YLDE vs. DGRE
YLDE (ClearBridge Dividend Strategy ESG ETF) and DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) are both exchange-traded funds - YLDE is a Dividend fund actively managed by Franklin Templeton, while DGRE is a Emerging Markets Equities fund actively managed by WisdomTree. Both are actively managed. Over the past 5 years, YLDE returned 10.08%/yr vs 8.42%/yr for DGRE. At a 0.42 correlation, their price movements are largely independent. YLDE charges 0.60%/yr vs 0.32%/yr for DGRE.
Performance
YLDE vs. DGRE - Performance Comparison
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Returns By Period
In the year-to-date period, YLDE achieves a 4.91% return, which is significantly lower than DGRE's 27.61% return.
YLDE
- 1D
- 0.06%
- 1M
- -0.48%
- YTD
- 4.91%
- 6M
- 4.69%
- 1Y
- 14.35%
- 3Y*
- 14.52%
- 5Y*
- 10.08%
- 10Y*
- —
DGRE
- 1D
- -5.02%
- 1M
- 2.22%
- YTD
- 27.61%
- 6M
- 28.61%
- 1Y
- 51.74%
- 3Y*
- 23.16%
- 5Y*
- 8.42%
- 10Y*
- 9.58%
YLDE vs. DGRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YLDE ClearBridge Dividend Strategy ESG ETF | 4.91% | 13.09% | 16.44% | 15.69% | -8.56% | 22.12% | 10.35% | 32.46% | -5.74% | 11.35% |
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 27.61% | 27.47% | 3.63% | 18.46% | -21.86% | 2.55% | 10.85% | 21.12% | -16.36% | 16.85% |
Correlation
The correlation between YLDE and DGRE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 23, 2017 | 0.42 |
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Return for Risk
YLDE vs. DGRE — Risk / Return Rank
YLDE
DGRE
YLDE vs. DGRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YLDE | DGRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.80 | -1.90 |
| Martin ratioReturn relative to average drawdown | 6.97 | 14.91 | -7.94 |
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Drawdowns
YLDE vs. DGRE - Drawdown Comparison
The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for YLDE and DGRE.
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Drawdown Indicators
| YLDE | DGRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -36.95% | +3.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -13.68% | +6.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.42% | -20.65% | +9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | -33.99% | +13.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.95% | — |
Current DrawdownCurrent decline from peak | -1.76% | -5.67% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -11.96% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.48% | -1.42% |
Volatility
YLDE vs. DGRE - Volatility Comparison
The current volatility for ClearBridge Dividend Strategy ESG ETF (YLDE) is 2.49%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 11.80%. This indicates that YLDE experiences smaller price fluctuations and is considered to be less risky than DGRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YLDE | DGRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 11.80% | -9.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.87% | 20.85% | -13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.39% | 22.57% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 18.71% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 19.83% | -4.10% |
YLDE vs. DGRE - Expense Ratio Comparison
YLDE has a 0.60% expense ratio, which is higher than DGRE's 0.32% expense ratio.
Dividends
YLDE vs. DGRE - Dividend Comparison
YLDE's dividend yield for the trailing twelve months is around 6.98%, more than DGRE's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.22% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
YLDE ClearBridge Dividend Strategy ESG ETF | 6.98% | 5.68% | 1.69% | 1.64% | 1.68% | 1.15% | 1.46% | 1.65% | 2.25% | 1.31% | 0.00% | 0.00% |
Frequently Asked Questions
YLDE and DGRE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRE has higher volatility (11.80%) compared to YLDE (2.49%). In terms of maximum drawdown, YLDE dropped -33.23% vs DGRE's -36.95%.
On 5-year performance, YLDE leads with 10.08% vs 8.42% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, YLDE 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, YLDE has performed better with a 10.08% return vs 8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRE is cheaper with a 0.32% expense ratio, compared with 0.60% for YLDE.
YLDE has the higher dividend yield at 6.98%, compared with 1.22% for DGRE.
YLDE is categorized as Dividend, while DGRE is Emerging Markets Equities. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.60% for YLDE and 0.32% for DGRE.
DGRE currently has the higher Sharpe Ratio (2.30 vs 1.54), 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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