DGRS vs. RMT
Compare and contrast key facts about WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and Royce Micro-Cap Trust, Inc. (RMT).
DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013.
Performance
DGRS vs. RMT - Performance Comparison
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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 | 7.71% | -0.43% | 10.40% | 21.16% | -13.11% | 23.11% | 7.86% | 24.20% | -10.75% | 7.25% |
RMT Royce Micro-Cap Trust, Inc. | 12.17% | 16.10% | 13.97% | 15.81% | -16.82% | 22.56% | 27.97% | 25.05% | -14.88% | 25.27% |
Returns By Period
In the year-to-date period, DGRS achieves a 7.71% return, which is significantly lower than RMT's 12.17% return. Over the past 10 years, DGRS has underperformed RMT with an annualized return of 9.19%, while RMT has yielded a comparatively higher 13.92% annualized return.
DGRS
- 1D
- 0.55%
- 1M
- -3.85%
- YTD
- 7.71%
- 6M
- 7.61%
- 1Y
- 16.95%
- 3Y*
- 11.33%
- 5Y*
- 5.47%
- 10Y*
- 9.19%
RMT
- 1D
- 1.77%
- 1M
- -6.33%
- YTD
- 12.17%
- 6M
- 14.38%
- 1Y
- 48.38%
- 3Y*
- 18.59%
- 5Y*
- 8.79%
- 10Y*
- 13.92%
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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.
| DGRS | RMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 2.11 | -1.34 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.84 | -1.59 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.37 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 3.45 | -2.20 |
Martin ratioReturn relative to average drawdown | 4.18 | 12.76 | -8.58 |
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 | RMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.11 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.41 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.63 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.38 | +0.02 |
Correlation
The correlation between DGRS and RMT is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGRS vs. RMT - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.39%, less than RMT's 6.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 2.39% | 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. | 6.86% | 7.57% | 7.59% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% |
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 | -14.03% | -13.73% | -0.30% |
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 | -5.39% | -6.33% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -14.17% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.71% | +0.48% |
Volatility
DGRS vs. RMT - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.78%, while Royce Micro-Cap Trust, Inc. (RMT) has a volatility of 8.78%. 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 | 4.78% | 8.78% | -4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 15.83% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 23.06% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.51% | 21.63% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 22.25% | +1.38% |