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AQLT vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQLT vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Quality Factor ETF (AQLT) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AQLT achieves a 11.10% return, which is significantly higher than DGRW's 8.57% return.


AQLT

1D
0.44%
1M
-1.06%
6M
6.58%
YTD
11.10%
1Y
24.44%
3Y*
5Y*
10Y*
ALL TIME*
15.38%

DGRW

1D
0.49%
1M
0.69%
6M
6.01%
YTD
8.57%
1Y
16.02%
3Y*
13.97%
5Y*
11.41%
10Y*
13.71%
ALL TIME*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$848.28K$1.29M$1.17M
$51.03M$48.50M$56.54M

AQLT vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024
AQLT
iShares MSCI Global Quality Factor ETF
11.10%17.65%-3.38%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
8.57%12.17%-4.05%

Correlation

The correlation between AQLT and DGRW is 0.86, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2024

0.87

The correlation between AQLT and DGRW has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

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Return for Risk

AQLT vs. DGRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AQLT
AQLT Risk / Return Rank: 7070
Overall Rank
AQLT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AQLT Sortino Ratio Rank: 7171
Sortino Ratio Rank
AQLT Omega Ratio Rank: 6969
Omega Ratio Rank
AQLT Calmar Ratio Rank: 6262
Calmar Ratio Rank
AQLT Martin Ratio Rank: 7676
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 5959
Overall Rank
DGRW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6161
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6262
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5151
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AQLT vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AQLTDGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.18

1.79

+0.39

Martin ratioReturn relative to average drawdown

9.54

7.25

+2.29

AQLT vs. DGRW - Sharpe Ratio Comparison

The current AQLT Sharpe Ratio is 1.62, which is comparable to the DGRW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AQLT and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AQLT vs. DGRW - Drawdown Comparison

The maximum AQLT drawdown since its inception was -16.84%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for AQLT and DGRW.


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Drawdown Indicators


AQLTDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-32.04%

+15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-8.30%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-1.75%

-1.31%

-0.44%

Average Drawdown

Average peak-to-trough decline

-2.25%

-3.00%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.05%

+0.39%

Volatility

AQLT vs. DGRW - Volatility Comparison

iShares MSCI Global Quality Factor ETF (AQLT) has a higher volatility of 3.44% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.92%. This indicates that AQLT's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQLTDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

2.92%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

8.33%

+3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

10.44%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

14.01%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

16.18%

+0.70%

AQLT vs. DGRW - Expense Ratio Comparison

AQLT has a 0.20% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Dividends

AQLT vs. DGRW - Dividend Comparison

AQLT's dividend yield for the trailing twelve months is around 1.00%, less than DGRW's 1.28% yield.


PositionTTM20252024202320222021202020192018201720162015
AQLT
iShares MSCI Global Quality Factor ETF
1.00%1.05%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.28%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Frequently Asked Questions


AQLT and DGRW have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AQLT has higher volatility (3.44%) compared to DGRW (2.92%). In terms of maximum drawdown, AQLT dropped -16.84% vs DGRW's -32.04%.

On 1-year performance, AQLT leads with 24.44% vs 16.02% for DGRW. On fees, AQLT is cheaper at 0.20% per year. On volatility, DGRW has been the lower-risk option at 2.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AQLT has performed better with a 24.44% return vs 16.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AQLT is cheaper with a 0.20% expense ratio, compared with 0.28% for DGRW.

DGRW has the higher dividend yield at 1.28%, compared with 1.00% for AQLT.

AQLT tracks MSCI ACWI Quality Index (Net), while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for AQLT and 0.28% for DGRW.

AQLT currently has the higher Sharpe Ratio (1.62 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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