SDEM vs. DGRW
Compare and contrast key facts about Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and WisdomTree U.S. Dividend Growth Fund (DGRW).
SDEM and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDEM is a passively managed fund by Global X that tracks the performance of the MSCI Emerging Markets Top 50 Dividend. It was launched on Mar 17, 2015. 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 SDEM 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: SDEM or DGRW.
Key characteristics
| SDEM | DGRW | |
|---|---|---|
| YTD Return | 2.71% | 21.22% |
| 1Y Return | 8.63% | 28.18% |
| 3Y Return (Ann) | -3.14% | 11.91% |
| 5Y Return (Ann) | -2.13% | 14.41% |
| Sharpe Ratio | 0.59 | 2.71 |
| Sortino Ratio | 0.91 | 3.77 |
| Omega Ratio | 1.11 | 1.51 |
| Calmar Ratio | 0.28 | 4.56 |
| Martin Ratio | 1.72 | 17.30 |
| Ulcer Index | 5.41% | 1.65% |
| Daily Std Dev | 15.75% | 10.53% |
| Max Drawdown | -47.37% | -32.04% |
| Current Drawdown | -27.26% | -1.75% |
Correlation
The correlation between SDEM and DGRW is 0.53, 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
SDEM vs. DGRW - Performance Comparison
In the year-to-date period, SDEM achieves a 2.71% return, which is significantly lower than DGRW's 21.22% 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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SDEM vs. DGRW - Expense Ratio Comparison
SDEM has a 0.67% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
SDEM vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) 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
SDEM vs. DGRW - Dividend Comparison
SDEM's dividend yield for the trailing twelve months is around 7.41%, more than DGRW's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 7.41% | 7.50% | 8.86% | 8.17% | 6.36% | 6.50% | 6.53% | 5.03% | 4.50% | 6.17% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.51% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
SDEM vs. DGRW - Drawdown Comparison
The maximum SDEM drawdown since its inception was -47.37%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SDEM and DGRW. For additional features, visit the drawdowns tool.
Volatility
SDEM vs. DGRW - Volatility Comparison
Global X MSCI SuperDividend Emerging Markets ETF (SDEM) has a higher volatility of 5.02% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.43%. This indicates that SDEM'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.