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Wisdomtree U.S. Smallcap Quality Growth Fund (QSML...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Jan 23, 2024
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

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. Smallcap 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. Smallcap Quality Growth Fund (QSML) has returned -3.09% so far this year and 15.25% over the past 12 months.


Wisdomtree U.S. Smallcap Quality Growth Fund

1D
2.75%
1M
-5.17%
YTD
-3.09%
6M
-0.81%
1Y
15.25%
3Y*
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 Jan 25, 2024, QSML's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.

Historically, 56% of months were positive and 44% 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 48% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.04%0.16%-5.17%-3.09%
20252.59%-7.43%-6.59%-3.71%8.33%3.62%1.56%5.93%-0.07%-0.43%2.06%0.72%5.49%
2024-1.46%4.58%2.10%-6.35%4.83%-2.67%9.68%-2.91%1.57%-2.43%12.35%-7.41%10.38%

Benchmark Metrics

Wisdomtree U.S. Smallcap Quality Growth Fund has an annualized alpha of -7.57%, beta of 1.08, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 26, 2024.

  • This ETF participated in 160.65% of S&P 500 Index downside but only 102.69% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -7.57% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.08 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
-7.57%
Beta
1.08
0.65
Upside Capture
102.69%
Downside Capture
160.65%

Expense Ratio

QSML has an expense ratio of 0.38%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QSML ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


QSML Risk / Return Rank: 3737
Overall Rank
QSML Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QSML Sortino Ratio Rank: 3838
Sortino Ratio Rank
QSML Omega Ratio Rank: 3434
Omega Ratio Rank
QSML Calmar Ratio Rank: 3939
Calmar Ratio Rank
QSML Martin Ratio Rank: 4141
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. Smallcap Quality Growth Fund (QSML) and compare them to a chosen benchmark (S&P 500 Index).


QSMLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.90

-0.23

Sortino ratio

Return per unit of downside risk

1.14

1.39

-0.25

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

1.03

1.40

-0.37

Martin ratio

Return relative to average drawdown

3.82

6.61

-2.78

Explore QSML 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. Smallcap Quality Growth Fund provided a 0.64% dividend yield over the last twelve months, with an annual payout of $0.18 per share.


0.35%0.40%0.45%0.50%0.55%0.60%$0.00$0.05$0.10$0.1520242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.18$0.18$0.09

Dividend yield

0.64%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.


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$0.18$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 8.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.54%Nov 26, 202490Apr 8, 2025171Dec 11, 2025261
-10.72%Jan 23, 202646Mar 30, 2026
-9.62%Aug 1, 20245Aug 7, 202449Oct 16, 202454
-7.87%Apr 1, 202414Apr 18, 202459Jul 15, 202473
-5.13%Nov 12, 20245Nov 18, 20245Nov 25, 202410

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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