DGRS vs. QGRW

Last updated Jun 26, 2026

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - DGRS is a Small Cap Value Equities fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, DGRS returned 15.78%/yr vs 26.28%/yr for QGRW. At a 0.49 correlation, their price movements are largely independent. DGRS charges 0.38%/yr vs 0.28%/yr for QGRW.

Performance

DGRS vs. QGRW - 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 Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRS achieves a 20.55% return, which is significantly higher than QGRW's 9.00% return.

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%

QGRW

• 1D: -0.08%
• 1M: -3.66%
• YTD: 9.00%
• 6M: 7.55%
• 1Y: 24.69%
• 3Y*: 26.28%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRS vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	20.55%	-0.43%	10.40%	21.16%	-3.01%
QGRW WisdomTree U.S. Quality Growth Fund	9.00%	19.20%	34.85%	56.05%	-3.07%

Correlation

The correlation between DGRS and QGRW is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.49

The correlation between DGRS and QGRW shifts across timeframes, from 0.38 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

DGRS vs. QGRW - Sectors Allocation Comparison

Sectors	DGRS	QGRW
Financial Services	25.5%	3.7%
Industrials	19.1%	7.6%
Consumer Cyclical	16.1%	11.6%
Energy	10.8%	0.5%
Technology	9.2%	55.0%
Basic Materials	8.1%	-
Consumer Defensive	6.3%	0.5%
Communication Services	1.9%	16.4%
Real Estate	1.8%	-
Healthcare	1.2%	4.4%
Utilities	0.2%	0.3%

Return for Risk

DGRS vs. QGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRS

DGRS Risk / Return Rank: 67
DGRS Sharpe Ratio Rank: 63
DGRS Sortino Ratio Rank: 70
DGRS Omega Ratio Rank: 60
DGRS Calmar Ratio Rank: 75
DGRS Martin Ratio Rank: 65

QGRW

QGRW Risk / Return Rank: 40
QGRW Sharpe Ratio Rank: 42
QGRW Sortino Ratio Rank: 40
QGRW Omega Ratio Rank: 41
QGRW Calmar Ratio Rank: 36
QGRW Martin Ratio Rank: 42

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. QGRW - 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 Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.81	1.33	+0.48
Sortino ratio: Return per unit of downside risk	2.76	1.84	+0.92
Omega ratio: Gain probability vs. loss probability	1.32	1.24	+0.08
Calmar ratio: Return relative to maximum drawdown	3.35	1.61	+1.74
Martin ratio: Return relative to average drawdown	10.32	5.97	+4.35

DGRS vs. QGRW - Sharpe Ratio Comparison

The current DGRS Sharpe Ratio is 1.81, which is higher than the QGRW Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DGRS and QGRW, 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. QGRW - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DGRS and QGRW.

Drawdown Indicators

	DGRS	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-44.83%	-24.40%	-20.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.68%	-15.44%	+5.76%
Max Drawdown (3Y) Largest decline over 3 years	-27.57%	-24.40%	-3.17%
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%	-6.82%	+6.82%
Average Drawdown Average peak-to-trough decline	-6.70%	-3.29%	-3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	4.14%	-1.01%

Volatility

DGRS vs. QGRW - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 3.95%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.92%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRS	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	7.92%	-3.97%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	15.10%	-3.76%
Volatility (1Y) Calculated over the trailing 1-year period	17.89%	18.64%	-0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.38%	21.27%	-0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.61%	21.27%	+2.34%

DGRS vs. QGRW - Expense Ratio Comparison

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

Dividends

DGRS vs. QGRW - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.03%, more than QGRW's 0.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DGRS and QGRW in my portfolio?

DGRS and QGRW have a correlation of 0.38, 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 QGRW?

QGRW has higher volatility (7.92%) compared to DGRS (3.95%). In terms of maximum drawdown, DGRS dropped -44.83% vs QGRW's -24.40%.

Which ETF is better, DGRS or QGRW?

On 3-year performance, QGRW leads with 26.28% vs 15.78% for DGRS. On fees, QGRW is cheaper at 0.28% per year. On volatility, DGRS has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRS or QGRW?

Over the 3-year period, QGRW has performed better with a 26.28% return vs 15.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRS or QGRW?

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

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

DGRS has the higher dividend yield at 2.03%, compared with 0.08% for QGRW.

What is the main difference between DGRS and QGRW?

DGRS is categorized as Small Cap Value Equities, while QGRW is Large Cap Growth Equities. DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.38% for DGRS and 0.28% for QGRW.

Which has better risk-adjusted returns?

DGRS currently has the higher Sharpe Ratio (1.81 vs 1.33), 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.