DDLS vs. QGRW
Compare and contrast key facts about WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and WisdomTree U.S. Quality Growth Fund (QGRW).
DDLS and QGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index. It was launched on Jan 7, 2016. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. Both DDLS and QGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DDLS vs. QGRW - Performance Comparison
Loading graphics...
DDLS vs. QGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 1.35% | 27.97% | 10.22% | 15.25% | 0.29% |
QGRW WisdomTree U.S. Quality Growth Fund | -8.93% | 19.20% | 34.85% | 56.05% | -3.30% |
Returns By Period
In the year-to-date period, DDLS achieves a 1.35% return, which is significantly higher than QGRW's -8.93% return.
DDLS
- 1D
- 3.60%
- 1M
- -7.10%
- YTD
- 1.35%
- 6M
- 4.68%
- 1Y
- 27.90%
- 3Y*
- 15.63%
- 5Y*
- 9.60%
- 10Y*
- 9.66%
QGRW
- 1D
- 4.34%
- 1M
- -5.68%
- YTD
- -8.93%
- 6M
- -6.77%
- 1Y
- 21.81%
- 3Y*
- 23.60%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DDLS vs. QGRW - Expense Ratio Comparison
DDLS has a 0.48% expense ratio, which is higher than QGRW's 0.28% expense ratio.
Return for Risk
DDLS vs. QGRW — Risk / Return Rank
DDLS
QGRW
DDLS vs. QGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.
| DDLS | QGRW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.91 | +0.87 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.44 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.40 | +1.07 |
Martin ratioReturn relative to average drawdown | 10.02 | 5.31 | +4.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DDLS | QGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.91 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.29 | -0.67 |
Correlation
The correlation between DDLS and QGRW is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DDLS vs. QGRW - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.70%, more than QGRW's 0.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.70% | 3.80% | 4.11% | 4.05% | 5.44% | 3.18% | 3.16% | 3.68% | 1.75% | 1.60% | 3.47% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.09% | 0.09% | 0.14% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DDLS vs. QGRW - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DDLS and QGRW.
Loading graphics...
Drawdown Indicators
| DDLS | QGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -24.40% | -12.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -15.44% | +4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | — | — |
Current DrawdownCurrent decline from peak | -7.20% | -11.77% | +4.57% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -3.32% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.07% | -1.44% |
Volatility
DDLS vs. QGRW - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 7.18%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.81%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DDLS | QGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 7.81% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 13.90% | -3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 24.18% | -8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.63% | 21.23% | -7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 21.23% | -5.64% |