BSVO vs. DGRS

Last updated Jun 5, 2026

BSVO (EA Bridgeway Omni Small-Cap Value ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Small Cap Value Equities funds. BSVO is actively managed, while DGRS is passively managed. Over the past 3 years, BSVO returned 19.99%/yr vs 14.71%/yr for DGRS. With a 0.95 correlation, they move nearly in lockstep. BSVO charges 0.47%/yr vs 0.38%/yr for DGRS.

Performance

BSVO vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) 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, BSVO achieves a 20.22% return, which is significantly higher than DGRS's 14.63% return.

BSVO

• 1D: 1.80%
• 1M: 0.51%
• YTD: 20.22%
• 6M: 19.77%
• 1Y: 45.25%
• 3Y*: 19.99%
• 5Y*: —
• 10Y*: —

DGRS

• 1D: 0.95%
• 1M: -0.32%
• YTD: 14.63%
• 6M: 14.01%
• 1Y: 26.83%
• 3Y*: 14.71%
• 5Y*: 6.09%
• 10Y*: 9.61%

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

BSVO vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BSVO EA Bridgeway Omni Small-Cap Value ETF	20.22%	9.21%	4.68%	22.38%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	14.63%	-0.43%	10.40%	18.89%

Correlation

The correlation between BSVO and DGRS is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.95

The correlation between BSVO and DGRS has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

BSVO vs. DGRS - Sectors Allocation Comparison

Sectors	BSVO	DGRS
Financial Services	32.3%	24.8%
Energy	15.8%	12.0%
Consumer Cyclical	14.3%	16.5%
Industrials	13.8%	19.0%
Basic Materials	6.0%	7.6%
Technology	4.9%	8.7%
Consumer Defensive	4.8%	6.3%
Communication Services	3.9%	2.0%
Healthcare	3.6%	1.3%
Real Estate	0.6%	1.7%
Utilities	-	0.2%

Return for Risk

BSVO vs. DGRS — Risk / Return Rank

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

BSVO

BSVO Risk / Return Rank: 79
BSVO Sharpe Ratio Rank: 76
BSVO Sortino Ratio Rank: 77
BSVO Omega Ratio Rank: 71
BSVO Calmar Ratio Rank: 90
BSVO Martin Ratio Rank: 80

DGRS

DGRS Risk / Return Rank: 48
DGRS Sharpe Ratio Rank: 44
DGRS Sortino Ratio Rank: 48
DGRS Omega Ratio Rank: 42
DGRS Calmar Ratio Rank: 57
DGRS Martin Ratio Rank: 51

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.

BSVO vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) 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.

	BSVO	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.50	+0.91
Sortino ratio: Return per unit of downside risk	3.39	2.31	+1.08
Omega ratio: Gain probability vs. loss probability	1.42	1.27	+0.15
Calmar ratio: Return relative to maximum drawdown	5.47	2.78	+2.68
Martin ratio: Return relative to average drawdown	15.58	8.53	+7.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSVO vs. DGRS - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 2.41, which is higher than the DGRS Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BSVO 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

	BSVO	DGRS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	1.50	+0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.41	+0.40

Drawdowns

BSVO vs. DGRS - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for BSVO and DGRS.

Drawdown Indicators

	BSVO	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-28.67%	-44.83%	+16.16%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-9.68%	+1.37%
Max Drawdown (3Y) Largest decline over 3 years	-28.67%	-27.57%	-1.10%
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	-0.09%	-0.85%	+0.76%
Average Drawdown Average peak-to-trough decline	-5.72%	-6.73%	+1.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	3.15%	-0.24%

Volatility

BSVO vs. DGRS - Volatility Comparison

EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a higher volatility of 4.83% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.28%. This indicates that BSVO'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

	BSVO	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	4.28%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	11.39%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	18.88%	17.98%	+0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.73%	20.43%	+1.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.73%	23.63%	-1.90%

BSVO vs. DGRS - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is higher than DGRS's 0.38% expense ratio.

Dividends

BSVO vs. DGRS - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.26%, less than DGRS's 2.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.26%	1.52%	1.61%	1.43%	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	2.21%	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 BSVO and DGRS in my portfolio?

With a correlation of 0.95, BSVO and DGRS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BSVO or DGRS?

BSVO has higher volatility (4.83%) compared to DGRS (4.28%). In terms of maximum drawdown, BSVO dropped -28.67% vs DGRS's -44.83%.

Which ETF is better, BSVO or DGRS?

On 3-year performance, BSVO leads with 19.99% vs 14.71% for DGRS. On fees, DGRS is cheaper at 0.38% per year. On volatility, DGRS has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSVO or DGRS?

Over the 3-year period, BSVO has performed better with a 19.99% return vs 14.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSVO or DGRS?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.47% for BSVO.

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

DGRS has the higher dividend yield at 2.21%, compared with 1.26% for BSVO.

What is the main difference between BSVO and DGRS?

They also come from different issuers: Bridgeway and WisdomTree. Their fees differ too: 0.47% for BSVO and 0.38% for DGRS.

Which has better risk-adjusted returns?

BSVO currently has the higher Sharpe Ratio (2.41 vs 1.50), 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.