USMF vs. DGRW
Compare and contrast key facts about WisdomTree US Multifactor Fund (USMF) and WisdomTree U.S. Dividend Growth Fund (DGRW).
USMF and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Multifactor Index. It was launched on Jun 29, 2017. 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 USMF 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: USMF or DGRW.
Performance
USMF vs. DGRW - Performance Comparison
Returns By Period
In the year-to-date period, USMF achieves a 22.07% return, which is significantly higher than DGRW's 20.15% return.
USMF
22.07%
1.97%
11.19%
29.89%
11.93%
N/A
DGRW
20.15%
-1.43%
9.76%
27.16%
14.36%
12.76%
Key characteristics
| USMF | DGRW | |
|---|---|---|
| Sharpe Ratio | 2.99 | 2.57 |
| Sortino Ratio | 4.13 | 3.56 |
| Omega Ratio | 1.53 | 1.48 |
| Calmar Ratio | 5.42 | 4.35 |
| Martin Ratio | 16.61 | 16.32 |
| Ulcer Index | 1.84% | 1.67% |
| Daily Std Dev | 10.23% | 10.63% |
| Max Drawdown | -36.24% | -32.04% |
| Current Drawdown | -1.98% | -2.61% |
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USMF vs. DGRW - Expense Ratio Comparison
Both USMF and DGRW have an expense ratio of 0.28%.
Correlation
The correlation between USMF and DGRW is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
USMF vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) 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
USMF vs. DGRW - Dividend Comparison
USMF's dividend yield for the trailing twelve months is around 1.22%, less than DGRW's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USMF WisdomTree US Multifactor Fund | 1.22% | 1.33% | 1.74% | 1.42% | 1.33% | 1.38% | 1.45% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.52% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
USMF vs. DGRW - Drawdown Comparison
The maximum USMF drawdown since its inception was -36.24%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for USMF and DGRW. For additional features, visit the drawdowns tool.
Volatility
USMF vs. DGRW - Volatility Comparison
WisdomTree US Multifactor Fund (USMF) and WisdomTree U.S. Dividend Growth Fund (DGRW) have volatilities of 3.80% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.