DGRS vs. IDHQ
DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Quality Factor funds - DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index while IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past 10 years, DGRS returned 9.89%/yr vs 10.97%/yr for IDHQ. Their 0.54 correlation means they have sometimes moved together and sometimes differently. DGRS charges 0.38%/yr vs 0.29%/yr for IDHQ.
Performance
DGRS vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, DGRS achieves a 24.80% return, which is significantly lower than IDHQ's 29.72% return. Over the past 10 years, DGRS has underperformed IDHQ with an annualized return of 9.89%, while IDHQ has yielded a comparatively higher 10.97% annualized return.
DGRS
- 1D
- -0.45%
- 1M
- 4.14%
- 6M
- 11.54%
- YTD
- 24.80%
- 1Y
- 31.61%
- 3Y*
- 14.16%
- 5Y*
- 8.66%
- 10Y*
- 9.89%
- ALL TIME*
- 9.74%
IDHQ
- 1D
- 0.62%
- 1M
- 1.95%
- 6M
- 21.78%
- YTD
- 29.72%
- 1Y
- 43.59%
- 3Y*
- 21.47%
- 5Y*
- 10.12%
- 10Y*
- 10.97%
- ALL TIME*
- 5.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.00M | $2.54M | $1.95M | |
| $6.36M | $6.38M | $5.79M |
DGRS vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 24.80% | -0.43% | 10.40% | 21.16% | -13.11% | 23.11% | 7.86% | 24.20% | -10.75% | 7.25% |
IDHQ Invesco S&P International Developed High Quality ETF | 29.72% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between DGRS and IDHQ is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2013 | 0.54 |
The correlation between DGRS and IDHQ has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
DGRS vs. IDHQ — Risk / Return Rank
DGRS
IDHQ
DGRS vs. IDHQ - 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 Invesco S&P International Developed High Quality ETF (IDHQ). 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 | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.26 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.48 | 13.06 | -2.58 |
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Drawdowns
DGRS vs. IDHQ - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for DGRS and IDHQ.
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Drawdown Indicators
| DGRS | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.83% | -73.84% | +29.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -13.44% | +3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -27.57% | -14.07% | -13.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -33.54% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -44.83% | -33.54% | -11.29% |
Current DrawdownCurrent decline from peak | -0.45% | 0.00% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -21.02% | +14.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.35% | -0.33% |
Volatility
DGRS vs. IDHQ - Volatility Comparison
WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 4.12% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRS | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.03% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 18.93% | -8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 20.69% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 17.87% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 17.98% | +5.60% |
DGRS vs. IDHQ - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
DGRS vs. IDHQ - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 1.99%, more than IDHQ's 1.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 1.99% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
IDHQ Invesco S&P International Developed High Quality ETF | 1.95% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
Frequently Asked Questions
DGRS and IDHQ have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRS has higher volatility (4.12%) compared to IDHQ (4.03%). In terms of maximum drawdown, DGRS dropped -44.83% vs IDHQ's -73.84%.
On 10-year performance, IDHQ leads with 10.97% vs 9.89% for DGRS. On fees, IDHQ is cheaper at 0.29% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDHQ has performed better with a 10.97% return vs 9.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.38% for DGRS.
DGRS has the higher dividend yield at 1.99%, compared with 1.95% for IDHQ.
DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.38% for DGRS and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (2.12 vs 1.87), 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.
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