AQLT vs. DGRW
AQLT (iShares MSCI Global Quality Factor ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds - AQLT tracks the MSCI ACWI Quality Index (Net) while DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past year, AQLT returned 24.44% vs 16.02% for DGRW. Their correlation of 0.87 means they have usually moved in the same direction. AQLT charges 0.20%/yr vs 0.28%/yr for DGRW.
Performance
AQLT vs. DGRW - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | |
|---|---|---|---|
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
AQLT
DGRW
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.
| AQLT | DGRW | Difference | |
|---|---|---|---|
| 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 |
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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
| AQLT | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.75% | -1.31% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -3.00% | +0.75% |
Ulcer IndexDepth 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
| AQLT | DGRW | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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