DGRS vs. MYLD
DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) are both Small Cap Value Equities funds. DGRS is passively managed, while MYLD is actively managed. Over the past year, DGRS returned 25.18% vs 36.15% for MYLD. Their correlation of 0.93 suggests significant overlap in exposure. DGRS charges 0.38%/yr vs 0.59%/yr for MYLD.
Performance
DGRS vs. MYLD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DGRS having a 13.56% return and MYLD slightly lower at 13.45%.
DGRS
- 1D
- -1.02%
- 1M
- 0.29%
- YTD
- 13.56%
- 6M
- 12.71%
- 1Y
- 25.18%
- 3Y*
- 13.73%
- 5Y*
- 5.89%
- 10Y*
- 9.61%
MYLD
- 1D
- -1.42%
- 1M
- 1.39%
- YTD
- 13.45%
- 6M
- 13.96%
- 1Y
- 36.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DGRS vs. MYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 13.56% | -0.43% | 13.79% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 13.45% | 10.48% | 6.95% |
Correlation
The correlation between DGRS and MYLD is 0.92, 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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024 | 0.93 |
The correlation between DGRS and MYLD has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
DGRS vs. MYLD — Risk / Return Rank
DGRS
MYLD
DGRS vs. MYLD - 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 Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). 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 | MYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 3.66 | -1.05 |
| Martin ratioReturn relative to average drawdown | 8.01 | 10.64 | -2.63 |
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 | MYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 2.00 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.65 | -0.24 |
Drawdowns
DGRS vs. MYLD - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, which is greater than MYLD's maximum drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for DGRS and MYLD.
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Drawdown Indicators
| DGRS | MYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.83% | -28.23% | -16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -9.92% | +0.24% |
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 DrawdownCurrent decline from peak | -1.78% | -1.42% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -6.00% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.41% | -0.26% |
Volatility
DGRS vs. MYLD - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.46%, while Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a volatility of 4.76%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than MYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRS | MYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.76% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 11.94% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 18.22% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 19.95% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 19.95% | +3.68% |
DGRS vs. MYLD - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is lower than MYLD's 0.59% expense ratio.
Dividends
DGRS vs. MYLD - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.23%, more than MYLD's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 2.23% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 2.10% | 6.22% | 3.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, DGRS and MYLD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MYLD has higher volatility (4.76%) compared to DGRS (4.46%). In terms of maximum drawdown, DGRS dropped -44.83% vs MYLD's -28.23%.
On 1-year performance, MYLD leads with 36.15% vs 25.18% for DGRS. On fees, DGRS is cheaper at 0.38% per year. On volatility, DGRS has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYLD has performed better with a 36.15% return vs 25.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRS is cheaper with a 0.38% expense ratio, compared with 0.59% for MYLD.
DGRS has the higher dividend yield at 2.23%, compared with 2.10% for MYLD.
They also come from different issuers: WisdomTree and Cambria. Their fees differ too: 0.38% for DGRS and 0.59% for MYLD.
MYLD currently has the higher Sharpe Ratio (2.00 vs 1.41), 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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