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UNIY vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNIY vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNIY achieves a 0.55% return, which is significantly lower than DGRW's 9.87% return.


UNIY

1D
0.14%
1M
0.32%
YTD
0.55%
6M
0.61%
1Y
5.12%
3Y*
4.59%
5Y*
10Y*

DGRW

1D
0.71%
1M
4.18%
YTD
9.87%
6M
9.49%
1Y
21.83%
3Y*
17.10%
5Y*
12.33%
10Y*
14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNIY vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
0.55%7.37%1.86%3.90%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
9.87%12.17%16.98%13.37%

Correlation

The correlation between UNIY and DGRW is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2023

0.26

The correlation between UNIY and DGRW shifts across timeframes, from 0.26 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UNIY vs. DGRW — Risk / Return Rank

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

UNIY
UNIY Risk / Return Rank: 4141
Overall Rank
UNIY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
UNIY Sortino Ratio Rank: 4242
Sortino Ratio Rank
UNIY Omega Ratio Rank: 3838
Omega Ratio Rank
UNIY Calmar Ratio Rank: 4242
Calmar Ratio Rank
UNIY Martin Ratio Rank: 4141
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6666
Overall Rank
DGRW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7272
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7070
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6565
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.

UNIY vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) 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.


UNIYDGRWDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.25

1.41

-0.17

Calmar ratioReturn relative to maximum drawdown

2.03

2.64

-0.61

Martin ratioReturn relative to average drawdown

6.31

11.58

-5.27

UNIY vs. DGRW - Sharpe Ratio Comparison

The current UNIY Sharpe Ratio is 1.40, which is lower than the DGRW Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of UNIY and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UNIYDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.22

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.86

-0.01

Drawdowns

UNIY vs. DGRW - Drawdown Comparison

The maximum UNIY drawdown since its inception was -6.27%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for UNIY and DGRW.


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Drawdown Indicators


UNIYDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-32.04%

+25.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-8.30%

+5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-16.21%

+10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-1.04%

-0.12%

-0.92%

Average Drawdown

Average peak-to-trough decline

-1.38%

-3.01%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.89%

-1.08%

Volatility

UNIY vs. DGRW - Volatility Comparison

The current volatility for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) is 1.25%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 2.49%. This indicates that UNIY 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.


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Volatility by Period


UNIYDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

2.49%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

7.67%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

9.89%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

13.97%

-9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

16.21%

-11.36%

UNIY vs. DGRW - Expense Ratio Comparison

UNIY has a 0.15% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Dividends

UNIY vs. DGRW - Dividend Comparison

UNIY's dividend yield for the trailing twelve months is around 4.85%, more than DGRW's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.26%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.85%4.95%4.86%3.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UNIY and DGRW have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRW has higher volatility (2.49%) compared to UNIY (1.25%). In terms of maximum drawdown, UNIY dropped -6.27% vs DGRW's -32.04%.

On 3-year performance, DGRW leads with 17.10% vs 4.59% for UNIY. On fees, UNIY is cheaper at 0.15% per year. On volatility, UNIY has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DGRW has performed better with a 17.10% return vs 4.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNIY is cheaper with a 0.15% expense ratio, compared with 0.28% for DGRW.

UNIY has the higher dividend yield at 4.85%, compared with 1.26% for DGRW.

UNIY is categorized as Intermediate Core Bond, while DGRW is Dividend. UNIY tracks Bloomberg US Universal Enhanced Yield Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.15% for UNIY and 0.28% for DGRW.

DGRW currently has the higher Sharpe Ratio (2.22 vs 1.40), 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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