DGRS vs. DGRW

Last updated Aug 2, 2026

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds from WisdomTree - DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index while DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, DGRS returned 9.82%/yr vs 13.71%/yr for DGRW. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DGRS charges 0.38%/yr vs 0.28%/yr for DGRW.

Performance

DGRS vs. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRS achieves a 21.67% return, which is significantly higher than DGRW's 8.57% return. Over the past 10 years, DGRS has underperformed DGRW with an annualized return of 9.82%, while DGRW has yielded a comparatively higher 13.71% annualized return.

DGRS

• 1D: 0.23%
• 1M: 1.90%
• 6M: 12.89%
• YTD: 21.67%
• 1Y: 31.79%
• 3Y*: 12.75%
• 5Y*: 8.44%
• 10Y*: 9.82%
• ALL TIME*: 9.54%

DGRW

• 1D: 0.49%
• 1M: 0.69%
• 6M: 6.01%
• YTD: 8.57%
• 1Y: 16.02%
• 3Y*: 13.97%
• 5Y*: 11.41%
• 10Y*: 13.71%
• ALL TIME*: 12.94%

*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)
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	$2.61M	$2.32M	$1.84M
DGRW WisdomTree U.S. Quality Dividend Growth Fund	$51.03M	$48.50M	$56.54M

DGRS vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	21.67%	-0.43%	10.40%	21.16%	-13.11%	23.11%	7.86%	24.20%	-10.75%	7.25%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	8.57%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%

Correlation

The correlation between DGRS and DGRW is 0.66, 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.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (10Y) Provides a long-term view across more market conditions.	0.74
Correlation (All Time) Calculated using the full available price history since Jul 25, 2013	0.75

The correlation between DGRS and DGRW shifts across timeframes, from 0.66 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

DGRS vs. DGRW - Sectors Allocation Comparison

Sectors	DGRS	DGRW
Financial Services	25.5%	8.4%
Industrials	19.5%	11.8%
Consumer Cyclical	16.3%	8.0%
Energy	10.0%	4.5%
Technology	9.1%	33.8%
Basic Materials	8.0%	2.8%
Consumer Defensive	6.5%	6.7%
Communication Services	2.0%	11.1%
Real Estate	1.9%	-
Healthcare	1.2%	12.8%
Utilities	0.2%	0.2%

Return for Risk

DGRS vs. DGRW — Risk / Return Rank

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

DGRS

DGRS Risk / Return Rank: 77
DGRS Sharpe Ratio Rank: 74
DGRS Sortino Ratio Rank: 80
DGRS Omega Ratio Rank: 73
DGRS Calmar Ratio Rank: 82
DGRS Martin Ratio Rank: 76

DGRW

DGRW Risk / Return Rank: 59
DGRW Sharpe Ratio Rank: 62
DGRW Sortino Ratio Rank: 61
DGRW Omega Ratio Rank: 62
DGRW Calmar Ratio Rank: 51
DGRW Martin Ratio Rank: 61

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. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.43	+0.26
Sortino ratio: Return per unit of downside risk	2.61	2.04	+0.56
Omega ratio: Gain probability vs. loss probability	1.30	1.26	+0.04
Calmar ratio: Return relative to maximum drawdown	2.98	1.79	+1.19
Martin ratio: Return relative to average drawdown	9.53	7.25	+2.28

DGRS vs. DGRW - Sharpe Ratio Comparison

The current DGRS Sharpe Ratio is 1.69, which is comparable to the DGRW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DGRS and DGRW, 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. DGRW - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for DGRS and DGRW.

Drawdown Indicators

	DGRS	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-44.83%	-32.04%	-12.79%
Max Drawdown (1Y) Largest decline over 1 year	-9.68%	-8.30%	-1.38%
Max Drawdown (3Y) Largest decline over 3 years	-27.57%	-16.21%	-11.36%
Max Drawdown (5Y) Largest decline over 5 years	-27.57%	-17.27%	-10.30%
Max Drawdown (10Y) Largest decline over 10 years	-44.83%	-32.04%	-12.79%
Current Drawdown Current decline from peak	-1.24%	-1.31%	+0.07%
Average Drawdown Average peak-to-trough decline	-6.66%	-3.00%	-3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.05%	+0.98%

Volatility

DGRS vs. DGRW - Volatility Comparison

WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) has a higher volatility of 3.72% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.92%. This indicates that DGRS's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRS	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	2.92%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	10.52%	8.33%	+2.19%
Volatility (1Y) Calculated over the trailing 1-year period	17.17%	10.44%	+6.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.22%	14.01%	+6.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.57%	16.18%	+7.39%

DGRS vs. DGRW - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

DGRS vs. DGRW - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.04%, more than DGRW's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.04%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.28%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%

Frequently Asked Questions

Can I hold both DGRS and DGRW in my portfolio?

DGRS and DGRW have a correlation of 0.66, 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 DGRW?

DGRS has higher volatility (3.72%) compared to DGRW (2.92%). In terms of maximum drawdown, DGRS dropped -44.83% vs DGRW's -32.04%.

Which ETF is better, DGRS or DGRW?

On 10-year performance, DGRW leads with 13.71% vs 9.82% for DGRS. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 2.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRS or DGRW?

Over the 10-year period, DGRW has performed better with a 13.71% return vs 9.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRS or DGRW?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.38% for DGRS.

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

DGRS has the higher dividend yield at 2.04%, compared with 1.28% for DGRW.

What is the main difference between DGRS and DGRW?

DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.38% for DGRS and 0.28% for DGRW.

Which has better risk-adjusted returns?

DGRS currently has the higher Sharpe Ratio (1.69 vs 1.43), 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.