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ZINC vs. DGRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZINC vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Income ETF (ZINC) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ZINC

1D
-0.07%
1M
1.96%
6M
YTD
1Y
3Y*
5Y*
10Y*

DGRE

1D
-0.45%
1M
-6.17%
6M
19.64%
YTD
24.63%
1Y
43.28%
3Y*
20.23%
5Y*
8.28%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZINC vs. DGRE - Yearly Performance Comparison


Correlation

The correlation between ZINC and DGRE is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 2, 2026

-0.36

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Return for Risk

ZINC vs. DGRE — Risk / Return Rank

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

ZINC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DGRE
DGRE Risk / Return Rank: 7373
Overall Rank
DGRE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DGRE Omega Ratio Rank: 7373
Omega Ratio Rank
DGRE Calmar Ratio Rank: 7777
Calmar Ratio Rank
DGRE Martin Ratio Rank: 7777
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.

ZINC vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Income ETF (ZINC) 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.


ZINCDGREDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.18

Martin ratioReturn relative to average drawdown

11.51

ZINC vs. DGRE - Sharpe Ratio Comparison


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Drawdowns

ZINC vs. DGRE - Drawdown Comparison

The maximum ZINC drawdown since its inception was -1.94%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for ZINC and DGRE.


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Drawdown Indicators


ZINCDGREDifference

Max Drawdown

Largest peak-to-trough decline

-1.94%

-36.95%

+35.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-0.07%

-7.87%

+7.80%

Average Drawdown

Average peak-to-trough decline

-0.47%

-11.94%

+11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

Volatility

ZINC vs. DGRE - Volatility Comparison


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Volatility by Period


ZINCDGREDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.93%

Volatility (6M)

Calculated over the trailing 6-month period

21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

23.36%

-13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.19%

18.89%

-8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.19%

19.87%

-9.68%

ZINC vs. DGRE - Expense Ratio Comparison

ZINC has a 0.55% expense ratio, which is higher than DGRE's 0.32% expense ratio.


Dividends

ZINC vs. DGRE - Dividend Comparison

ZINC has not paid dividends to shareholders, while DGRE's dividend yield for the trailing twelve months is around 1.33%.


PositionTTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.33%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
ZINC
Zacks Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZINC and DGRE have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRE is cheaper with a 0.32% expense ratio, compared with 0.55% for ZINC.

DGRE has the higher dividend yield at 1.33%, compared with 0.00% for ZINC.

ZINC is categorized as Dividend, while DGRE is Emerging Markets Equities. They also come from different issuers: Zacks and WisdomTree. Their fees differ too: 0.55% for ZINC and 0.32% for DGRE.

Portfolio Optimizer

Find the right allocation for ZINC and DGRE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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