VEXC vs. DGRE

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Emerging Markets Ex-China ETF (VEXC) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE).

VEXC and DGRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEXC is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging ex China Index. It was launched on Sep 30, 2025. DGRE is an actively managed fund by WisdomTree. It was launched on Aug 1, 2013.

Performance

VEXC vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Ex-China ETF (VEXC) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). The values are adjusted to include any dividend payments, if applicable.

VEXC vs. DGRE - Yearly Performance Comparison

	2026 (YTD)	2025
VEXC Vanguard Emerging Markets Ex-China ETF	2.61%	4.80%
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	6.00%	8.44%

Returns By Period

In the year-to-date period, VEXC achieves a 2.61% return, which is significantly lower than DGRE's 6.00% return.

VEXC

• 1D: 3.26%
• 1M: -8.07%
• YTD: 2.61%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DGRE

• 1D: 3.90%
• 1M: -9.64%
• YTD: 6.00%
• 6M: 16.05%
• 1Y: 38.54%
• 3Y*: 15.78%
• 5Y*: 4.68%
• 10Y*: 7.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VEXC vs. DGRE - Expense Ratio Comparison

VEXC has a 0.07% expense ratio, which is lower than DGRE's 0.32% expense ratio.

DGRE

WisdomTree Emerging Markets Quality Dividend Growth Fund

VEXC

Vanguard Emerging Markets Ex-China ETF

Return for Risk

VEXC vs. DGRE — Risk / Return Rank

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

DGRE

DGRE Risk / Return Rank: 90
DGRE Sharpe Ratio Rank: 90
DGRE Sortino Ratio Rank: 91
DGRE Omega Ratio Rank: 90
DGRE Calmar Ratio Rank: 88
DGRE Martin Ratio Rank: 91

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.

VEXC vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Ex-China ETF (VEXC) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	VEXC	DGRE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.97	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	0.24	+0.68

Correlation

The correlation between VEXC and DGRE is 0.94, 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.

Dividends

VEXC vs. DGRE - Dividend Comparison

VEXC's dividend yield for the trailing twelve months is around 0.86%, less than DGRE's 1.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEXC Vanguard Emerging Markets Ex-China ETF	0.86%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.47%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%

Drawdowns

VEXC vs. DGRE - Drawdown Comparison

The maximum VEXC drawdown since its inception was -12.42%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for VEXC and DGRE.

Drawdown Indicators

	VEXC	DGRE	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-36.95%	+24.53%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.68%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.95%	—
Current Drawdown Current decline from peak	-9.57%	-10.31%	+0.74%
Average Drawdown Average peak-to-trough decline	-2.27%	-12.14%	+9.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.16%	—

Volatility

Volatility by Period

	VEXC	DGRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.51%	19.61%	-2.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.51%	17.53%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.51%	19.44%	-1.93%