BSMC vs. DGRS

Last updated Jun 4, 2026

BSMC (Brandes U.S. Small-Mid Cap Value ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Small Cap Value Equities funds. BSMC is actively managed, while DGRS is passively managed. Over the past year, BSMC returned 24.26% vs 25.18% for DGRS. Their correlation of 0.90 suggests significant overlap in exposure. BSMC charges 0.70%/yr vs 0.38%/yr for DGRS.

Performance

BSMC vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes U.S. Small-Mid Cap Value ETF (BSMC) 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, BSMC achieves a 9.25% return, which is significantly lower than DGRS's 13.56% return.

BSMC

• 1D: -0.46%
• 1M: 0.43%
• YTD: 9.25%
• 6M: 9.99%
• 1Y: 24.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DGRS

• 1D: -1.02%
• 1M: 0.29%
• YTD: 13.56%
• 6M: 12.71%
• 1Y: 25.18%
• 3Y*: 13.73%
• 5Y*: 5.89%
• 10Y*: 9.61%

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

BSMC vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BSMC Brandes U.S. Small-Mid Cap Value ETF	9.25%	15.52%	10.21%	11.69%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	13.56%	-0.43%	10.40%	19.22%

Correlation

The correlation between BSMC and DGRS is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 6, 2023	0.90

The correlation between BSMC and DGRS has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

BSMC vs. DGRS - Sectors Allocation Comparison

Sectors	BSMC	DGRS
Healthcare	21.3%	1.3%
Industrials	19.1%	19.0%
Technology	14.7%	8.7%
Consumer Defensive	13.0%	6.3%
Financial Services	10.4%	24.8%
Energy	7.5%	12.0%
Consumer Cyclical	6.6%	16.5%
Communication Services	3.9%	2.0%
Basic Materials	3.4%	7.6%
Real Estate	-	1.7%
Utilities	-	0.2%

Return for Risk

BSMC vs. DGRS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSMC

BSMC Risk / Return Rank: 52
BSMC Sharpe Ratio Rank: 49
BSMC Sortino Ratio Rank: 52
BSMC Omega Ratio Rank: 47
BSMC Calmar Ratio Rank: 55
BSMC Martin Ratio Rank: 56

DGRS

DGRS Risk / Return Rank: 44
DGRS Sharpe Ratio Rank: 40
DGRS Sortino Ratio Rank: 43
DGRS Omega Ratio Rank: 38
DGRS Calmar Ratio Rank: 52
DGRS Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSMC vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes U.S. Small-Mid Cap Value ETF (BSMC) 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.

	BSMC	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	1.68	1.41	+0.28
Sortino ratio: Return per unit of downside risk	2.50	2.19	+0.30
Omega ratio: Gain probability vs. loss probability	1.29	1.25	+0.04
Calmar ratio: Return relative to maximum drawdown	2.70	2.61	+0.09
Martin ratio: Return relative to average drawdown	9.57	8.01	+1.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSMC vs. DGRS - Sharpe Ratio Comparison

The current BSMC Sharpe Ratio is 1.68, which is comparable to the DGRS Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BSMC 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.

Sharpe Ratios by Period

	BSMC	DGRS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	1.41	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	0.41	+0.72

Drawdowns

BSMC vs. DGRS - Drawdown Comparison

The maximum BSMC drawdown since its inception was -19.15%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for BSMC and DGRS.

Drawdown Indicators

	BSMC	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-19.15%	-44.83%	+25.68%
Max Drawdown (1Y) Largest decline over 1 year	-9.02%	-9.68%	+0.66%
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	-1.95%	-1.78%	-0.17%
Average Drawdown Average peak-to-trough decline	-2.68%	-6.73%	+4.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	3.15%	-0.61%

Volatility

BSMC vs. DGRS - Volatility Comparison

The current volatility for Brandes U.S. Small-Mid Cap Value ETF (BSMC) is 3.97%, while WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) has a volatility of 4.46%. This indicates that BSMC experiences smaller price fluctuations and is considered to be less risky than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSMC	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	4.46%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	10.06%	11.36%	-1.30%
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	18.03%	-3.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.09%	20.43%	-4.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.09%	23.63%	-7.54%

BSMC vs. DGRS - Expense Ratio Comparison

BSMC has a 0.70% expense ratio, which is higher than DGRS's 0.38% expense ratio.

Dividends

BSMC vs. DGRS - Dividend Comparison

BSMC's dividend yield for the trailing twelve months is around 0.95%, less than DGRS's 2.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSMC Brandes U.S. Small-Mid Cap Value ETF	0.95%	1.17%	1.02%	0.15%	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	2.23%	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 BSMC and DGRS in my portfolio?

BSMC and DGRS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSMC or DGRS?

DGRS has higher volatility (4.46%) compared to BSMC (3.97%). In terms of maximum drawdown, BSMC dropped -19.15% vs DGRS's -44.83%.

Which ETF is better, BSMC or DGRS?

On 1-year performance, DGRS leads with 25.18% vs 24.26% for BSMC. On fees, DGRS is cheaper at 0.38% per year. On volatility, BSMC has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSMC or DGRS?

Over the 1-year period, DGRS has performed better with a 25.18% return vs 24.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSMC or DGRS?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.70% for BSMC.

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

DGRS has the higher dividend yield at 2.23%, compared with 0.95% for BSMC.

What is the main difference between BSMC and DGRS?

They also come from different issuers: Brandes and WisdomTree. Their fees differ too: 0.70% for BSMC and 0.38% for DGRS.

Which has better risk-adjusted returns?

BSMC currently has the higher Sharpe Ratio (1.68 vs 1.41), 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.