- Issuer
- WisdomTree
- Inception Date
- Jan 23, 2024
- Category
- Small Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $11M
Share Price Chart
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Performance
QSML Performance Chart
Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) is up 10.3% since the beginning of the year. QSML is currently trading at $32 per share.
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Returns By Period
Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) has returned 10.29% so far this year and 24.76% over the past 12 months.
Wisdomtree U.S. Smallcap Quality Growth Fund
- 1D
- -0.94%
- 1M
- 2.97%
- YTD
- 10.29%
- 6M
- 7.69%
- 1Y
- 24.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
QSML Monthly Returns History
Based on dividend-adjusted daily data since Jan 25, 2024, QSML's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2024 with a return of +12.4%, while the worst month was Feb 2025 at -7.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, QSML closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, while the worst single day was Apr 3, 2025 at -7.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.04% | 0.16% | -5.17% | 9.70% | 1.66% | 2.04% | 10.29% | ||||||
| 2025 | 2.59% | -7.43% | -6.59% | -3.71% | 8.33% | 3.62% | 1.56% | 5.93% | -0.07% | -0.43% | 2.06% | 0.72% | 5.49% |
| 2024 | -1.86% | 4.58% | 2.10% | -6.35% | 4.83% | -2.67% | 9.68% | -2.91% | 1.57% | -2.43% | 12.35% | -7.41% | 9.93% |
Benchmark Metrics
Wisdomtree U.S. Smallcap Quality Growth Fund has an annualized alpha of -7.62%, beta of 1.06, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 25, 2024.
- This ETF participated in 151.71% of S&P 500 Index downside but only 94.80% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -7.62% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.06 and R2 of 0.65, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -7.62%
- Beta
- 1.06
- R²
- 0.65
- Upside Capture
- 94.80%
- Downside Capture
- 151.71%
Expense Ratio
QSML has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QSML ranks 43 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and compare them to S&P 500 Index.
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.
| QSML | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.78 | -0.46 |
| Martin ratioReturn relative to average drawdown | 7.72 | 12.44 | -4.72 |
Dividends
Dividend History
Wisdomtree U.S. Smallcap Quality Growth Fund provided a 0.56% dividend yield over the last twelve months, with an annual payout of $0.18 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.18 | $0.18 | $0.09 |
Dividend yield | 0.56% | 0.62% | 0.32% |
Monthly Dividends
The table displays the monthly dividend distributions for Wisdomtree U.S. Smallcap Quality Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $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 | $0.18 | $0.18 |
| 2024 | $0.09 | $0.09 |
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. Smallcap 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. Smallcap Quality Growth Fund was 28.54%, occurring on Apr 8, 2025. Recovery took 171 trading sessions.
The current Wisdomtree U.S. Smallcap Quality Growth Fund drawdown is 0.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -28.54%Apr 2025 | 4mo 13d | 8mo 7d | 1y 15dNov 2024 - Dec 2025 |
2026 correction2026 | -10.72%Mar 2026 | 2mo 6d | 21d | 2mo 27dJan 2026 - Apr 2026 |
2024 pullback2024 | -9.62%Aug 2024 | 6d | 2mo 10d | 2mo 16dAug 2024 - Oct 2024 |
2024 pullback2024 | -7.87%Apr 2024 | 17d | 2mo 28d | 3mo 15dApr 2024 - Jul 2024 |
2024 pullback2024 | -5.13%Nov 2024 | 6d | 7d | 13dNov 2024 - Nov 2024 |
Drawdown Indicators
| QSML | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.54% | -56.78% | +28.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -9.10% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.94% | -1.80% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -10.71% | +4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.03% | +1.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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