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DGRE vs. QUAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRE vs. QUAL

Last updated Aug 2, 2026
Documentation

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and QUAL (iShares MSCI USA Quality Factor ETF) are both Quality Factor funds. DGRE is actively managed, while QUAL is passively managed. Over the past 10 years, DGRE returned 8.22%/yr vs 14.15%/yr for QUAL. Their 0.61 correlation means they have sometimes moved together and sometimes differently. DGRE charges 0.32%/yr vs 0.15%/yr for QUAL.

Performance

DGRE vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGRE achieves a 22.89% return, which is significantly higher than QUAL's 10.86% return. Over the past 10 years, DGRE has underperformed QUAL with an annualized return of 8.22%, while QUAL has yielded a comparatively higher 14.15% annualized return.

DGRE

1D
0.57%
1M
-3.14%
6M
14.70%
YTD
22.89%
1Y
42.31%
3Y*
19.58%
5Y*
8.52%
10Y*
8.22%
ALL TIME*
5.82%

QUAL

1D
0.18%
1M
0.41%
6M
8.77%
YTD
10.86%
1Y
21.43%
3Y*
17.38%
5Y*
11.11%
10Y*
14.15%
ALL TIME*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DGRE

WisdomTree Emerging Markets Quality Dividend Growth Fund
$225.72K$519.73K$485.46K

QUAL

iShares MSCI USA Quality Factor ETF
$216.39M$244.32M$382.94M

DGRE vs. QUAL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund		22.89%27.47%3.63%18.46%-21.86%2.55%10.85%21.12%-16.36%33.61%
QUAL
iShares MSCI USA Quality Factor ETF		10.86%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%22.26%

Correlation

The correlation between DGRE and QUAL is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.59

Correlation (10Y)
Provides a long-term view across more market conditions.

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2013

0.61

The correlation between DGRE and QUAL has been stable across timeframes, ranging from 0.59 to 0.69 - a consistent structural relationship.

DGRE vs. QUAL - Sectors Allocation Comparison

Sectors
DGRE
QUAL

Technology

38.6%
40.2%

Financial Services

11.8%
10.9%

Industrials

8.0%
7.4%

Basic Materials

4.4%
1.9%

Healthcare

2.6%
9.2%

Consumer Cyclical

2.6%
9.0%

Consumer Defensive

2.3%
4.3%

Energy

1.1%
2.9%

Utilities

0.9%
2.1%

Communication Services

0.8%
10.3%

Real Estate

0.3%
1.7%

Technology

DGRE
38.6%
QUAL
40.2%

Financial Services

DGRE
11.8%
QUAL
10.9%

Industrials

DGRE
8.0%
QUAL
7.4%

Basic Materials

DGRE
4.4%
QUAL
1.9%

Healthcare

DGRE
2.6%
QUAL
9.2%

Consumer Cyclical

DGRE
2.6%
QUAL
9.0%

Consumer Defensive

DGRE
2.3%
QUAL
4.3%

Energy

DGRE
1.1%
QUAL
2.9%

Utilities

DGRE
0.9%
QUAL
2.1%

Communication Services

DGRE
0.8%
QUAL
10.3%

Real Estate

DGRE
0.3%
QUAL
1.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Emerging Markets Quality Dividend Growth Fund

iShares MSCI USA Quality Factor ETF

Often compared with DGRE:
DGRE vs. DEMDGRE vs. EMXCDGRE vs. IGRODGRE vs. SCHDDGRE vs. DGRODGRE vs. VWODGRE vs. DGRW
Often compared with QUAL:
QUAL vs. SPHQQUAL vs. SPYQUAL vs. MTUMQUAL vs. USMVQUAL vs. VOOQUAL vs. IVVQUAL vs. SCHD

Return for Risk

DGRE vs. QUAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DGRE
DGRE Risk / Return Rank: 7777
Overall Rank
DGRE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 7272
Sortino Ratio Rank
DGRE Omega Ratio Rank: 7777
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8383
Calmar Ratio Rank
DGRE Martin Ratio Rank: 7777
Martin Ratio Rank
QUAL
QUAL Risk / Return Rank: 7272
Overall Rank
QUAL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 7474
Sortino Ratio Rank
QUAL Omega Ratio Rank: 7171
Omega Ratio Rank
QUAL Calmar Ratio Rank: 6565
Calmar Ratio Rank
QUAL Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGRE vs. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and iShares MSCI USA Quality Factor ETF (QUAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DGREQUALDifference
Sharpe ratioReturn per unit of total volatility
1.73
1.65

+0.08

Sortino ratioReturn per unit of downside risk
2.32
2.36

-0.04

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

3.07

2.25

+0.82

Martin ratioReturn relative to average drawdown

9.68

10.08

-0.40

DGRE vs. QUAL - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 1.73, which is comparable to the QUAL Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DGRE and QUAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DGRE vs. QUAL - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for DGRE and QUAL.

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Drawdown Indicators

DGREQUALDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-34.06%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-9.03%

-4.65%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-18.00%

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

-28.23%

-5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-34.06%

-2.89%

Current Drawdown

Current decline from peak

-9.16%

-0.61%

-8.55%

Average Drawdown

Average peak-to-trough decline

-11.93%

-4.07%

-7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

2.01%

+2.32%

Volatility

DGRE vs. QUAL - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.92% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 2.88%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGREQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

2.88%

+6.04%

Volatility (6M)

Calculated over the trailing 6-month period

22.64%

9.72%

+12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

12.33%

+11.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

17.38%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.98%

18.09%

+1.89%

DGRE vs. QUAL - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is higher than QUAL's 0.15% expense ratio.

Dividends

DGRE vs. QUAL - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.35%, more than QUAL's 0.86% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund		1.35%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
QUAL
iShares MSCI USA Quality Factor ETF		0.86%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions

DGRE and QUAL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRE has higher volatility (8.92%) compared to QUAL (2.88%). In terms of maximum drawdown, DGRE dropped -36.95% vs QUAL's -34.06%.

On 10-year performance, QUAL leads with 14.15% vs 8.22% for DGRE. On fees, QUAL is cheaper at 0.15% per year. On volatility, QUAL has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QUAL has performed better with a 14.15% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QUAL is cheaper with a 0.15% expense ratio, compared with 0.32% for DGRE.

DGRE has the higher dividend yield at 1.35%, compared with 0.86% for QUAL.

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.32% for DGRE and 0.15% for QUAL.

DGRE currently has the higher Sharpe Ratio (1.73 vs 1.65), 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.

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