SIE.DE vs. DGRO
Compare and contrast key facts about Siemens Aktiengesellschaft (SIE.DE) and iShares Core Dividend Growth ETF (DGRO).
DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIE.DE or DGRO.
Performance
SIE.DE vs. DGRO - Performance Comparison
Returns By Period
In the year-to-date period, SIE.DE achieves a 7.64% return, which is significantly lower than DGRO's 19.06% return. Both investments have delivered pretty close results over the past 10 years, with SIE.DE having a 11.37% annualized return and DGRO not far ahead at 11.72%.
SIE.DE
7.64%
-4.18%
2.42%
23.88%
14.66%
11.37%
DGRO
19.06%
-1.39%
9.13%
26.29%
11.80%
11.72%
Key characteristics
| SIE.DE | DGRO | |
|---|---|---|
| Sharpe Ratio | 0.92 | 2.80 |
| Sortino Ratio | 1.32 | 3.95 |
| Omega Ratio | 1.18 | 1.51 |
| Calmar Ratio | 1.22 | 5.27 |
| Martin Ratio | 3.19 | 18.41 |
| Ulcer Index | 6.97% | 1.45% |
| Daily Std Dev | 23.91% | 9.56% |
| Max Drawdown | -73.81% | -35.10% |
| Current Drawdown | -5.61% | -1.85% |
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Correlation
The correlation between SIE.DE and DGRO is 0.44, 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.
Risk-Adjusted Performance
SIE.DE vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIE.DE) and iShares Core Dividend Growth ETF (DGRO). 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
SIE.DE vs. DGRO - Dividend Comparison
SIE.DE's dividend yield for the trailing twelve months is around 2.64%, more than DGRO's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIE.DE Siemens Aktiengesellschaft | 2.64% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% | 3.55% | 3.35% |
DGRO iShares Core Dividend Growth ETF | 2.19% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
SIE.DE vs. DGRO - Drawdown Comparison
The maximum SIE.DE drawdown since its inception was -73.81%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for SIE.DE and DGRO. For additional features, visit the drawdowns tool.
Volatility
SIE.DE vs. DGRO - Volatility Comparison
Siemens Aktiengesellschaft (SIE.DE) has a higher volatility of 9.61% compared to iShares Core Dividend Growth ETF (DGRO) at 3.22%. This indicates that SIE.DE's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.