QDVX.DE vs. DGRW
Compare and contrast key facts about iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW).
QDVX.DE and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVX.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. It was launched on Jun 12, 2017. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both QDVX.DE and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVX.DE or DGRW.
Key characteristics
| QDVX.DE | DGRW | |
|---|---|---|
| YTD Return | 10.93% | 18.16% |
| 1Y Return | 19.57% | 28.96% |
| 3Y Return (Ann) | 10.25% | 11.08% |
| 5Y Return (Ann) | 7.37% | 14.19% |
| Sharpe Ratio | 1.88 | 2.87 |
| Sortino Ratio | 2.56 | 3.95 |
| Omega Ratio | 1.33 | 1.54 |
| Calmar Ratio | 3.25 | 4.80 |
| Martin Ratio | 12.76 | 18.35 |
| Ulcer Index | 1.52% | 1.64% |
| Daily Std Dev | 10.26% | 10.47% |
| Max Drawdown | -38.46% | -32.04% |
| Current Drawdown | -4.51% | -3.13% |
Correlation
The correlation between QDVX.DE and DGRW is 0.50, 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.
Performance
QDVX.DE vs. DGRW - Performance Comparison
In the year-to-date period, QDVX.DE achieves a 10.93% return, which is significantly lower than DGRW's 18.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVX.DE vs. DGRW - Expense Ratio Comparison
Both QDVX.DE and DGRW have an expense ratio of 0.28%.
Risk-Adjusted Performance
QDVX.DE vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) 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.
Dividends
QDVX.DE vs. DGRW - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.25%, more than DGRW's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.25% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.19% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.55% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
Drawdowns
QDVX.DE vs. DGRW - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and DGRW. For additional features, visit the drawdowns tool.
Volatility
QDVX.DE vs. DGRW - Volatility Comparison
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW) have volatilities of 2.96% and 2.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.