DFE vs. QGRW
Compare and contrast key facts about WisdomTree Europe SmallCap Dividend Fund (DFE) and WisdomTree U.S. Quality Growth Fund (QGRW).
DFE and QGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe SmallCap Dividend Index. It was launched on Jun 16, 2006. 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 DFE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFE or QGRW.
Key characteristics
| DFE | QGRW | |
|---|---|---|
| YTD Return | -0.77% | 33.57% |
| 1Y Return | 9.06% | 41.86% |
| Sharpe Ratio | 0.85 | 2.39 |
| Sortino Ratio | 1.29 | 3.07 |
| Omega Ratio | 1.15 | 1.43 |
| Calmar Ratio | 0.59 | 3.09 |
| Martin Ratio | 4.21 | 11.53 |
| Ulcer Index | 3.35% | 3.90% |
| Daily Std Dev | 16.59% | 18.84% |
| Max Drawdown | -69.38% | -14.54% |
| Current Drawdown | -15.64% | -0.20% |
Correlation
The correlation between DFE and QGRW is 0.53, 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.
Performance
DFE vs. QGRW - Performance Comparison
In the year-to-date period, DFE achieves a -0.77% return, which is significantly lower than QGRW's 33.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFE vs. QGRW - Expense Ratio Comparison
DFE has a 0.58% expense ratio, which is higher than QGRW's 0.28% expense ratio.
Risk-Adjusted Performance
DFE vs. QGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend Fund (DFE) 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.
Dividends
DFE vs. QGRW - Dividend Comparison
DFE's dividend yield for the trailing twelve months is around 4.09%, more than QGRW's 0.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFE WisdomTree Europe SmallCap Dividend Fund | 4.09% | 4.97% | 5.84% | 2.56% | 2.43% | 3.39% | 4.97% | 2.53% | 4.05% | 2.78% | 2.98% | 2.39% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFE vs. QGRW - Drawdown Comparison
The maximum DFE drawdown since its inception was -69.38%, which is greater than QGRW's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for DFE and QGRW. For additional features, visit the drawdowns tool.
Volatility
DFE vs. QGRW - Volatility Comparison
The current volatility for WisdomTree Europe SmallCap Dividend Fund (DFE) is 4.83%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 5.37%. This indicates that DFE 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.