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WPS vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WPSDGRO

Correlation

-0.50.00.51.00.6

The correlation between WPS and DGRO 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.

Performance

WPS vs. DGRO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.02%
11.26%
WPS
DGRO

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WPS vs. DGRO - Expense Ratio Comparison

WPS has a 0.48% expense ratio, which is higher than DGRO's 0.08% expense ratio.


WPS
iShares International Developed Property ETF
Expense ratio chart for WPS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

WPS vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) 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.


WPS
Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at 0.82, compared to the broader market-2.000.002.004.006.000.82
Sortino ratio
The chart of Sortino ratio for WPS, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.0012.001.28
Omega ratio
The chart of Omega ratio for WPS, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for WPS, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.31
Martin ratio
The chart of Martin ratio for WPS, currently valued at 2.78, compared to the broader market0.0020.0040.0060.0080.00100.002.78
DGRO
Sharpe ratio
The chart of Sharpe ratio for DGRO, currently valued at 3.23, compared to the broader market-2.000.002.004.006.003.23
Sortino ratio
The chart of Sortino ratio for DGRO, currently valued at 4.57, compared to the broader market-2.000.002.004.006.008.0010.0012.004.57
Omega ratio
The chart of Omega ratio for DGRO, currently valued at 1.60, compared to the broader market1.001.502.002.503.001.60
Calmar ratio
The chart of Calmar ratio for DGRO, currently valued at 4.06, compared to the broader market0.005.0010.0015.004.06
Martin ratio
The chart of Martin ratio for DGRO, currently valued at 21.73, compared to the broader market0.0020.0040.0060.0080.00100.0021.73

WPS vs. DGRO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.82
3.23
WPS
DGRO

Dividends

WPS vs. DGRO - Dividend Comparison

WPS has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 2.16%.


TTM20232022202120202019201820172016201520142013
WPS
iShares International Developed Property ETF
103.45%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%2.75%
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%0.00%

Drawdowns

WPS vs. DGRO - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.15%
-0.76%
WPS
DGRO

Volatility

WPS vs. DGRO - Volatility Comparison

The current volatility for iShares International Developed Property ETF (WPS) is 0.00%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.29%. This indicates that WPS 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.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.29%
WPS
DGRO