DGRS vs. DFSV
Compare and contrast key facts about WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and Dimensional US Small Cap Value ETF (DFSV).
DGRS and DFSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DFSV is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Performance
DGRS vs. DFSV - Performance Comparison
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DGRS vs. DFSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 7.11% | -0.43% | 10.40% | 21.16% | -4.76% |
DFSV Dimensional US Small Cap Value ETF | 6.90% | 8.59% | 7.13% | 19.26% | 0.60% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DGRS having a 7.11% return and DFSV slightly lower at 6.90%.
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%
DFSV
- 1D
- 1.98%
- 1M
- -3.01%
- YTD
- 6.90%
- 6M
- 10.89%
- 1Y
- 26.57%
- 3Y*
- 13.70%
- 5Y*
- —
- 10Y*
- —
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DGRS vs. DFSV - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is higher than DFSV's 0.31% expense ratio.
Return for Risk
DGRS vs. DFSV — Risk / Return Rank
DGRS
DFSV
DGRS vs. DFSV - 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 Dimensional US Small Cap Value ETF (DFSV). 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 | DFSV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.12 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.67 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.73 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.02 | 6.49 | -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
| DGRS | DFSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.12 | -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 | 0.39 | 0.46 | -0.07 |
Correlation
The correlation between DGRS and DFSV 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
DGRS vs. DFSV - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.40%, more than DFSV's 1.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
DGRS vs. DFSV - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, which is greater than DFSV's maximum drawdown of -28.02%. Use the drawdown chart below to compare losses from any high point for DGRS and DFSV.
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Drawdown Indicators
| DGRS | DFSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.83% | -28.02% | -16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -15.38% | +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 | -5.91% | -5.67% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -6.93% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 4.11% | +0.07% |
Volatility
DGRS vs. DFSV - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.73%, while Dimensional US Small Cap Value ETF (DFSV) has a volatility of 5.36%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than DFSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRS | DFSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 5.36% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 13.02% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 23.83% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.51% | 22.56% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 22.56% | +1.07% |