DDWM vs. QGRW

Last updated Jun 4, 2026

DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - DDWM is a Foreign Large Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International Equity Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, DDWM returned 17.86%/yr vs 29.10%/yr for QGRW. A 0.53 correlation means they provide meaningful diversification when combined. DDWM charges 0.40%/yr vs 0.28%/yr for QGRW.

Performance

DDWM vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDWM achieves a 6.51% return, which is significantly lower than QGRW's 15.43% return.

DDWM

• 1D: -0.60%
• 1M: 3.18%
• YTD: 6.51%
• 6M: 8.98%
• 1Y: 20.03%
• 3Y*: 17.86%
• 5Y*: 12.22%
• 10Y*: 10.36%

QGRW

• 1D: -1.04%
• 1M: 9.03%
• YTD: 15.43%
• 6M: 14.57%
• 1Y: 35.66%
• 3Y*: 29.10%
• 5Y*: —
• 10Y*: —

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

DDWM vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	6.51%	30.07%	10.70%	15.25%	-0.23%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between DDWM and QGRW is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.53

The correlation between DDWM and QGRW has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

DDWM vs. QGRW - Sectors Allocation Comparison

Sectors	DDWM	QGRW
Industrials	21.1%	8.0%
Financial Services	20.6%	4.1%
Consumer Cyclical	10.3%	12.4%
Healthcare	8.8%	4.3%
Technology	8.1%	52.1%
Consumer Defensive	7.5%	0.5%
Communication Services	5.5%	17.8%
Utilities	5.5%	0.4%
Basic Materials	5.4%	-
Energy	4.1%	0.6%
Real Estate	3.1%	-

Return for Risk

DDWM vs. QGRW — Risk / Return Rank

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

DDWM

DDWM Risk / Return Rank: 44
DDWM Sharpe Ratio Rank: 45
DDWM Sortino Ratio Rank: 44
DDWM Omega Ratio Rank: 48
DDWM Calmar Ratio Rank: 39
DDWM Martin Ratio Rank: 43

QGRW

QGRW Risk / Return Rank: 54
QGRW Sharpe Ratio Rank: 60
QGRW Sortino Ratio Rank: 56
QGRW Omega Ratio Rank: 57
QGRW Calmar Ratio Rank: 46
QGRW Martin Ratio Rank: 52

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.

DDWM vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) 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.

	DDWM	QGRW	Difference
Sharpe ratio Return per unit of total volatility	1.60	2.06	-0.46
Sortino ratio Return per unit of downside risk	2.23	2.75	-0.52
Omega ratio Gain probability vs. loss probability	1.30	1.35	-0.05
Calmar ratio Return relative to maximum drawdown	1.91	2.32	-0.42
Martin ratio Return relative to average drawdown	6.99	9.08	-2.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DDWM vs. QGRW - Sharpe Ratio Comparison

The current DDWM Sharpe Ratio is 1.60, which is comparable to the QGRW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DDWM and QGRW, 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

	DDWM	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	2.06	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	1.66	-0.96

Drawdowns

DDWM vs. QGRW - Drawdown Comparison

The maximum DDWM drawdown since its inception was -35.00%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DDWM and QGRW.

Drawdown Indicators

	DDWM	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-35.00%	-24.40%	-10.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.56%	-15.44%	+4.88%
Max Drawdown (3Y) Largest decline over 3 years	-12.34%	-24.40%	+12.06%
Max Drawdown (5Y) Largest decline over 5 years	-14.79%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	—	—
Current Drawdown Current decline from peak	-2.82%	-1.33%	-1.49%
Average Drawdown Average peak-to-trough decline	-4.05%	-3.26%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	3.94%	-1.07%

Volatility

DDWM vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) is 3.80%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.71%. This indicates that DDWM 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.

Volatility by Period

	DDWM	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	4.71%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	10.44%	13.67%	-3.23%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	17.40%	-4.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.33%	21.08%	-7.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.31%	21.08%	-5.77%

DDWM vs. QGRW - Expense Ratio Comparison

DDWM has a 0.40% expense ratio, which is higher than QGRW's 0.28% expense ratio.

Dividends

DDWM vs. QGRW - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 2.33%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	2.33%	2.47%	3.57%	4.46%	4.28%	3.73%	3.52%	3.63%	4.40%	2.65%	4.00%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DDWM and QGRW in my portfolio?

DDWM and QGRW have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDWM or QGRW?

QGRW has higher volatility (4.71%) compared to DDWM (3.80%). In terms of maximum drawdown, DDWM dropped -35.00% vs QGRW's -24.40%.

Which ETF is better, DDWM or QGRW?

On 3-year performance, QGRW leads with 29.10% vs 17.86% for DDWM. On fees, QGRW is cheaper at 0.28% per year. On volatility, DDWM has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DDWM or QGRW?

Over the 3-year period, QGRW has performed better with a 29.10% return vs 17.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DDWM or QGRW?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.40% for DDWM.

Which ETF pays a higher dividend yield, DDWM or QGRW?

DDWM has the higher dividend yield at 2.33%, compared with 0.07% for QGRW.

What is the main difference between DDWM and QGRW?

DDWM is categorized as Foreign Large Cap Equities, while QGRW is Large Cap Growth Equities. DDWM tracks WisdomTree Dynamic Currency Hedged International Equity Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.40% for DDWM and 0.28% for QGRW.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.06 vs 1.60), 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.