DGRS vs. BSMC

Last updated Aug 6, 2026

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and BSMC (Brandes U.S. Small-Mid Cap Value ETF) are both exchange-traded funds - DGRS is a Quality Factor fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index, while BSMC is a Small Cap Value Equities fund actively managed by Brandes. DGRS is passively managed, while BSMC is actively managed. Over the past year, DGRS returned 31.61% vs 33.66% for BSMC. Their correlation of 0.90 means they have usually moved in the same direction. DGRS charges 0.38%/yr vs 0.70%/yr for BSMC.

Performance

DGRS vs. BSMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and Brandes U.S. Small-Mid Cap Value ETF (BSMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRS achieves a 24.80% return, which is significantly higher than BSMC's 19.44% return.

DGRS

• 1D: -0.45%
• 1M: 4.14%
• 6M: 11.54%
• YTD: 24.80%
• 1Y: 31.61%
• 3Y*: 14.16%
• 5Y*: 8.66%
• 10Y*: 9.89%
• ALL TIME*: 9.74%

BSMC

• 1D: -0.13%
• 1M: 4.39%
• 6M: 10.57%
• YTD: 19.44%
• 1Y: 33.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.55%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BSMC Brandes U.S. Small-Mid Cap Value ETF	$484.14K	$491.92K	$456.35K
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	$3.00M	$2.54M	$1.95M

DGRS vs. BSMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	24.80%	-0.43%	10.40%	19.16%
BSMC Brandes U.S. Small-Mid Cap Value ETF	19.44%	15.52%	10.21%	11.69%

Correlation

The correlation between DGRS and BSMC is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (All Time) Calculated using the full available price history since Oct 5, 2023	0.90

The correlation between DGRS and BSMC has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

DGRS vs. BSMC - Sectors Allocation Comparison

Sectors	DGRS	BSMC
Financial Services	25.5%	10.5%
Industrials	19.5%	16.0%
Consumer Cyclical	16.3%	7.6%
Energy	10.0%	6.4%
Technology	9.1%	15.1%
Basic Materials	8.0%	3.8%
Consumer Defensive	6.5%	13.7%
Communication Services	2.0%	3.6%
Real Estate	1.9%	-
Healthcare	1.2%	23.3%
Utilities	0.2%	-

Return for Risk

DGRS vs. BSMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGRS

DGRS Risk / Return Rank: 75
DGRS Sharpe Ratio Rank: 72
DGRS Sortino Ratio Rank: 80
DGRS Omega Ratio Rank: 70
DGRS Calmar Ratio Rank: 81
DGRS Martin Ratio Rank: 74

BSMC

BSMC Risk / Return Rank: 87
BSMC Sharpe Ratio Rank: 89
BSMC Sortino Ratio Rank: 90
BSMC Omega Ratio Rank: 85
BSMC Calmar Ratio Rank: 87
BSMC Martin Ratio Rank: 86

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.

DGRS vs. BSMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and Brandes U.S. Small-Mid Cap Value ETF (BSMC). 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.

	DGRS	BSMC	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.35	-0.47
Sortino ratio: Return per unit of downside risk	2.89	3.39	-0.50
Omega ratio: Gain probability vs. loss probability	1.33	1.41	-0.07
Calmar ratio: Return relative to maximum drawdown	3.28	3.75	-0.47
Martin ratio: Return relative to average drawdown	10.48	13.86	-3.38

DGRS vs. BSMC - Sharpe Ratio Comparison

The current DGRS Sharpe Ratio is 1.87, which is comparable to the BSMC Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of DGRS and BSMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DGRS vs. BSMC - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, which is greater than BSMC's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for DGRS and BSMC.

Drawdown Indicators

	DGRS	BSMC	Difference
Max Drawdown Largest peak-to-trough decline	-44.83%	-19.15%	-25.68%
Max Drawdown (1Y) Largest decline over 1 year	-9.68%	-9.02%	-0.66%
Max Drawdown (3Y) Largest decline over 3 years	-27.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.83%	—	—
Current Drawdown Current decline from peak	-0.45%	-0.13%	-0.32%
Average Drawdown Average peak-to-trough decline	-6.65%	-2.57%	-4.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.43%	+0.59%

Volatility

DGRS vs. BSMC - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.12%, while Brandes U.S. Small-Mid Cap Value ETF (BSMC) has a volatility of 4.36%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than BSMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRS	BSMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	4.36%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	10.66%	10.57%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	16.99%	14.44%	+2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.22%	15.97%	+4.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.58%	15.97%	+7.61%

DGRS vs. BSMC - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is lower than BSMC's 0.70% expense ratio.

Dividends

DGRS vs. BSMC - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 1.99%, more than BSMC's 0.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSMC Brandes U.S. Small-Mid Cap Value ETF	0.88%	1.17%	1.02%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	1.99%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%

Frequently Asked Questions

Can I hold both DGRS and BSMC in my portfolio?

DGRS and BSMC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGRS or BSMC?

BSMC has higher volatility (4.36%) compared to DGRS (4.12%). In terms of maximum drawdown, DGRS dropped -44.83% vs BSMC's -19.15%.

Which ETF is better, DGRS or BSMC?

On 1-year performance, BSMC leads with 33.66% vs 31.61% for DGRS. On fees, DGRS is cheaper at 0.38% per year. On volatility, DGRS has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRS or BSMC?

Over the 1-year period, BSMC has performed better with a 33.66% return vs 31.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRS or BSMC?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.70% for BSMC.

Which ETF pays a higher dividend yield, DGRS or BSMC?

DGRS has the higher dividend yield at 1.99%, compared with 0.88% for BSMC.

What is the main difference between DGRS and BSMC?

DGRS is categorized as Quality Factor, while BSMC is Small Cap Value Equities. They also come from different issuers: WisdomTree and Brandes. Their fees differ too: 0.38% for DGRS and 0.70% for BSMC.

Which has better risk-adjusted returns?

BSMC currently has the higher Sharpe Ratio (2.35 vs 1.87), 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.