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WTIM.DE vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTIM.DE and DGRW is 0.51, 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

WTIM.DE vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Eurozone Quality Dividend Growth UCITS ETF EUR Acc (WTIM.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WTIM.DE:

-0.00

DGRW:

0.50

Sortino Ratio

WTIM.DE:

0.16

DGRW:

0.82

Omega Ratio

WTIM.DE:

1.02

DGRW:

1.12

Calmar Ratio

WTIM.DE:

0.04

DGRW:

0.50

Martin Ratio

WTIM.DE:

0.09

DGRW:

1.84

Ulcer Index

WTIM.DE:

6.51%

DGRW:

4.40%

Daily Std Dev

WTIM.DE:

15.35%

DGRW:

16.41%

Max Drawdown

WTIM.DE:

-36.14%

DGRW:

-32.04%

Current Drawdown

WTIM.DE:

-1.43%

DGRW:

-4.10%

Returns By Period

In the year-to-date period, WTIM.DE achieves a 8.97% return, which is significantly higher than DGRW's 1.14% return.


WTIM.DE

YTD

8.97%

1M

10.89%

6M

11.46%

1Y

-0.04%

3Y*

8.37%

5Y*

9.39%

10Y*

N/A

DGRW

YTD

1.14%

1M

8.45%

6M

-1.40%

1Y

8.08%

3Y*

13.82%

5Y*

15.73%

10Y*

12.05%

*Annualized

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WTIM.DE vs. DGRW - Expense Ratio Comparison

WTIM.DE has a 0.29% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Risk-Adjusted Performance

WTIM.DE vs. DGRW — Risk-Adjusted Performance Rank

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

WTIM.DE
The Risk-Adjusted Performance Rank of WTIM.DE is 1717
Overall Rank
The Sharpe Ratio Rank of WTIM.DE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of WTIM.DE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of WTIM.DE is 1616
Omega Ratio Rank
The Calmar Ratio Rank of WTIM.DE is 1818
Calmar Ratio Rank
The Martin Ratio Rank of WTIM.DE is 1717
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 5151
Overall Rank
The Sharpe Ratio Rank of DGRW is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 5151
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTIM.DE vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF EUR Acc (WTIM.DE) 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.


The current WTIM.DE Sharpe Ratio is -0.00, which is lower than the DGRW Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of WTIM.DE 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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Dividends

WTIM.DE vs. DGRW - Dividend Comparison

WTIM.DE has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.58%.


TTM20242023202220212020201920182017201620152014
WTIM.DE
WisdomTree Eurozone Quality Dividend Growth UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.58%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%

Drawdowns

WTIM.DE vs. DGRW - Drawdown Comparison

The maximum WTIM.DE drawdown since its inception was -36.14%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for WTIM.DE and DGRW. For additional features, visit the drawdowns tool.


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Volatility

WTIM.DE vs. DGRW - Volatility Comparison

The current volatility for WisdomTree Eurozone Quality Dividend Growth UCITS ETF EUR Acc (WTIM.DE) is 3.52%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 4.08%. This indicates that WTIM.DE experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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