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PCLG vs. DLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCLG vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Focus Growth ETF (PCLG) and WisdomTree US LargeCap Dividend ETF (DLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCLG achieves a -5.11% return, which is significantly lower than DLN's 10.49% return.


PCLG

1D
-1.82%
1M
4.45%
YTD
-5.11%
6M
-5.23%
1Y
3Y*
5Y*
10Y*

DLN

1D
0.68%
1M
2.93%
YTD
10.49%
6M
11.23%
1Y
23.45%
3Y*
18.55%
5Y*
12.46%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCLG vs. DLN - Yearly Performance Comparison


2026 (YTD)2025
PCLG
Polen Focus Growth ETF
-5.11%-1.09%
DLN
WisdomTree US LargeCap Dividend ETF
10.49%1.75%

Correlation

The correlation between PCLG and DLN is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.49

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Return for Risk

PCLG vs. DLN — Risk / Return Rank

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

PCLG

DLN
DLN Risk / Return Rank: 8080
Overall Rank
DLN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DLN Sortino Ratio Rank: 8484
Sortino Ratio Rank
DLN Omega Ratio Rank: 8080
Omega Ratio Rank
DLN Calmar Ratio Rank: 7676
Calmar Ratio Rank
DLN Martin Ratio Rank: 8282
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.

PCLG vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Focus Growth ETF (PCLG) and WisdomTree US LargeCap Dividend ETF (DLN). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PCLG vs. DLN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PCLGDLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.53

-1.05

Drawdowns

PCLG vs. DLN - Drawdown Comparison

The maximum PCLG drawdown since its inception was -23.78%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for PCLG and DLN.


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Drawdown Indicators


PCLGDLNDifference

Max Drawdown

Largest peak-to-trough decline

-23.78%

-57.84%

+34.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-13.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

Current Drawdown

Current decline from peak

-9.27%

0.00%

-9.27%

Average Drawdown

Average peak-to-trough decline

-9.67%

-7.52%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

Volatility

PCLG vs. DLN - Volatility Comparison


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Volatility by Period


PCLGDLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

8.86%

+8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

13.26%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

16.16%

+1.52%

PCLG vs. DLN - Expense Ratio Comparison

PCLG has a 0.49% expense ratio, which is higher than DLN's 0.28% expense ratio.


Dividends

PCLG vs. DLN - Dividend Comparison

PCLG's dividend yield for the trailing twelve months is around 0.04%, less than DLN's 1.78% yield.


PositionTTM20252024202320222021202020192018201720162015
DLN
WisdomTree US LargeCap Dividend ETF
1.78%1.90%2.00%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%
PCLG
Polen Focus Growth ETF
0.04%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PCLG and DLN have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DLN is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DLN is cheaper with a 0.28% expense ratio, compared with 0.49% for PCLG.

DLN has the higher dividend yield at 1.78%, compared with 0.04% for PCLG.

They also come from different issuers: Polen and WisdomTree. Their fees differ too: 0.49% for PCLG and 0.28% for DLN.

Portfolio Optimizer

Find the right allocation for PCLG and DLN

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