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TGLB vs. TDVG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. TDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and T. Rowe Price Dividend Growth ETF (TDVG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGLB achieves a 8.79% return, which is significantly higher than TDVG's 6.85% return.


TGLB

1D
-3.09%
1M
0.39%
YTD
8.79%
6M
8.19%
1Y
3Y*
5Y*
10Y*

TDVG

1D
-1.14%
1M
1.23%
YTD
6.85%
6M
7.19%
1Y
16.68%
3Y*
15.53%
5Y*
9.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. TDVG - Yearly Performance Comparison


Correlation

The correlation between TGLB and TDVG is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.74

TGLB vs. TDVG - Sectors Allocation Comparison


Sectors
TGLB
TDVG

Technology

32.3%
24.1%

Financial Services

15.7%
19.5%

Communication Services

9.0%
1.2%

Consumer Cyclical

8.4%
7.7%

Industrials

6.5%
13.6%

Basic Materials

6.0%
2.9%

Energy

3.5%
5.8%

Healthcare

3.1%
12.9%

Consumer Defensive

1.1%
7.1%

Utilities

0.9%
3.9%

Real Estate

-

1.6%

Technology

TGLB
32.3%
TDVG
24.1%

Financial Services

TGLB
15.7%
TDVG
19.5%

Communication Services

TGLB
9.0%
TDVG
1.2%

Consumer Cyclical

TGLB
8.4%
TDVG
7.7%

Industrials

TGLB
6.5%
TDVG
13.6%

Basic Materials

TGLB
6.0%
TDVG
2.9%

Energy

TGLB
3.5%
TDVG
5.8%

Healthcare

TGLB
3.1%
TDVG
12.9%

Consumer Defensive

TGLB
1.1%
TDVG
7.1%

Utilities

TGLB
0.9%
TDVG
3.9%

Real Estate

TGLB

-

TDVG
1.6%

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Return for Risk

TGLB vs. TDVG — Risk / Return Rank

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

TGLB

TDVG
TDVG Risk / Return Rank: 5252
Overall Rank
TDVG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TDVG Sortino Ratio Rank: 5353
Sortino Ratio Rank
TDVG Omega Ratio Rank: 5151
Omega Ratio Rank
TDVG Calmar Ratio Rank: 4949
Calmar Ratio Rank
TDVG Martin Ratio Rank: 5656
Martin Ratio Rank
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.

TGLB vs. TDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) and T. Rowe Price Dividend Growth ETF (TDVG). 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.

TGLB vs. TDVG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TGLBTDVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.93

+0.02

Drawdowns

TGLB vs. TDVG - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum TDVG drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for TGLB and TDVG.


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Drawdown Indicators


TGLBTDVGDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-19.20%

+9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

Current Drawdown

Current decline from peak

-3.48%

-1.14%

-2.34%

Average Drawdown

Average peak-to-trough decline

-1.80%

-3.75%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

Volatility

TGLB vs. TDVG - Volatility Comparison


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Volatility by Period


TGLBTDVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

9.75%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

13.92%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

13.93%

+0.13%

TGLB vs. TDVG - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is lower than TDVG's 0.50% expense ratio.


Dividends

TGLB vs. TDVG - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than TDVG's 0.99% yield.


PositionTTM202520242023202220212020
TDVG
T. Rowe Price Dividend Growth ETF
0.99%1.00%1.06%1.31%1.15%0.80%0.40%
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TGLB and TDVG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TGLB is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGLB is cheaper with a 0.46% expense ratio, compared with 0.50% for TDVG.

TDVG has the higher dividend yield at 0.99%, compared with 0.18% for TGLB.

TGLB is categorized as Global Equities, while TDVG is Large Cap Growth Equities. Their fees differ too: 0.46% for TGLB and 0.50% for TDVG.

Portfolio Optimizer

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