DGRS vs. ESIX
Compare and contrast key facts about WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and SPDR S&P SmallCap 600 ESG ETF (ESIX).
DGRS and ESIX 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. ESIX is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 ESG Index. It was launched on Jan 10, 2022. Both DGRS and ESIX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DGRS vs. ESIX - Performance Comparison
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DGRS vs. ESIX - 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% | -13.17% |
ESIX SPDR S&P SmallCap 600 ESG ETF | 1.16% | 1.83% | 9.66% | 17.51% | -14.62% |
Returns By Period
In the year-to-date period, DGRS achieves a 7.11% return, which is significantly higher than ESIX's 1.16% return.
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%
ESIX
- 1D
- 2.37%
- 1M
- -4.68%
- YTD
- 1.16%
- 6M
- 1.95%
- 1Y
- 13.47%
- 3Y*
- 9.05%
- 5Y*
- —
- 10Y*
- —
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DGRS vs. ESIX - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is higher than ESIX's 0.12% expense ratio.
Return for Risk
DGRS vs. ESIX — Risk / Return Rank
DGRS
ESIX
DGRS vs. ESIX - 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 SPDR S&P SmallCap 600 ESG ETF (ESIX). 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 | ESIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.60 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.01 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.94 | +0.26 |
Martin ratioReturn relative to average drawdown | 4.02 | 3.37 | +0.65 |
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 | ESIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.60 | +0.16 |
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 | 0.14 | +0.25 |
Correlation
The correlation between DGRS and ESIX 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. ESIX - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.40%, more than ESIX's 1.59% 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% |
ESIX SPDR S&P SmallCap 600 ESG ETF | 1.59% | 1.64% | 1.65% | 1.69% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGRS vs. ESIX - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, which is greater than ESIX's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for DGRS and ESIX.
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Drawdown Indicators
| DGRS | ESIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.83% | -27.56% | -17.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -14.82% | +0.79% |
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% | -7.24% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -8.79% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 4.11% | +0.07% |
Volatility
DGRS vs. ESIX - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.73%, while SPDR S&P SmallCap 600 ESG ETF (ESIX) has a volatility of 6.12%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than ESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRS | ESIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 6.12% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 12.66% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 22.53% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.51% | 21.66% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 21.66% | +1.97% |