TSWE.AS vs. DGRW
TSWE.AS (VanEck Sustainable World Equal Weight UCITS ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - TSWE.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, TSWE.AS returned 12.01%/yr vs 13.91%/yr for DGRW. A 0.54 correlation means they provide meaningful diversification when combined. TSWE.AS charges 0.20%/yr vs 0.28%/yr for DGRW.
Performance
TSWE.AS vs. DGRW - Performance Comparison
Loading charts...
Different Trading Currencies
TSWE.AS is traded in EUR, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TSWE.AS achieves a 13.49% return, which is significantly higher than DGRW's 10.40% return. Over the past 10 years, TSWE.AS has underperformed DGRW with an annualized return of 12.01%, while DGRW has yielded a comparatively higher 13.91% annualized return.
TSWE.AS
- 1D
- -0.19%
- 1M
- 7.45%
- YTD
- 13.49%
- 6M
- 16.16%
- 1Y
- 26.33%
- 3Y*
- 17.11%
- 5Y*
- 11.64%
- 10Y*
- 12.01%
DGRW
- 1D
- -0.61%
- 1M
- 4.81%
- YTD
- 10.40%
- 6M
- 9.22%
- 1Y
- 18.39%
- 3Y*
- 13.55%
- 5Y*
- 13.23%
- 10Y*
- 13.91%
TSWE.AS vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWE.AS VanEck Sustainable World Equal Weight UCITS ETF | 13.49% | 13.10% | 17.22% | 16.38% | -13.18% | 29.50% | 5.58% | 26.46% | -5.21% | 8.51% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 10.40% | -1.14% | 24.71% | 15.10% | -0.53% | 33.77% | 4.48% | 32.47% | -0.94% | 11.30% |
Correlation
The correlation between TSWE.AS and DGRW is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 23, 2013 | 0.54 |
The correlation between TSWE.AS and DGRW has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TSWE.AS vs. DGRW — Risk / Return Rank
TSWE.AS
DGRW
TSWE.AS vs. DGRW - Risk-Adjusted Trends 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. 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.
| TSWE.AS | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.00 | +0.26 |
| Martin ratioReturn relative to average drawdown | 12.78 | 11.88 | +0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TSWE.AS | DGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.78 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.82 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.84 | -0.10 |
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 -31.38%. Use the drawdown chart below to compare losses from any high point for TSWE.AS and DGRW.
Loading charts...
Drawdown Indicators
| TSWE.AS | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -31.38% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -6.16% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -20.78% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -19.53% | -20.78% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | -31.38% | -2.29% |
Current DrawdownCurrent decline from peak | -0.19% | -0.61% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -3.71% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.55% | +0.50% |
Volatility
TSWE.AS vs. DGRW - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) has a higher volatility of 3.66% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.33%. This indicates that TSWE.AS'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.
Loading charts...
Volatility by Period
| TSWE.AS | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 2.33% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 7.64% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 10.46% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 14.23% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 16.98% | -2.05% |
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.
Dividends
TSWE.AS vs. DGRW - Dividend Comparison
TSWE.AS's dividend yield for the trailing twelve months is around 2.57%, more than DGRW's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.27% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
TSWE.AS VanEck Sustainable World Equal Weight UCITS ETF | 2.57% | 1.94% | 2.18% | 2.23% | 2.38% | 1.64% | 1.88% | 2.34% | 2.45% | 2.09% | 1.85% | 1.87% |
Frequently Asked Questions
TSWE.AS and DGRW have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSWE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSWE.AS is cheaper with a 0.20% expense ratio, compared with 0.28% for DGRW.
TSWE.AS is categorized as Global Equities, while DGRW is Dividend. TSWE.AS tracks MSCI ACWI NR USD, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.20% for TSWE.AS and 0.28% for DGRW.
Find the right allocation for TSWE.AS and DGRW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer