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WDNA vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDNA vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree BioRevolution Fund (WDNA) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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WDNA vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WDNA
WisdomTree BioRevolution Fund
4.61%22.68%-14.18%-2.07%-26.29%-5.27%
DGRW
WisdomTree U.S. Dividend Growth Fund
-1.22%12.17%16.98%18.66%-6.33%12.41%

Returns By Period

In the year-to-date period, WDNA achieves a 4.61% return, which is significantly higher than DGRW's -1.22% return.


WDNA

1D
1.57%
1M
-2.87%
YTD
4.61%
6M
13.11%
1Y
47.56%
3Y*
2.94%
5Y*
10Y*

DGRW

1D
0.28%
1M
-5.15%
YTD
-1.22%
6M
-0.48%
1Y
11.58%
3Y*
14.04%
5Y*
10.87%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDNA vs. DGRW - Expense Ratio Comparison

WDNA has a 0.45% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Return for Risk

WDNA vs. DGRW — Risk / Return Rank

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

WDNA
WDNA Risk / Return Rank: 8181
Overall Rank
WDNA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WDNA Sortino Ratio Rank: 8484
Sortino Ratio Rank
WDNA Omega Ratio Rank: 7171
Omega Ratio Rank
WDNA Calmar Ratio Rank: 9393
Calmar Ratio Rank
WDNA Martin Ratio Rank: 7474
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4242
Overall Rank
DGRW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4040
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4343
Omega Ratio Rank
DGRW Calmar Ratio Rank: 3939
Calmar Ratio Rank
DGRW Martin Ratio Rank: 4848
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.

WDNA vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) 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.


WDNADGRWDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.75

+0.87

Sortino ratio

Return per unit of downside risk

2.31

1.19

+1.12

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

3.72

1.05

+2.67

Martin ratio

Return relative to average drawdown

8.42

4.75

+3.67

WDNA vs. DGRW - Sharpe Ratio Comparison

The current WDNA Sharpe Ratio is 1.62, which is higher than the DGRW Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of WDNA and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDNADGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.75

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.81

-1.04

Correlation

The correlation between WDNA and DGRW is 0.62, 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.


Dividends

WDNA vs. DGRW - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 4.37%, more than DGRW's 1.43% yield.


TTM20252024202320222021202020192018201720162015
WDNA
WisdomTree BioRevolution Fund
4.37%4.57%0.75%0.80%0.38%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

WDNA vs. DGRW - Drawdown Comparison

The maximum WDNA drawdown since its inception was -58.87%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for WDNA and DGRW.


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Drawdown Indicators


WDNADGRWDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-32.04%

-26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-11.30%

-0.40%

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

-32.67%

-5.69%

-26.98%

Average Drawdown

Average peak-to-trough decline

-35.79%

-3.04%

-32.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

2.51%

+2.67%

Volatility

WDNA vs. DGRW - Volatility Comparison

WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 8.62% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.64%. This indicates that WDNA's price experiences larger fluctuations and is considered to be riskier 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


WDNADGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

4.64%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

7.73%

+10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

29.62%

15.41%

+14.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.17%

13.98%

+11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.17%

16.21%

+8.96%