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WisdomTree U.S. Quality Growth Fund (QGRW)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
97717Y477
Inception Date
Dec 15, 2022
Leveraged
1x (No leverage)
Index Tracked
WisdomTree U.S. Quality Growth Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree U.S. Quality Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

WisdomTree U.S. Quality Growth Fund (QGRW) has returned -8.93% so far this year and 21.81% over the past 12 months.


WisdomTree U.S. Quality Growth Fund

1D
4.34%
1M
-5.68%
YTD
-8.93%
6M
-6.77%
1Y
21.81%
3Y*
23.60%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 15, 2022, QGRW's average daily return is +0.11%, while the average monthly return is +2.12%. At this rate, your investment would double in approximately 2.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +12.0%, while the worst month was Mar 2025 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QGRW closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +12.2%, while the worst single day was Apr 3, 2025 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.55%-3.97%-5.68%-8.93%
20251.73%-3.87%-8.86%2.39%9.30%6.96%3.31%0.70%4.92%4.64%-1.42%-0.75%19.20%
20242.65%7.64%1.68%-4.55%6.70%7.10%-2.25%1.67%2.41%-0.01%7.04%1.02%34.85%
202311.17%0.04%8.77%1.48%6.99%7.23%3.36%-1.44%-5.64%-1.86%12.00%4.87%56.05%
2022-3.30%-3.30%

Benchmark Metrics

WisdomTree U.S. Quality Growth Fund has an annualized alpha of 4.00%, beta of 1.33, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 16, 2022.

  • This ETF captured 145.13% of S&P 500 Index gains and 105.92% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 4.00% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
4.00%
Beta
1.33
0.89
Upside Capture
145.13%
Downside Capture
105.92%

Expense Ratio

QGRW has an expense ratio of 0.28%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QGRW ranks 51 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QGRW Risk / Return Rank: 5151
Overall Rank
QGRW Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5151
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5252
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5353
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and compare them to a chosen benchmark (S&P 500 Index).


QGRWBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.90

+0.01

Sortino ratio

Return per unit of downside risk

1.44

1.39

+0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.40

1.40

0.00

Martin ratio

Return relative to average drawdown

5.31

6.61

-1.30

Explore QGRW risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree U.S. Quality Growth Fund provided a 0.09% dividend yield over the last twelve months, with an annual payout of $0.05 per share.


0.09%0.10%0.11%0.12%0.13%0.14%$0.00$0.02$0.04$0.06$0.08202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.05$0.05$0.07$0.04

Dividend yield

0.09%0.09%0.14%0.11%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree U.S. Quality Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2023$0.04$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree U.S. Quality Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree U.S. Quality Growth Fund was 24.40%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current WisdomTree U.S. Quality Growth Fund drawdown is 11.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.4%Dec 17, 202476Apr 8, 202554Jun 26, 2025130
-15.44%Oct 30, 2025103Mar 30, 2026
-14.54%Jul 11, 202420Aug 7, 202458Oct 29, 202478
-11.75%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-7.63%Apr 12, 20246Apr 19, 202418May 15, 202424

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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