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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.4% (compared to the benchmark's drawdown of -35.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.7%, compared to a Buy-and-Hold benchmark return of 13.5%. The strategy executed 6 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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DGRO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.27% | 21.27% | 8.55% | 11.08% | 13.58% | 13.32% | 13.72% | 13.51% |
| Sharpe Ratio | 2.04 | 2.04 | 0.66 | 0.77 | 0.94 | 0.76 | 0.95 | 0.77 |
| Max Drawdown | -6.47% | -6.47% | -21.44% | -19.31% | -21.44% | -35.10% | -21.44% | -35.10% |
| % Time Invested | 100.0% | 100.0% | 91.4% | 100.0% | 94.4% | 100.0% | 94.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 | 0.6 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-04-04 | 2025-04-08 | Completed | 100% | $46.82 | $56.08 | 19.73% | Stop | |
| 2023-01-06 | 2023-04-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2022-10-25 | 2023-01-06 | Completed | 100% | $43.32 | $46.36 | 6.96% | Signal | |
| 2022-10-03 | 2022-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-07-08 | 2022-10-03 | Completed | 100% | $44.07 | $41.25 | -6.44% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-03-24 | 2022-06-14 | Completed | 100% | $25.54 | $42.90 | 67.89% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-18 | 2020-03-02 | Completed | 100% | $29.11 | $32.49 | 11.55% | Stop | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-06-07 | 2018-12-26 | Completed | 100% | $21.63 | $26.27 | 21.42% | Stop | |
| 2016-06-03 | 2016-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |