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DGRS vs. ESIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRS vs. ESIX

Last updated Jun 26, 2026

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and ESIX (SPDR S&P SmallCap 600 ESG ETF) are both exchange-traded funds - DGRS is a Small Cap Value Equities fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index, while ESIX is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 ESG Index. Both are passively managed. Their correlation of 0.94 suggests significant overlap in exposure. DGRS charges 0.38%/yr vs 0.12%/yr for ESIX.

Performance

DGRS vs. ESIX - 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 SPDR S&P SmallCap 600 ESG ETF (ESIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

DGRS

1D
1.08%
1M
4.94%
YTD
20.55%
6M
18.43%
1Y
32.24%
3Y*
15.78%
5Y*
7.48%
10Y*
10.72%

ESIX

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRS vs. ESIX - Yearly Performance Comparison

2026 (YTD)2025202420232022
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		20.55%-0.43%10.40%21.16%-12.79%
ESIX
SPDR S&P SmallCap 600 ESG ETF		10.83%1.83%9.66%17.51%-13.44%

Correlation

The correlation between DGRS and ESIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2022

0.94

The correlation between DGRS and ESIX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

DGRS vs. ESIX - Sectors Allocation Comparison

Sectors
DGRS
ESIX

Financial Services

25.5%
17.0%

Industrials

19.1%
17.2%

Consumer Cyclical

16.1%
12.4%

Energy

10.8%
6.7%

Technology

9.2%
16.6%

Basic Materials

8.1%
4.4%

Consumer Defensive

6.3%
3.0%

Communication Services

1.9%
2.9%

Real Estate

1.8%
6.9%

Healthcare

1.2%
10.8%

Utilities

0.2%
2.0%

Financial Services

DGRS
25.5%
ESIX
17.0%

Industrials

DGRS
19.1%
ESIX
17.2%

Consumer Cyclical

DGRS
16.1%
ESIX
12.4%

Energy

DGRS
10.8%
ESIX
6.7%

Technology

DGRS
9.2%
ESIX
16.6%

Basic Materials

DGRS
8.1%
ESIX
4.4%

Consumer Defensive

DGRS
6.3%
ESIX
3.0%

Communication Services

DGRS
1.9%
ESIX
2.9%

Real Estate

DGRS
1.8%
ESIX
6.9%

Healthcare

DGRS
1.2%
ESIX
10.8%

Utilities

DGRS
0.2%
ESIX
2.0%

Compare stocks, funds, or ETFs

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WisdomTree U.S. SmallCap Quality Dividend Growth Fund

SPDR S&P SmallCap 600 ESG ETF

Often compared with DGRS:
DGRS vs. DGRWDGRS vs. RMTDGRS vs. XSVMDGRS vs. SCHDDGRS vs. SPYDGRS vs. VBRDGRS vs. CALF
Often compared with ESIX:
ESIX vs. XJRESIX vs. VBRESIX vs. IWMESIX vs. FYXESIX vs. FDMESIX vs. VAMOESIX vs. FNDC

Return for Risk

DGRS vs. ESIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRS
DGRS Risk / Return Rank: 6767
Overall Rank
DGRS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 7070
Sortino Ratio Rank
DGRS Omega Ratio Rank: 6060
Omega Ratio Rank
DGRS Calmar Ratio Rank: 7575
Calmar Ratio Rank
DGRS Martin Ratio Rank: 6565
Martin Ratio Rank
ESIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.

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.

DGRSESIXDifference
Sharpe ratioReturn per unit of total volatility
1.81

—

—

Sortino ratioReturn per unit of downside risk
2.76

—

—

Omega ratioGain probability vs. loss probability

1.32

—

—

Calmar ratioReturn relative to maximum drawdown

3.35

—

—

Martin ratioReturn relative to average drawdown

10.32

—

—

DGRS vs. ESIX - Sharpe Ratio Comparison

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Drawdowns

DGRS vs. ESIX - Drawdown Comparison

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Drawdown Indicators

DGRSESIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

—

—

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

0.00%

—

—

Average Drawdown

Average peak-to-trough decline

-6.70%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

—

—

Volatility

DGRS vs. ESIX - Volatility Comparison

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Volatility by Period

DGRSESIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.61%

—

—

DGRS vs. ESIX - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is higher than ESIX's 0.12% expense ratio.

Dividends

DGRS vs. ESIX - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.03%, more than ESIX's 1.05% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		2.03%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		1.05%1.64%1.65%1.69%1.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DGRS and ESIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIX is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIX is cheaper with a 0.12% expense ratio, compared with 0.38% for DGRS.

DGRS has the higher dividend yield at 2.03%, compared with 1.05% for ESIX.

DGRS is categorized as Small Cap Value Equities, while ESIX is Small Cap Blend Equities. DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index, while ESIX tracks S&P SmallCap 600 ESG Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.38% for DGRS and 0.12% for ESIX.

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