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VGWD.DE vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWD.DE vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGWD.DE is traded in EUR, while DGRO is traded in USD. To make them comparable, the DGRO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGWD.DE achieves a 12.49% return, which is significantly higher than DGRO's 10.89% return.


VGWD.DE

1D
0.19%
1M
3.35%
YTD
12.49%
6M
14.15%
1Y
25.00%
3Y*
15.87%
5Y*
11.49%
10Y*

DGRO

1D
0.67%
1M
3.96%
YTD
10.89%
6M
10.16%
1Y
21.81%
3Y*
14.33%
5Y*
11.75%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
12.49%13.16%15.75%7.29%0.08%27.90%-9.60%25.03%-8.03%1.24%
DGRO
iShares Core Dividend Growth ETF
10.89%1.96%24.32%7.16%-2.20%36.12%0.47%32.80%2.20%2.00%

Correlation

The correlation between VGWD.DE and DGRO is 0.63, 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

0.63

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

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.57

The correlation between VGWD.DE and DGRO has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

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Return for Risk

VGWD.DE vs. DGRO — Risk / Return Rank

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

VGWD.DE
VGWD.DE Risk / Return Rank: 8383
Overall Rank
VGWD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8383
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
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.

VGWD.DE vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and iShares Core Dividend Growth ETF (DGRO). 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.


VGWD.DEDGRODifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.50

1.39

+0.11

Calmar ratioReturn relative to maximum drawdown

4.28

4.23

+0.05

Martin ratioReturn relative to average drawdown

16.37

14.90

+1.46

VGWD.DE vs. DGRO - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.70, which is comparable to the DGRO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VGWD.DE and DGRO, 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


VGWD.DEDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

2.17

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.85

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.79

-0.15

Drawdowns

VGWD.DE vs. DGRO - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, roughly equal to the maximum DGRO drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and DGRO.


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Drawdown Indicators


VGWD.DEDGRODifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-34.35%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-5.18%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-19.19%

+2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-19.19%

+2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-4.05%

-4.32%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.47%

+0.05%

Volatility

VGWD.DE vs. DGRO - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and iShares Core Dividend Growth ETF (DGRO) have volatilities of 2.33% and 2.36%, 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.


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Volatility by Period


VGWD.DEDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

2.36%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

7.26%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

9.21%

10.11%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.52%

13.94%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

17.31%

-3.08%

VGWD.DE vs. DGRO - Expense Ratio Comparison

VGWD.DE has a 0.29% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

VGWD.DE vs. DGRO - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, more than DGRO's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.49%2.84%3.05%3.39%3.78%3.03%3.08%3.21%3.70%0.58%0.00%0.00%

Frequently Asked Questions


VGWD.DE and DGRO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.29% for VGWD.DE.

VGWD.DE is categorized as Global Equities, while DGRO is Large Cap Growth Equities. VGWD.DE tracks FTSE All-World High Dividend Yield index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VGWD.DE and 0.08% for DGRO.

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