DGRS vs. BSVO

Last updated Jun 4, 2026

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and BSVO (EA Bridgeway Omni Small-Cap Value ETF) are both Small Cap Value Equities funds. DGRS is passively managed, while BSVO is actively managed. Over the past 3 years, DGRS returned 13.73%/yr vs 18.56%/yr for BSVO. With a 0.95 correlation, they move nearly in lockstep. DGRS charges 0.38%/yr vs 0.47%/yr for BSVO.

Performance

DGRS vs. BSVO - 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 EA Bridgeway Omni Small-Cap Value ETF (BSVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRS achieves a 13.56% return, which is significantly lower than BSVO's 18.09% return.

DGRS

• 1D: -1.02%
• 1M: 0.29%
• YTD: 13.56%
• 6M: 12.71%
• 1Y: 25.18%
• 3Y*: 13.73%
• 5Y*: 5.89%
• 10Y*: 9.61%

BSVO

• 1D: -1.86%
• 1M: 0.33%
• YTD: 18.09%
• 6M: 17.20%
• 1Y: 41.30%
• 3Y*: 18.56%
• 5Y*: —
• 10Y*: —

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

DGRS vs. BSVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	13.56%	-0.43%	10.40%	18.89%
BSVO EA Bridgeway Omni Small-Cap Value ETF	18.09%	9.21%	4.68%	22.38%

Correlation

The correlation between DGRS and BSVO is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.95

The correlation between DGRS and BSVO has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

DGRS vs. BSVO - Sectors Allocation Comparison

Sectors	DGRS	BSVO
Financial Services	24.8%	32.3%
Industrials	19.0%	13.8%
Consumer Cyclical	16.5%	14.3%
Energy	12.0%	15.8%
Technology	8.7%	4.9%
Basic Materials	7.6%	6.0%
Consumer Defensive	6.3%	4.8%
Communication Services	2.0%	3.9%
Real Estate	1.7%	0.6%
Healthcare	1.3%	3.6%
Utilities	0.2%	-

Return for Risk

DGRS vs. BSVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRS

DGRS Risk / Return Rank: 44
DGRS Sharpe Ratio Rank: 40
DGRS Sortino Ratio Rank: 43
DGRS Omega Ratio Rank: 38
DGRS Calmar Ratio Rank: 52
DGRS Martin Ratio Rank: 48

BSVO

BSVO Risk / Return Rank: 72
BSVO Sharpe Ratio Rank: 66
BSVO Sortino Ratio Rank: 68
BSVO Omega Ratio Rank: 63
BSVO Calmar Ratio Rank: 87
BSVO Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRS vs. BSVO - 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 EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.

	DGRS	BSVO	Difference
Sharpe ratio: Return per unit of total volatility	1.41	2.21	-0.80
Sortino ratio: Return per unit of downside risk	2.19	3.14	-0.95
Omega ratio: Gain probability vs. loss probability	1.25	1.38	-0.13
Calmar ratio: Return relative to maximum drawdown	2.61	4.99	-2.38
Martin ratio: Return relative to average drawdown	8.01	14.22	-6.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRS vs. BSVO - Sharpe Ratio Comparison

The current DGRS Sharpe Ratio is 1.41, which is lower than the BSVO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DGRS and BSVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGRS	BSVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	2.21	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.78	-0.37

Drawdowns

DGRS vs. BSVO - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, which is greater than BSVO's maximum drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for DGRS and BSVO.

Drawdown Indicators

	DGRS	BSVO	Difference
Max Drawdown Largest peak-to-trough decline	-44.83%	-28.67%	-16.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.68%	-8.31%	-1.37%
Max Drawdown (3Y) Largest decline over 3 years	-27.57%	-28.67%	+1.10%
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	-1.78%	-1.86%	+0.08%
Average Drawdown Average peak-to-trough decline	-6.73%	-5.73%	-1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	2.91%	+0.24%

Volatility

DGRS vs. BSVO - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.46%, while EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a volatility of 4.77%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than BSVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRS	BSVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	4.77%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	11.36%	11.95%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	18.03%	18.88%	-0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.43%	21.72%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.63%	21.72%	+1.91%

DGRS vs. BSVO - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is lower than BSVO's 0.47% expense ratio.

Dividends

DGRS vs. BSVO - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.23%, more than BSVO's 1.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.29%	1.52%	1.61%	1.43%	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	2.23%	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 BSVO in my portfolio?

With a correlation of 0.95, DGRS and BSVO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DGRS or BSVO?

BSVO has higher volatility (4.77%) compared to DGRS (4.46%). In terms of maximum drawdown, DGRS dropped -44.83% vs BSVO's -28.67%.

Which ETF is better, DGRS or BSVO?

On 3-year performance, BSVO leads with 18.56% vs 13.73% for DGRS. On fees, DGRS is cheaper at 0.38% per year. On volatility, DGRS has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRS or BSVO?

Over the 3-year period, BSVO has performed better with a 18.56% return vs 13.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRS or BSVO?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.47% for BSVO.

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

DGRS has the higher dividend yield at 2.23%, compared with 1.29% for BSVO.

What is the main difference between DGRS and BSVO?

They also come from different issuers: WisdomTree and Bridgeway. Their fees differ too: 0.38% for DGRS and 0.47% for BSVO.

Which has better risk-adjusted returns?

BSVO currently has the higher Sharpe Ratio (2.21 vs 1.41), 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.