LRGE vs. DGRW

Last updated Jun 4, 2026

LRGE (ClearBridge Large Cap Growth ESG ETF) and DGRW (WisdomTree U.S. Dividend Growth Fund) are both Large Cap Growth Equities funds. LRGE is actively managed, while DGRW is passively managed. Over the past 5 years, LRGE returned 10.94%/yr vs 12.17%/yr for DGRW. A 0.77 correlation means they provide meaningful diversification when combined. LRGE charges 0.59%/yr vs 0.28%/yr for DGRW.

Performance

LRGE vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Growth ESG ETF (LRGE) 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, LRGE achieves a 5.35% return, which is significantly lower than DGRW's 9.10% return.

LRGE

• 1D: -1.60%
• 1M: 5.34%
• YTD: 5.35%
• 6M: 5.15%
• 1Y: 13.78%
• 3Y*: 18.98%
• 5Y*: 10.94%
• 10Y*: —

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)

LRGE vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LRGE ClearBridge Large Cap Growth ESG ETF	5.35%	9.54%	26.32%	46.36%	-31.45%	22.93%	31.89%	33.38%	-0.38%	16.00%
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%	15.15%

Correlation

The correlation between LRGE and DGRW is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since May 26, 2017	0.77

The correlation between LRGE and DGRW has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

LRGE vs. DGRW - Sectors Allocation Comparison

Sectors	LRGE	DGRW
Technology	44.5%	32.1%
Consumer Cyclical	18.7%	7.1%
Communication Services	11.3%	10.1%
Financial Services	8.7%	11.3%
Healthcare	6.5%	12.8%
Industrials	5.5%	9.9%
Basic Materials	2.9%	3.3%
Consumer Defensive	1.9%	6.7%
Energy	-	5.0%
Real Estate	-	-
Utilities	-	0.2%

Return for Risk

LRGE vs. DGRW — Risk / Return Rank

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

LRGE

LRGE Risk / Return Rank: 22
LRGE Sharpe Ratio Rank: 24
LRGE Sortino Ratio Rank: 23
LRGE Omega Ratio Rank: 23
LRGE Calmar Ratio Rank: 20
LRGE Martin Ratio Rank: 21

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.

LRGE vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) 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.

	LRGE	DGRW	Difference
Sharpe ratio Return per unit of total volatility	0.84	2.12	-1.27
Sortino ratio Return per unit of downside risk	1.21	3.09	-1.87
Omega ratio Gain probability vs. loss probability	1.15	1.39	-0.24
Calmar ratio Return relative to maximum drawdown	0.85	2.52	-1.67
Martin ratio Return relative to average drawdown	2.50	11.03	-8.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LRGE vs. DGRW - Sharpe Ratio Comparison

The current LRGE Sharpe Ratio is 0.84, which is lower than the DGRW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of LRGE 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

	LRGE	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	2.12	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.88	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.86	-0.10

Drawdowns

LRGE vs. DGRW - Drawdown Comparison

The maximum LRGE drawdown since its inception was -37.03%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for LRGE and DGRW.

Drawdown Indicators

	LRGE	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-37.03%	-32.04%	-4.99%
Max Drawdown (1Y) Largest decline over 1 year	-16.32%	-8.30%	-8.02%
Max Drawdown (3Y) Largest decline over 3 years	-20.26%	-16.21%	-4.05%
Max Drawdown (5Y) Largest decline over 5 years	-37.03%	-17.27%	-19.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-2.07%	-0.83%	-1.24%
Average Drawdown Average peak-to-trough decline	-7.20%	-3.01%	-4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.52%	1.89%	+3.63%

Volatility

LRGE vs. DGRW - Volatility Comparison

ClearBridge Large Cap Growth ESG ETF (LRGE) has a higher volatility of 4.31% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.47%. This indicates that LRGE'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

	LRGE	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	2.47%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	12.50%	7.64%	+4.86%
Volatility (1Y) Calculated over the trailing 1-year period	16.44%	9.88%	+6.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.68%	13.97%	+6.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.61%	16.21%	+4.40%

LRGE vs. DGRW - Expense Ratio Comparison

LRGE has a 0.59% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

LRGE vs. DGRW - Dividend Comparison

LRGE's dividend yield for the trailing twelve months is around 0.12%, less 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%
LRGE ClearBridge Large Cap Growth ESG ETF	0.12%	0.13%	0.18%	0.11%	2.02%	1.20%	0.37%	0.37%	2.10%	0.37%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LRGE and DGRW in my portfolio?

LRGE and DGRW have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LRGE or DGRW?

LRGE has higher volatility (4.31%) compared to DGRW (2.47%). In terms of maximum drawdown, LRGE dropped -37.03% vs DGRW's -32.04%.

Which ETF is better, LRGE or DGRW?

On 5-year performance, DGRW leads with 12.17% vs 10.94% for LRGE. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LRGE or DGRW?

Over the 5-year period, DGRW has performed better with a 12.17% return vs 10.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LRGE or DGRW?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.59% for LRGE.

Which ETF pays a higher dividend yield, LRGE or DGRW?

DGRW has the higher dividend yield at 1.27%, compared with 0.12% for LRGE.

What is the main difference between LRGE and DGRW?

They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.59% for LRGE and 0.28% for DGRW.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (2.12 vs 0.84), 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.