DFJ vs. QGRW
Compare and contrast key facts about WisdomTree Japan SmallCap Dividend Fund (DFJ) and WisdomTree U.S. Quality Growth Fund (QGRW).
DFJ and QGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan 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 DFJ 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
DFJ vs. QGRW - Performance Comparison
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DFJ vs. QGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFJ WisdomTree Japan SmallCap Dividend Fund | 5.94% | 31.90% | 2.80% | 21.81% | 3.82% |
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, DFJ achieves a 5.94% return, which is significantly higher than QGRW's -8.93% return.
DFJ
- 1D
- 3.53%
- 1M
- -9.59%
- YTD
- 5.94%
- 6M
- 9.16%
- 1Y
- 32.42%
- 3Y*
- 17.78%
- 5Y*
- 8.69%
- 10Y*
- 9.09%
QGRW
- 1D
- 4.34%
- 1M
- -6.02%
- YTD
- -8.93%
- 6M
- -7.21%
- 1Y
- 20.52%
- 3Y*
- 23.60%
- 5Y*
- —
- 10Y*
- —
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DFJ vs. QGRW - Expense Ratio Comparison
DFJ has a 0.58% expense ratio, which is higher than QGRW's 0.28% expense ratio.
Return for Risk
DFJ vs. QGRW — Risk / Return Rank
DFJ
QGRW
DFJ vs. QGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) 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.
| DFJ | QGRW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 0.91 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.44 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.40 | +1.02 |
Martin ratioReturn relative to average drawdown | 8.69 | 5.31 | +3.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFJ | QGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 0.91 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 1.29 | -0.99 |
Correlation
The correlation between DFJ and QGRW is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFJ vs. QGRW - Dividend Comparison
DFJ's dividend yield for the trailing twelve months is around 2.51%, more than QGRW's 0.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.51% | 2.68% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% |
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% | 0.00% |
Drawdowns
DFJ vs. QGRW - Drawdown Comparison
The maximum DFJ drawdown since its inception was -46.00%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DFJ and QGRW.
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Drawdown Indicators
| DFJ | QGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.00% | -24.40% | -21.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -15.44% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.02% | — | — |
Current DrawdownCurrent decline from peak | -9.59% | -11.77% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -11.19% | -3.32% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 4.07% | -0.45% |
Volatility
DFJ vs. QGRW - Volatility Comparison
WisdomTree Japan SmallCap Dividend Fund (DFJ) and WisdomTree U.S. Quality Growth Fund (QGRW) have volatilities of 7.65% and 7.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFJ | QGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 7.81% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 13.90% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 24.18% | -6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 21.23% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 21.23% | -4.33% |