AVUQ vs. DGRS

Last updated Aug 2, 2026

AVUQ (Avantis U.S. Quality ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Quality Factor funds. AVUQ is actively managed, while DGRS is passively managed. Over the past year, AVUQ returned 19.34% vs 31.79% for DGRS. Their 0.53 correlation means they have sometimes moved together and sometimes differently. AVUQ charges 0.15%/yr vs 0.38%/yr for DGRS.

Performance

AVUQ vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Quality ETF (AVUQ) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVUQ achieves a 8.89% return, which is significantly lower than DGRS's 21.67% return.

AVUQ

• 1D: 1.04%
• 1M: -0.05%
• 6M: 7.61%
• YTD: 8.89%
• 1Y: 19.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.41%

DGRS

• 1D: 0.23%
• 1M: 1.90%
• 6M: 12.89%
• YTD: 21.67%
• 1Y: 31.79%
• 3Y*: 12.75%
• 5Y*: 8.44%
• 10Y*: 9.82%
• ALL TIME*: 9.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVUQ Avantis U.S. Quality ETF	$1.45M	$1.12M	$1.44M
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	$2.61M	$2.32M	$1.84M

AVUQ vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025
AVUQ Avantis U.S. Quality ETF	8.89%	21.84%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	21.67%	7.21%

Correlation

The correlation between AVUQ and DGRS is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.46
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025	0.53

The correlation between AVUQ and DGRS has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

AVUQ vs. DGRS - Sectors Allocation Comparison

Sectors	AVUQ	DGRS
Technology	47.2%	9.1%
Consumer Cyclical	13.3%	16.3%
Communication Services	12.2%	2.0%
Industrials	8.9%	19.5%
Healthcare	5.7%	1.2%
Financial Services	5.5%	25.5%
Consumer Defensive	3.2%	6.5%
Energy	2.1%	10.0%
Basic Materials	1.1%	8.0%
Utilities	0.7%	0.2%
Real Estate	0.1%	1.9%

Return for Risk

AVUQ vs. DGRS — Risk / Return Rank

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

AVUQ

AVUQ Risk / Return Rank: 41
AVUQ Sharpe Ratio Rank: 41
AVUQ Sortino Ratio Rank: 40
AVUQ Omega Ratio Rank: 38
AVUQ Calmar Ratio Rank: 41
AVUQ Martin Ratio Rank: 47

DGRS

DGRS Risk / Return Rank: 77
DGRS Sharpe Ratio Rank: 74
DGRS Sortino Ratio Rank: 80
DGRS Omega Ratio Rank: 73
DGRS Calmar Ratio Rank: 82
DGRS Martin Ratio Rank: 76

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.

AVUQ vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Quality ETF (AVUQ) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

	AVUQ	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	1.01	1.69	-0.68
Sortino ratio: Return per unit of downside risk	1.47	2.61	-1.13
Omega ratio: Gain probability vs. loss probability	1.18	1.30	-0.12
Calmar ratio: Return relative to maximum drawdown	1.45	2.98	-1.53
Martin ratio: Return relative to average drawdown	5.23	9.53	-4.30

AVUQ vs. DGRS - Sharpe Ratio Comparison

The current AVUQ Sharpe Ratio is 1.01, which is lower than the DGRS Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of AVUQ and DGRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVUQ vs. DGRS - Drawdown Comparison

The maximum AVUQ drawdown since its inception was -12.35%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for AVUQ and DGRS.

Drawdown Indicators

	AVUQ	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-12.35%	-44.83%	+32.48%
Max Drawdown (1Y) Largest decline over 1 year	-11.61%	-9.68%	-1.93%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.83%	—
Current Drawdown Current decline from peak	-3.04%	-1.24%	-1.80%
Average Drawdown Average peak-to-trough decline	-2.24%	-6.66%	+4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	3.03%	+0.19%

Volatility

AVUQ vs. DGRS - Volatility Comparison

Avantis U.S. Quality ETF (AVUQ) has a higher volatility of 4.92% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 3.72%. This indicates that AVUQ's price experiences larger fluctuations and is considered to be riskier than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUQ	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	3.72%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	13.08%	10.52%	+2.56%
Volatility (1Y) Calculated over the trailing 1-year period	16.73%	17.17%	-0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	20.22%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.41%	23.57%	-4.16%

AVUQ vs. DGRS - Expense Ratio Comparison

AVUQ has a 0.15% expense ratio, which is lower than DGRS's 0.38% expense ratio.

Dividends

AVUQ vs. DGRS - Dividend Comparison

AVUQ's dividend yield for the trailing twelve months is around 0.31%, less than DGRS's 2.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVUQ Avantis U.S. Quality ETF	0.31%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.04%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%

Frequently Asked Questions

Can I hold both AVUQ and DGRS in my portfolio?

AVUQ and DGRS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVUQ or DGRS?

AVUQ has higher volatility (4.92%) compared to DGRS (3.72%). In terms of maximum drawdown, AVUQ dropped -12.35% vs DGRS's -44.83%.

Which ETF is better, AVUQ or DGRS?

On 1-year performance, DGRS leads with 31.79% vs 19.34% for AVUQ. On fees, AVUQ is cheaper at 0.15% per year. On volatility, DGRS has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUQ or DGRS?

Over the 1-year period, DGRS has performed better with a 31.79% return vs 19.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUQ or DGRS?

AVUQ is cheaper with a 0.15% expense ratio, compared with 0.38% for DGRS.

Which ETF pays a higher dividend yield, AVUQ or DGRS?

DGRS has the higher dividend yield at 2.04%, compared with 0.31% for AVUQ.

What is the main difference between AVUQ and DGRS?

They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.15% for AVUQ and 0.38% for DGRS.

Which has better risk-adjusted returns?

DGRS currently has the higher Sharpe Ratio (1.69 vs 1.01), 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.