AVUQ vs. DGRW

Last updated Aug 2, 2026

AVUQ (Avantis U.S. Quality ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds. AVUQ is actively managed, while DGRW is passively managed. Over the past year, AVUQ returned 19.34% vs 16.02% for DGRW. Their correlation of 0.81 means they have usually moved in the same direction. AVUQ charges 0.15%/yr vs 0.28%/yr for DGRW.

Performance

AVUQ vs. DGRW - 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. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AVUQ having a 8.89% return and DGRW slightly lower at 8.57%.

AVUQ

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

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

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
DGRW WisdomTree U.S. Quality Dividend Growth Fund	$51.03M	$48.50M	$56.54M

AVUQ vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025
AVUQ Avantis U.S. Quality ETF	8.89%	21.84%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	8.57%	12.51%

Correlation

The correlation between AVUQ and DGRW is 0.81, 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.	0.81
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025	0.81

The correlation between AVUQ and DGRW has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.

AVUQ vs. DGRW - Sectors Allocation Comparison

Sectors	AVUQ	DGRW
Technology	47.2%	33.8%
Consumer Cyclical	13.3%	8.0%
Communication Services	12.2%	11.1%
Industrials	8.9%	11.8%
Healthcare	5.7%	12.8%
Financial Services	5.5%	8.4%
Consumer Defensive	3.2%	6.7%
Energy	2.1%	4.5%
Basic Materials	1.1%	2.8%
Utilities	0.7%	0.2%
Real Estate	0.1%	-

Return for Risk

AVUQ vs. DGRW — 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

DGRW

DGRW Risk / Return Rank: 59
DGRW Sharpe Ratio Rank: 62
DGRW Sortino Ratio Rank: 61
DGRW Omega Ratio Rank: 62
DGRW Calmar Ratio Rank: 51
DGRW Martin Ratio Rank: 61

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. DGRW - 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. 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.

	AVUQ	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.01	1.43	-0.42
Sortino ratio: Return per unit of downside risk	1.47	2.04	-0.57
Omega ratio: Gain probability vs. loss probability	1.18	1.26	-0.08
Calmar ratio: Return relative to maximum drawdown	1.45	1.79	-0.34
Martin ratio: Return relative to average drawdown	5.23	7.25	-2.01

AVUQ vs. DGRW - Sharpe Ratio Comparison

The current AVUQ Sharpe Ratio is 1.01, which is comparable to the DGRW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AVUQ 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.

Drawdowns

AVUQ vs. DGRW - Drawdown Comparison

The maximum AVUQ drawdown since its inception was -12.35%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for AVUQ and DGRW.

Drawdown Indicators

	AVUQ	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-12.35%	-32.04%	+19.69%
Max Drawdown (1Y) Largest decline over 1 year	-11.61%	-8.30%	-3.31%
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	-3.04%	-1.31%	-1.73%
Average Drawdown Average peak-to-trough decline	-2.24%	-3.00%	+0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	2.05%	+1.17%

Volatility

AVUQ vs. DGRW - Volatility Comparison

Avantis U.S. Quality ETF (AVUQ) has a higher volatility of 4.92% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.92%. This indicates that AVUQ'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.

Volatility by Period

	AVUQ	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	2.92%	+2.00%
Volatility (6M) Calculated over the trailing 6-month period	13.08%	8.33%	+4.75%
Volatility (1Y) Calculated over the trailing 1-year period	16.73%	10.44%	+6.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	14.01%	+5.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.41%	16.18%	+3.23%

AVUQ vs. DGRW - Expense Ratio Comparison

AVUQ has a 0.15% expense ratio, which is lower than DGRW's 0.28% expense ratio.

Dividends

AVUQ vs. DGRW - Dividend Comparison

AVUQ's dividend yield for the trailing twelve months is around 0.31%, less than DGRW's 1.28% 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%
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

Can I hold both AVUQ and DGRW in my portfolio?

AVUQ and DGRW have a correlation of 0.81, 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 DGRW?

AVUQ has higher volatility (4.92%) compared to DGRW (2.92%). In terms of maximum drawdown, AVUQ dropped -12.35% vs DGRW's -32.04%.

Which ETF is better, AVUQ or DGRW?

On 1-year performance, AVUQ leads with 19.34% vs 16.02% for DGRW. On fees, AVUQ is cheaper at 0.15% 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.

Which ETF has performed better, AVUQ or DGRW?

Over the 1-year period, AVUQ has performed better with a 19.34% return vs 16.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUQ or DGRW?

AVUQ is cheaper with a 0.15% expense ratio, compared with 0.28% for DGRW.

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

DGRW has the higher dividend yield at 1.28%, compared with 0.31% for AVUQ.

What is the main difference between AVUQ and DGRW?

They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.15% for AVUQ and 0.28% for DGRW.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (1.43 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.