WPF DropShadowEffect appears on preview but not at runtime

So I implemented the following code within my grid:

        <Grid.Effect>
        <DropShadowEffect ShadowDepth="0"
                      Color="Black"
                      Opacity="1"
                      BlurRadius="30" RenderingBias="Quality"/>
       </Grid.Effect>

I can see the shadow appear in the preview; however, when I run it, there is no shadow. So I was wondering if I missed something.

xaml:

<Window x:Class="test.MainWindow"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    Title="MainWindow" Height="350" Width="525" Background="Transparent" WindowStyle="None" AllowsTransparency="True">
<Grid>
    <Grid.Effect>
        <DropShadowEffect ShadowDepth="0"
                  Color="Black"
                  Opacity="1"
                  BlurRadius="30" RenderingBias="Quality"/>
    </Grid.Effect>

    <Rectangle Height="350" Width="525" Fill="White" Grid.ColumnSpan="2">
    </Rectangle>
</Grid>

You should see a window with a shadow around the border. Then run it and its gone.

EDIT: So all I did was add a margin to the rectangle and the drop shadow appears. I'm assuming the window blocks the drop shadow.