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PSK vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSK and DGRW is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PSK vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR ICE Preferred Securities ETF (PSK) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
41.53%
300.21%
PSK
DGRW

Key characteristics

Sharpe Ratio

PSK:

-0.03

DGRW:

0.45

Sortino Ratio

PSK:

0.03

DGRW:

0.74

Omega Ratio

PSK:

1.00

DGRW:

1.11

Calmar Ratio

PSK:

-0.02

DGRW:

0.45

Martin Ratio

PSK:

-0.06

DGRW:

1.69

Ulcer Index

PSK:

4.12%

DGRW:

4.27%

Daily Std Dev

PSK:

9.30%

DGRW:

16.17%

Max Drawdown

PSK:

-30.10%

DGRW:

-32.04%

Current Drawdown

PSK:

-9.51%

DGRW:

-7.97%

Returns By Period

In the year-to-date period, PSK achieves a -1.74% return, which is significantly higher than DGRW's -2.94% return. Over the past 10 years, PSK has underperformed DGRW with an annualized return of 2.68%, while DGRW has yielded a comparatively higher 11.66% annualized return.


PSK

YTD

-1.74%

1M

1.59%

6M

-5.86%

1Y

-0.24%

5Y*

0.39%

10Y*

2.68%

DGRW

YTD

-2.94%

1M

8.08%

6M

-6.90%

1Y

6.30%

5Y*

14.85%

10Y*

11.66%

*Annualized

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PSK vs. DGRW - Expense Ratio Comparison

PSK has a 0.45% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Risk-Adjusted Performance

PSK vs. DGRW — Risk-Adjusted Performance Rank

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

PSK
The Risk-Adjusted Performance Rank of PSK is 1717
Overall Rank
The Sharpe Ratio Rank of PSK is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PSK is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PSK is 1616
Omega Ratio Rank
The Calmar Ratio Rank of PSK is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PSK is 1919
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 5151
Overall Rank
The Sharpe Ratio Rank of DGRW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSK vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR ICE Preferred Securities ETF (PSK) 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.


The current PSK Sharpe Ratio is -0.03, which is lower than the DGRW Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PSK and DGRW, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
-0.03
0.45
PSK
DGRW

Dividends

PSK vs. DGRW - Dividend Comparison

PSK's dividend yield for the trailing twelve months is around 6.81%, more than DGRW's 1.65% yield.


TTM20242023202220212020201920182017201620152014
PSK
SPDR ICE Preferred Securities ETF
6.81%6.55%6.44%6.55%5.03%5.08%5.44%6.47%6.91%5.92%5.35%5.65%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.65%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.71%2.13%2.18%1.79%

Drawdowns

PSK vs. DGRW - Drawdown Comparison

The maximum PSK drawdown since its inception was -30.10%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for PSK and DGRW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.51%
-7.97%
PSK
DGRW

Volatility

PSK vs. DGRW - Volatility Comparison

The current volatility for SPDR ICE Preferred Securities ETF (PSK) is 3.85%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 9.55%. This indicates that PSK experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
3.85%
9.55%
PSK
DGRW