VGWD.DE vs. DGRO
Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and iShares Core Dividend Growth ETF (DGRO).
VGWD.DE and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGWD.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield index. It was launched on Sep 24, 2019. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both VGWD.DE and DGRO 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: VGWD.DE or DGRO.
Key characteristics
| VGWD.DE | DGRO | |
|---|---|---|
| YTD Return | 17.22% | 20.38% |
| 1Y Return | 23.75% | 31.55% |
| 3Y Return (Ann) | 8.63% | 8.19% |
| 5Y Return (Ann) | 8.34% | 12.05% |
| Sharpe Ratio | 2.58 | 3.23 |
| Sortino Ratio | 3.40 | 4.57 |
| Omega Ratio | 1.49 | 1.60 |
| Calmar Ratio | 3.52 | 4.06 |
| Martin Ratio | 16.86 | 21.73 |
| Ulcer Index | 1.39% | 1.44% |
| Daily Std Dev | 9.11% | 9.68% |
| Max Drawdown | -34.57% | -35.10% |
| Current Drawdown | -0.92% | -0.76% |
Correlation
The correlation between VGWD.DE and DGRO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGWD.DE vs. DGRO - Performance Comparison
In the year-to-date period, VGWD.DE achieves a 17.22% return, which is significantly lower than DGRO's 20.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
VGWD.DE vs. DGRO - Risk-Adjusted Performance 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.
Dividends
VGWD.DE vs. DGRO - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.69%, more than DGRO's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.69% | 3.14% | 3.60% | 2.58% | 2.67% | 2.87% | 3.16% | 0.49% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
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 -35.10%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and DGRO. For additional features, visit the drawdowns tool.
Volatility
VGWD.DE vs. DGRO - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.67%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.29%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.