SGRT vs. DLN

Last updated Jun 5, 2026

SGRT (SMART Earnings Growth 30 ETF) and DLN (WisdomTree US LargeCap Dividend ETF) are both Large Cap Growth Equities funds. SGRT is actively managed, while DLN is passively managed. At a 0.48 correlation, their price movements are largely independent. SGRT charges 0.59%/yr vs 0.28%/yr for DLN.

Performance

SGRT vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and WisdomTree US LargeCap Dividend ETF (DLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGRT achieves a 48.90% return, which is significantly higher than DLN's 10.76% return.

SGRT

• 1D: -1.69%
• 1M: 9.59%
• YTD: 48.90%
• 6M: 51.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DLN

• 1D: 0.76%
• 1M: 3.16%
• YTD: 10.76%
• 6M: 10.83%
• 1Y: 23.83%
• 3Y*: 18.78%
• 5Y*: 12.39%
• 10Y*: 12.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGRT vs. DLN - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	48.90%	25.25%
DLN WisdomTree US LargeCap Dividend ETF	10.76%	4.54%

Correlation

The correlation between SGRT and DLN is 0.48, 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 Aug 21, 2025	0.48

Return for Risk

SGRT vs. DLN — Risk / Return Rank

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

DLN

DLN Risk / Return Rank: 83
DLN Sharpe Ratio Rank: 83
DLN Sortino Ratio Rank: 86
DLN Omega Ratio Rank: 82
DLN Calmar Ratio Rank: 78
DLN Martin Ratio Rank: 83

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.

SGRT vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) 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.

Sharpe Ratios by Period

	SGRT	DLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.70	—
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	3.63	0.53	+3.10

Drawdowns

SGRT vs. DLN - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for SGRT and DLN.

Drawdown Indicators

	SGRT	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-57.84%	+39.97%
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	-1.69%	0.00%	-1.69%
Average Drawdown Average peak-to-trough decline	-3.10%	-7.52%	+4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.44%	—

Volatility

Volatility by Period

	SGRT	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	33.40%	8.89%	+24.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.40%	13.27%	+20.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.40%	16.15%	+17.25%

SGRT vs. DLN - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than DLN's 0.28% expense ratio.

Dividends

SGRT vs. DLN - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.11%, less than DLN's 1.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SGRT and DLN in my portfolio?

SGRT and DLN have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SGRT or DLN?

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.

Which ETF is cheaper, SGRT or DLN?

DLN is cheaper with a 0.28% expense ratio, compared with 0.59% for SGRT.

Which ETF pays a higher dividend yield, SGRT or DLN?

DLN has the higher dividend yield at 1.78%, compared with 0.11% for SGRT.

What is the main difference between SGRT and DLN?

Their fees differ too: 0.59% for SGRT and 0.28% for DLN.