGRO Sharpe Ratio Rank: 79
DGRO Sortino Ratio Rank: 83
DGRO Omega Ratio Rank: 78
DGRO Calmar Ratio Rank: 75
DGRO Martin Ratio Rank: 76

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.

KRMA vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) and iShares Core Dividend Growth ETF (DGRO). 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.

	KRMA	DGRO	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.53	-0.22
Sortino ratio: Return per unit of downside risk	3.19	3.68	-0.49
Omega ratio: Gain probability vs. loss probability	1.41	1.46	-0.05
Calmar ratio: Return relative to maximum drawdown	3.29	3.71	-0.42
Martin ratio: Return relative to average drawdown	13.96	14.33	-0.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KRMA vs. DGRO - Sharpe Ratio Comparison

The current KRMA Sharpe Ratio is 2.31, which is comparable to the DGRO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of KRMA and DGRO, 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

	KRMA	DGRO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.53	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.78	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.77	-0.01

Drawdowns

KRMA vs. DGRO - Drawdown Comparison

The maximum KRMA drawdown since its inception was -36.16%, roughly equal to the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for KRMA and DGRO.

Drawdown Indicators

	KRMA	DGRO	Difference
Max Drawdown Largest peak-to-trough decline	-36.16%	-35.10%	-1.06%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	-6.47%	-2.15%
Max Drawdown (3Y) Largest decline over 3 years	-19.41%	-14.03%	-5.38%
Max Drawdown (5Y) Largest decline over 5 years	-26.12%	-19.31%	-6.81%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.10%	—
Current Drawdown Current decline from peak	-0.65%	0.00%	-0.65%
Average Drawdown Average peak-to-trough decline	-4.91%	-3.44%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	1.67%	+0.36%

Volatility

KRMA vs. DGRO - Volatility Comparison

Global X Conscious Companies ETF (KRMA) has a higher volatility of 3.07% compared to iShares Core Dividend Growth ETF (DGRO) at 2.24%. This indicates that KRMA's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KRMA	DGRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	2.24%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	9.34%	6.94%	+2.40%
Volatility (1Y) Calculated over the trailing 1-year period	12.30%	9.49%	+2.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	13.82%	+3.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.50%	16.62%	+1.88%

KRMA vs. DGRO - Expense Ratio Comparison

KRMA has a 0.43% expense ratio, which is higher than DGRO's 0.08% expense ratio.

Dividends

KRMA vs. DGRO - Dividend Comparison

KRMA's dividend yield for the trailing twelve months is around 2.31%, more than DGRO's 1.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRO iShares Core Dividend Growth ETF	1.94%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
KRMA Global X Conscious Companies ETF	2.31%	2.59%	0.91%	1.16%	0.86%	1.07%	0.96%	1.52%	1.82%	1.21%	0.96%	0.00%

Frequently Asked Questions

Can I hold both KRMA and DGRO in my portfolio?

KRMA and DGRO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KRMA or DGRO?

KRMA has higher volatility (3.07%) compared to DGRO (2.24%). In terms of maximum drawdown, KRMA dropped -36.16% vs DGRO's -35.10%.

Which ETF is better, KRMA or DGRO?

On 5-year performance, KRMA leads with 10.98% vs 10.72% for DGRO. On fees, DGRO is cheaper at 0.08% per year. On volatility, DGRO has been the lower-risk option at 2.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KRMA or DGRO?

Over the 5-year period, KRMA has performed better with a 10.98% return vs 10.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KRMA or DGRO?

DGRO is cheaper with a 0.08% expense ratio, compared with 0.43% for KRMA.

Which ETF pays a higher dividend yield, KRMA or DGRO?

KRMA has the higher dividend yield at 2.31%, compared with 1.94% for DGRO.

What is the main difference between KRMA and DGRO?

KRMA tracks Concinnity Conscious Companies Index GTR Index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.43% for KRMA and 0.08% for DGRO.

Which has better risk-adjusted returns?

DGRO currently has the higher Sharpe Ratio (2.53 vs 2.31), 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.