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WDNA vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDNA achieves a 8.96% return, which is significantly lower than DGRW's 9.87% return.


WDNA

1D
2.94%
1M
2.56%
YTD
8.96%
6M
10.44%
1Y
50.50%
3Y*
3.54%
5Y*
-4.78%
10Y*

DGRW

1D
0.71%
1M
4.18%
YTD
9.87%
6M
9.49%
1Y
21.83%
3Y*
17.10%
5Y*
12.33%
10Y*
14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDNA vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WDNA
WisdomTree BioRevolution Fund
8.96%22.68%-14.18%-2.07%-26.29%-5.27%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
9.87%12.17%16.98%18.66%-6.33%12.41%

Correlation

The correlation between WDNA and DGRW is 0.52, 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

0.52

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

0.59

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2021

0.62

The correlation between WDNA and DGRW has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.

WDNA vs. DGRW - Sectors Allocation Comparison


Sectors
WDNA
DGRW

Healthcare

85.0%
12.8%

Basic Materials

6.5%
3.3%

Consumer Defensive

3.0%
6.7%

Energy

1.1%
5.0%

Communication Services

-

10.1%

Consumer Cyclical

-

7.1%

Financial Services

-

11.3%

Industrials

-

9.9%

Real Estate

-

-

Technology

-

32.1%

Utilities

-

0.2%

Healthcare

WDNA
85.0%
DGRW
12.8%

Basic Materials

WDNA
6.5%
DGRW
3.3%

Consumer Defensive

WDNA
3.0%
DGRW
6.7%

Energy

WDNA
1.1%
DGRW
5.0%

Communication Services

WDNA

-

DGRW
10.1%

Consumer Cyclical

WDNA

-

DGRW
7.1%

Financial Services

WDNA

-

DGRW
11.3%

Industrials

WDNA

-

DGRW
9.9%

Real Estate

WDNA

-

DGRW

-

Technology

WDNA

-

DGRW
32.1%

Utilities

WDNA

-

DGRW
0.2%

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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: 6363
Overall Rank
WDNA Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WDNA Sortino Ratio Rank: 6262
Sortino Ratio Rank
WDNA Omega Ratio Rank: 5353
Omega Ratio Rank
WDNA Calmar Ratio Rank: 8383
Calmar Ratio Rank
WDNA Martin Ratio Rank: 5757
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6666
Overall Rank
DGRW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7272
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7070
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6565
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. Quality 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 ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

4.34

2.64

+1.70

Martin ratioReturn relative to average drawdown

9.85

11.58

-1.73

WDNA vs. DGRW - Sharpe Ratio Comparison

The current WDNA Sharpe Ratio is 1.98, which is comparable to the DGRW Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of WDNA and DGRW, 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


WDNADGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.22

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.89

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.86

-1.05

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%

-8.30%

-3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-38.25%

-16.21%

-22.04%

Max Drawdown (5Y)

Largest decline over 5 years

-58.87%

-17.27%

-41.60%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-29.86%

-0.12%

-29.74%

Average Drawdown

Average peak-to-trough decline

-35.64%

-3.01%

-32.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

1.89%

+3.25%

Volatility

WDNA vs. DGRW - Volatility Comparison

WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 7.35% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.49%. 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

7.35%

2.49%

+4.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

7.67%

+8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

25.66%

9.89%

+15.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.08%

13.97%

+11.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

16.21%

+8.86%

WDNA vs. DGRW - Expense Ratio Comparison

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


Dividends

WDNA vs. DGRW - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 4.19%, more than DGRW's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.26%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
WDNA
WisdomTree BioRevolution Fund
4.19%4.57%0.75%0.80%0.38%0.10%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WDNA and DGRW have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDNA has higher volatility (7.35%) compared to DGRW (2.49%). In terms of maximum drawdown, WDNA dropped -58.87% vs DGRW's -32.04%.

On 5-year performance, DGRW leads with 12.33% vs -4.78% for WDNA. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DGRW has performed better with a 12.33% return vs -4.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRW is cheaper with a 0.28% expense ratio, compared with 0.45% for WDNA.

WDNA has the higher dividend yield at 4.19%, compared with 1.26% for DGRW.

WDNA is categorized as Health & Biotech Equities, while DGRW is Dividend. WDNA tracks WisdomTree BioRevolution Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.45% for WDNA and 0.28% for DGRW.

DGRW currently has the higher Sharpe Ratio (2.22 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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