TSWE.AS vs. DGRW
Compare and contrast key facts about VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) and WisdomTree U.S. Dividend Growth Fund (DGRW).
TSWE.AS and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSWE.AS is a passively managed fund by VanEck that tracks the performance of the MSCI ACWI NR USD. It was launched on May 3, 2013. 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 TSWE.AS 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: TSWE.AS or DGRW.
Key characteristics
| TSWE.AS | DGRW | |
|---|---|---|
| YTD Return | 16.89% | 22.00% |
| 1Y Return | 24.09% | 29.39% |
| 3Y Return (Ann) | 6.17% | 12.13% |
| 5Y Return (Ann) | 10.24% | 14.57% |
| 10Y Return (Ann) | 9.86% | 13.08% |
| Sharpe Ratio | 2.36 | 2.98 |
| Sortino Ratio | 3.09 | 4.14 |
| Omega Ratio | 1.48 | 1.56 |
| Calmar Ratio | 2.89 | 5.06 |
| Martin Ratio | 13.77 | 19.22 |
| Ulcer Index | 1.75% | 1.65% |
| Daily Std Dev | 10.20% | 10.63% |
| Max Drawdown | -33.67% | -32.04% |
| Current Drawdown | -1.15% | -1.12% |
Correlation
The correlation between TSWE.AS and DGRW is 0.54, 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
TSWE.AS vs. DGRW - Performance Comparison
In the year-to-date period, TSWE.AS achieves a 16.89% return, which is significantly lower than DGRW's 22.00% return. Over the past 10 years, TSWE.AS has underperformed DGRW with an annualized return of 9.86%, while DGRW has yielded a comparatively higher 13.08% annualized 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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TSWE.AS vs. DGRW - Expense Ratio Comparison
TSWE.AS has a 0.20% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
TSWE.AS vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) 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
TSWE.AS vs. DGRW - Dividend Comparison
TSWE.AS's dividend yield for the trailing twelve months is around 2.09%, more than DGRW's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWE.AS VanEck Sustainable World Equal Weight UCITS ETF | 2.09% | 2.23% | 2.38% | 1.64% | 1.88% | 2.34% | 2.45% | 2.09% | 1.85% | 1.87% | 5.46% | 0.31% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
TSWE.AS vs. DGRW - Drawdown Comparison
The maximum TSWE.AS drawdown since its inception was -33.67%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for TSWE.AS and DGRW. For additional features, visit the drawdowns tool.
Volatility
TSWE.AS vs. DGRW - Volatility Comparison
The current volatility for VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) is 3.20%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 3.41%. This indicates that TSWE.AS experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.