DGRO
iShares Core Dividend Growth ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for DGRO (iShares Core Dividend Growth ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -14.4% (compared to the benchmark's drawdown of -35.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.7%, compared to a Buy-and-Hold benchmark return of 13.5%. The strategy executed 23 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
DGRO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 20.02% | 21.27% | 9.43% | 11.08% | 12.49% | 13.32% | 12.65% | 13.51% |
| Sharpe Ratio | 1.99 | 2.04 | 0.92 | 0.77 | 1.03 | 0.76 | 1.04 | 0.77 |
| Max Drawdown | -6.47% | -6.47% | -11.94% | -19.31% | -14.38% | -35.10% | -14.38% | -35.10% |
| % Time Invested | 100.0% | 100.0% | 97.5% | 100.0% | 97.8% | 100.0% | 97.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.3 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-06-05 | 2025-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2025-05-01 | 2025-06-05 | Completed | 33.33% | $58.53 | $61.02 | 4.19% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-06 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2023-11-24 | 2025-04-08 | Completed | 33.33% | $48.18 | $56.08 | 16.35% | Stop | |
| 2024-01-16 | 2025-03-06 | Completed | 33.33% | $50.94 | $60.60 | 18.90% | Signal | |
| 2023-10-26 | 2024-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2023-10-16 | 2023-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2023-07-12 | 2023-10-26 | Completed | 33.33% | $48.35 | $45.33 | -6.28% | Signal | |
| 2023-03-30 | 2023-10-16 | Completed | 33.33% | $45.95 | $46.75 | 1.68% | Signal | |
| 2023-04-25 | 2023-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.10% | Interest Income | |
| 2023-01-03 | 2023-04-25 | Completed | 33.33% | $46.34 | $47.21 | 1.81% | Signal | |
| 2022-12-22 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2022-06-24 | 2023-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.90% | Interest Income | |
| 2022-04-08 | 2023-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 2022-11-07 | 2022-12-22 | Completed | 33.33% | $44.64 | $45.98 | 2.95% | Signal | |
| 2022-10-14 | 2022-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2022-07-11 | 2022-10-14 | Completed | 33.33% | $43.84 | $42.26 | -3.66% | Stop | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-06-14 | 2022-06-24 | Completed | 33.33% | $42.90 | $43.31 | 0.90% | Signal | |
| 2020-04-01 | 2022-06-15 | Completed | 33.33% | $27.18 | $42.85 | 57.54% | Stop | |
| 2022-05-20 | 2022-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-08-11 | 2022-05-20 | Completed | 33.33% | $35.60 | $44.38 | 24.59% | Stop | |
| 2020-07-07 | 2022-04-08 | Completed | 33.33% | $33.08 | $48.30 | 45.97% | Signal | |
| 2020-05-28 | 2020-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-09 | 2020-06-12 | Completed | 33.33% | $34.94 | $33.00 | -5.62% | Stop | |
| 2020-04-01 | 2020-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-05-28 | Completed | 33.33% | $25.54 | $33.03 | 29.26% | Signal | |
| 2020-03-24 | 2020-04-01 | Completed | 33.33% | $25.54 | $27.18 | 6.38% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-18 | 2020-03-10 | Completed | 33.33% | $29.11 | $31.21 | 7.15% | Stop | |
| 2019-05-22 | 2020-03-02 | Completed | 33.33% | $31.45 | $32.49 | 3.24% | Stop | |
| 2019-02-07 | 2020-03-02 | Completed | 33.33% | $29.78 | $32.49 | 9.06% | Stop | |
| 2019-03-22 | 2019-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2019-01-16 | 2019-03-22 | Completed | 33.33% | $28.66 | $30.91 | 7.78% | Signal | |
| 2018-12-20 | 2019-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-06-07 | 2018-12-26 | Completed | 33.33% | $21.63 | $26.27 | 21.42% | Stop | |
| 2016-06-07 | 2018-12-21 | Completed | 33.33% | $21.63 | $27.35 | 26.42% | Stop | |
| 2018-07-25 | 2018-12-20 | Completed | 33.33% | $29.39 | $27.46 | -6.61% | Signal | |
| 2018-05-03 | 2018-07-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2016-06-07 | 2018-05-03 | Completed | 33.33% | $21.63 | $27.56 | 27.39% | Signal | |
| 2016-06-03 | 2016-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-06-03 | 2016-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-06-03 | 2016-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |