DFSV vs. DGRS
Compare and contrast key facts about Dimensional US Small Cap Value ETF (DFSV) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS).
DFSV and DGRS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSV is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013.
Performance
DFSV vs. DGRS - Performance Comparison
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DFSV vs. DGRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 6.90% | 8.59% | 7.13% | 19.26% | 0.60% |
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 7.11% | -0.43% | 10.40% | 21.16% | -4.76% |
Returns By Period
The year-to-date returns for both investments are quite close, with DFSV having a 6.90% return and DGRS slightly higher at 7.11%.
DFSV
- 1D
- 1.98%
- 1M
- -3.01%
- YTD
- 6.90%
- 6M
- 10.89%
- 1Y
- 26.57%
- 3Y*
- 13.70%
- 5Y*
- —
- 10Y*
- —
DGRS
- 1D
- 1.36%
- 1M
- -3.95%
- YTD
- 7.11%
- 6M
- 7.01%
- 1Y
- 16.89%
- 3Y*
- 11.13%
- 5Y*
- 5.35%
- 10Y*
- 9.13%
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DFSV vs. DGRS - Expense Ratio Comparison
DFSV has a 0.31% expense ratio, which is lower than DGRS's 0.38% expense ratio.
Return for Risk
DFSV vs. DGRS — Risk / Return Rank
DFSV
DGRS
DFSV vs. DGRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) 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.
| DFSV | DGRS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.76 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.25 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.20 | +0.54 |
Martin ratioReturn relative to average drawdown | 6.49 | 4.02 | +2.47 |
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
| DFSV | DGRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.76 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.26 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.39 | +0.07 |
Correlation
The correlation between DFSV and DGRS is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFSV vs. DGRS - Dividend Comparison
DFSV's dividend yield for the trailing twelve months is around 1.53%, less than DGRS's 2.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 1.53% | 1.53% | 1.31% | 1.29% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 2.40% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
Drawdowns
DFSV vs. DGRS - Drawdown Comparison
The maximum DFSV drawdown since its inception was -28.02%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for DFSV and DGRS.
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Drawdown Indicators
| DFSV | DGRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.02% | -44.83% | +16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -14.03% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.83% | — |
Current DrawdownCurrent decline from peak | -5.67% | -5.91% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -6.80% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 4.18% | -0.07% |
Volatility
DFSV vs. DGRS - Volatility Comparison
Dimensional US Small Cap Value ETF (DFSV) has a higher volatility of 5.36% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.73%. This indicates that DFSV'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.
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Volatility by Period
| DFSV | DGRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 4.73% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 12.47% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.83% | 22.24% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 20.51% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 23.63% | -1.07% |