TIMB vs. DGRW
TIMB (TIM S.A.) is a stock, while DGRW (WisdomTree U.S. Quality Dividend Growth Fund) is Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Over the past 5 years, TIMB returned 17.61%/yr vs 12.16%/yr for DGRW. At a 0.25 correlation, their price movements are largely independent.
Performance
TIMB vs. DGRW - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TIMB having a 7.18% return and DGRW slightly higher at 7.35%.
TIMB
- 1D
- -1.29%
- 1M
- -7.38%
- YTD
- 7.18%
- 6M
- 8.36%
- 1Y
- 17.04%
- 3Y*
- 18.28%
- 5Y*
- 17.61%
- 10Y*
- —
DGRW
- 1D
- -0.32%
- 1M
- -0.70%
- YTD
- 7.35%
- 6M
- 7.02%
- 1Y
- 18.84%
- 3Y*
- 15.46%
- 5Y*
- 12.16%
- 10Y*
- 14.25%
TIMB vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TIMB TIM S.A. | 7.18% | 86.96% | -33.24% | 68.57% | 4.05% | -13.46% | 23.03% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 7.35% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 5.94% |
Correlation
The correlation between TIMB and DGRW is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2020 | 0.25 |
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Return for Risk
TIMB vs. DGRW — Risk / Return Rank
TIMB
DGRW
TIMB vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIM S.A. (TIMB) and WisdomTree U.S. Quality 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TIMB | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.34 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 2.28 | -1.59 |
| Martin ratioReturn relative to average drawdown | 1.95 | 9.75 | -7.79 |
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Drawdowns
TIMB vs. DGRW - Drawdown Comparison
The maximum TIMB drawdown since its inception was -37.08%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for TIMB and DGRW.
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Drawdown Indicators
| TIMB | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.08% | -32.04% | -5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -25.89% | -8.30% | -17.59% |
Max Drawdown (3Y)Largest decline over 3 years | -37.08% | -16.21% | -20.87% |
Max Drawdown (5Y)Largest decline over 5 years | -37.08% | -17.27% | -19.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.04% | — |
Current DrawdownCurrent decline from peak | -25.89% | -2.42% | -23.47% |
Average DrawdownAverage peak-to-trough decline | -12.18% | -3.01% | -9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.18% | 1.94% | +7.24% |
Volatility
TIMB vs. DGRW - Volatility Comparison
TIM S.A. (TIMB) has a higher volatility of 6.15% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.64%. This indicates that TIMB'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.
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Volatility by Period
| TIMB | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 3.64% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 25.33% | 8.21% | +17.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.52% | 10.27% | +21.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.56% | 14.01% | +17.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.10% | 16.24% | +15.86% |
Dividends
TIMB vs. DGRW - Dividend Comparison
TIMB's dividend yield for the trailing twelve months is around 8.79%, more than DGRW's 1.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.29% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
TIMB TIM S.A. | 8.79% | 11.67% | 6.03% | 4.98% | 4.05% | 3.43% | 3.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TIMB and DGRW have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIMB has higher volatility (6.15%) compared to DGRW (3.64%). In terms of maximum drawdown, TIMB dropped -37.08% vs DGRW's -32.04%.
DGRW currently has the higher Sharpe Ratio (1.85 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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