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DGRS vs. QUAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRS vs. QUAL

Last updated Aug 6, 2026
Documentation

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and QUAL (iShares MSCI USA Quality Factor ETF) are both Quality Factor funds - DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index while QUAL tracks the MSCI USA Sector Neutral Quality Index. Both are passively managed. Over the past 10 years, DGRS returned 9.89%/yr vs 14.32%/yr for QUAL. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DGRS charges 0.38%/yr vs 0.15%/yr for QUAL.

Performance

DGRS vs. QUAL - 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 iShares MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGRS achieves a 24.80% return, which is significantly higher than QUAL's 13.64% return. Over the past 10 years, DGRS has underperformed QUAL with an annualized return of 9.89%, while QUAL has yielded a comparatively higher 14.32% 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%

QUAL

1D
0.00%
1M
2.90%
6M
11.95%
YTD
13.64%
1Y
23.43%
3Y*
19.28%
5Y*
11.42%
10Y*
14.32%
ALL TIME*
13.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DGRS

WisdomTree U.S. SmallCap Quality Dividend Growth Fund
$3.00M$2.54M$1.95M

QUAL

iShares MSCI USA Quality Factor ETF
$231.95M$239.34M$386.30M

DGRS vs. QUAL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
QUAL
iShares MSCI USA Quality Factor ETF		13.64%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%22.26%

Correlation

The correlation between DGRS and QUAL is 0.66, 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.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.70

Correlation (10Y)
Provides a long-term view across more market conditions.

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2013

0.71

The correlation between DGRS and QUAL has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

DGRS vs. QUAL - Sectors Allocation Comparison

Sectors
DGRS
QUAL

Financial Services

25.5%
10.9%

Industrials

19.5%
7.4%

Consumer Cyclical

16.3%
9.0%

Energy

10.0%
2.9%

Technology

9.1%
40.2%

Basic Materials

8.0%
1.9%

Consumer Defensive

6.5%
4.3%

Communication Services

2.0%
10.3%

Real Estate

1.9%
1.7%

Healthcare

1.2%
9.2%

Utilities

0.2%
2.1%

Financial Services

DGRS
25.5%
QUAL
10.9%

Industrials

DGRS
19.5%
QUAL
7.4%

Consumer Cyclical

DGRS
16.3%
QUAL
9.0%

Energy

DGRS
10.0%
QUAL
2.9%

Technology

DGRS
9.1%
QUAL
40.2%

Basic Materials

DGRS
8.0%
QUAL
1.9%

Consumer Defensive

DGRS
6.5%
QUAL
4.3%

Communication Services

DGRS
2.0%
QUAL
10.3%

Real Estate

DGRS
1.9%
QUAL
1.7%

Healthcare

DGRS
1.2%
QUAL
9.2%

Utilities

DGRS
0.2%
QUAL
2.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. SmallCap Quality Dividend Growth Fund

iShares MSCI USA Quality Factor ETF

Often compared with DGRS:
DGRS vs. DGRWDGRS vs. RMTDGRS vs. XSVMDGRS vs. SCHDDGRS vs. SPYDGRS vs. VBRDGRS vs. CALF
Often compared with QUAL:
QUAL vs. SPHQQUAL vs. SPYQUAL vs. MTUMQUAL vs. USMVQUAL vs. VOOQUAL vs. IVVQUAL vs. SCHD

Return for Risk

DGRS vs. QUAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DGRS
DGRS Risk / Return Rank: 7575
Overall Rank
DGRS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 8080
Sortino Ratio Rank
DGRS Omega Ratio Rank: 7070
Omega Ratio Rank
DGRS Calmar Ratio Rank: 8181
Calmar Ratio Rank
DGRS Martin Ratio Rank: 7474
Martin Ratio Rank
QUAL
QUAL Risk / Return Rank: 7373
Overall Rank
QUAL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 7474
Sortino Ratio Rank
QUAL Omega Ratio Rank: 7272
Omega Ratio Rank
QUAL Calmar Ratio Rank: 6565
Calmar Ratio Rank
QUAL Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGRS vs. QUAL - 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 iShares MSCI USA Quality Factor ETF (QUAL). 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.

DGRSQUALDifference
Sharpe ratioReturn per unit of total volatility
1.87
1.92

-0.05

Sortino ratioReturn per unit of downside risk
2.89
2.71

+0.18

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.28

2.60

+0.68

Martin ratioReturn relative to average drawdown

10.48

11.67

-1.19

DGRS vs. QUAL - Sharpe Ratio Comparison

The current DGRS Sharpe Ratio is 1.87, which is comparable to the QUAL Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DGRS and QUAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DGRS vs. QUAL - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for DGRS and QUAL.

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Drawdown Indicators

DGRSQUALDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

-34.06%

-10.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-9.03%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-18.00%

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-28.23%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

-34.06%

-10.77%

Current Drawdown

Current decline from peak

-0.45%

0.00%

-0.45%

Average Drawdown

Average peak-to-trough decline

-6.65%

-4.06%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.01%

+1.01%

Volatility

DGRS vs. QUAL - Volatility Comparison

WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) has a higher volatility of 4.12% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 3.30%. This indicates that DGRS's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGRSQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

3.30%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

9.69%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

12.27%

+4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

17.40%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.58%

18.10%

+5.48%

DGRS vs. QUAL - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is higher than QUAL's 0.15% expense ratio.

Dividends

DGRS vs. QUAL - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 1.99%, more than QUAL's 0.84% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
QUAL
iShares MSCI USA Quality Factor ETF		0.84%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions

DGRS and QUAL have a correlation of 0.66, 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 QUAL (3.30%). In terms of maximum drawdown, DGRS dropped -44.83% vs QUAL's -34.06%.

On 10-year performance, QUAL leads with 14.32% vs 9.89% for DGRS. On fees, QUAL is cheaper at 0.15% per year. On volatility, QUAL has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QUAL has performed better with a 14.32% return vs 9.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QUAL is cheaper with a 0.15% expense ratio, compared with 0.38% for DGRS.

DGRS has the higher dividend yield at 1.99%, compared with 0.84% for QUAL.

DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index, while QUAL tracks MSCI USA Sector Neutral Quality Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DGRS and 0.15% for QUAL.

QUAL currently has the higher Sharpe Ratio (1.92 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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