Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) Sharpe Ratio: 1.83

QSML's Sharpe Ratio of 1.83 indicates that for each unit of volatility, it generates 1.83 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

QSML Sharpe Ratio Rank

Above Average

QSML ranks above 74.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

QSML Sharpe Ratio Market Positioning

The chart shows QSML's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.63 or lower
Yellow zone (middle 50%): 0.63 to 1.92
Green zone (top 25%): 1.92 or higher
Top 1%: 6.35+
Median: 1.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares Wisdomtree U.S. Smallcap Quality Growth Fund's Sharpe Ratio with other ETFs in the Quality Factor, Small Cap Growth Equities category across multiple time periods, showing how QSML's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

Symbol	Name	1Y Sharpe Ratio
FYC	First Trust Small Cap Growth AlphaDEX Fund	2.58
QARP	Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	2.54
CAFG	Pacer US Small Cap Cash Cows Growth Leaders ETF	2.45
SQLV	Royce Quant Small-Cap Quality Value ETF	2.38
GQI	Natixis Gateway Quality Income ETF	2.37
ROE	Astoria US Equal Weight Quality Kings ETF	2.32
SRHQ	SRH U.S. Quality ETF	2.28
JPSE	JPMorgan Diversified Return U.S. Small Cap Equity ETF	2.27
QLC	FlexShares US Quality Large Cap Index Fund	2.25
QDEF	FlexShares Quality Dividend Defensive Index Fund	2.19
QSML	Wisdomtree U.S. Smallcap Quality Growth Fund	1.83

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Historical Sharpe Ratio

The chart shows QSML's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QSML consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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