DGRS vs. RMT
DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) is Quality Factor fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index, while RMT (Royce Micro-Cap Trust, Inc.) is a stock. Over the past 10 years, DGRS returned 9.82%/yr vs 14.85%/yr for RMT. Their 0.76 correlation means they have sometimes moved together and sometimes differently.
Performance
DGRS vs. RMT - Performance Comparison
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Returns By Period
In the year-to-date period, DGRS achieves a 23.92% return, which is significantly lower than RMT's 37.29% return. Over the past 10 years, DGRS has underperformed RMT with an annualized return of 9.82%, while RMT has yielded a comparatively higher 14.85% annualized return.
DGRS
- 1D
- 1.85%
- 1M
- 3.78%
- 6M
- 13.41%
- YTD
- 23.92%
- 1Y
- 34.23%
- 3Y*
- 13.89%
- 5Y*
- 9.03%
- 10Y*
- 9.82%
- ALL TIME*
- 9.69%
RMT
- 1D
- 1.84%
- 1M
- -3.55%
- 6M
- 23.55%
- YTD
- 37.29%
- 1Y
- 59.37%
- 3Y*
- 24.85%
- 5Y*
- 12.43%
- 10Y*
- 14.85%
- ALL TIME*
- 10.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.65M | $2.40M | $1.87M | |
| $1.71M | $1.78M | $1.92M |
DGRS vs. RMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 23.92% | -0.43% | 10.40% | 21.16% | -13.11% | 23.11% | 7.86% | 24.20% | -10.75% | 7.25% |
RMT Royce Micro-Cap Trust, Inc. | 37.29% | 16.10% | 13.97% | 15.81% | -16.82% | 22.56% | 27.97% | 25.05% | -14.88% | 25.27% |
Correlation
The correlation between DGRS and RMT 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. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2013 | 0.76 |
The correlation between DGRS and RMT shifts across timeframes, from 0.66 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DGRS vs. RMT — Risk / Return Rank
DGRS
RMT
DGRS vs. RMT - 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 Royce Micro-Cap Trust, Inc. (RMT). 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 | RMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 5.25 | -1.70 |
| Martin ratioReturn relative to average drawdown | 11.35 | 17.14 | -5.80 |
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Drawdowns
DGRS vs. RMT - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, smaller than the maximum RMT drawdown of -73.94%. Use the drawdown chart below to compare losses from any high point for DGRS and RMT.
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Drawdown Indicators
| DGRS | RMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.83% | -73.94% | +29.11% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -11.36% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -27.57% | -26.41% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -30.73% | +3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -44.83% | -50.40% | +5.57% |
Current DrawdownCurrent decline from peak | 0.00% | -5.52% | +5.52% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -14.05% | +7.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.47% | -0.45% |
Volatility
DGRS vs. RMT - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.02%, while Royce Micro-Cap Trust, Inc. (RMT) has a volatility of 5.86%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than RMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRS | RMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 5.86% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 15.99% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 21.14% | -4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 21.87% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.59% | 22.45% | +1.14% |
Dividends
DGRS vs. RMT - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.00%, less than RMT's 5.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 2.00% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
RMT Royce Micro-Cap Trust, Inc. | 5.91% | 7.57% | 7.59% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% |
Frequently Asked Questions
DGRS and RMT 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.
RMT has higher volatility (5.86%) compared to DGRS (4.02%). In terms of maximum drawdown, DGRS dropped -44.83% vs RMT's -73.94%.
RMT currently has the higher Sharpe Ratio (2.83 vs 2.02), 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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