DGRS vs. SRHQ

Last updated Aug 6, 2026

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and SRHQ (SRH U.S. Quality ETF) are both Quality Factor funds - DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index while SRHQ tracks the SRH US Quality Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, DGRS returned 14.16%/yr vs 19.19%/yr for SRHQ. Their correlation of 0.84 means they have usually moved in the same direction. DGRS charges 0.38%/yr vs 0.35%/yr for SRHQ.

Performance

DGRS vs. SRHQ - 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 SRH U.S. Quality ETF (SRHQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with DGRS having a 24.80% return and SRHQ slightly higher at 24.90%.

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%

SRHQ

• 1D: 0.53%
• 1M: 5.01%
• 6M: 23.59%
• YTD: 24.90%
• 1Y: 33.80%
• 3Y*: 19.19%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.85%

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

Liquidity Comparison

Position	Avg. 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
SRHQ SRH U.S. Quality ETF	$124.24K	$60.11K	$32.20K

DGRS vs. SRHQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	24.80%	-0.43%	10.40%	21.16%	5.94%
SRHQ SRH U.S. Quality ETF	24.90%	7.34%	16.49%	21.81%	5.22%

Correlation

The correlation between DGRS and SRHQ is 0.73, 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.	0.73
Correlation (3Y) Balances recent behavior with more history.	0.82
Correlation (All Time) Calculated using the full available price history since Oct 5, 2022	0.84

The correlation between DGRS and SRHQ shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

DGRS vs. SRHQ - Sectors Allocation Comparison

Sectors	DGRS	SRHQ
Financial Services	25.5%	10.2%
Industrials	19.5%	20.4%
Consumer Cyclical	16.3%	11.3%
Energy	10.0%	1.2%
Technology	9.1%	21.9%
Basic Materials	8.0%	2.7%
Consumer Defensive	6.5%	5.2%
Communication Services	2.0%	2.1%
Real Estate	1.9%	1.2%
Healthcare	1.2%	21.4%
Utilities	0.2%	1.2%

Return for Risk

DGRS vs. SRHQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGRS

DGRS Risk / Return Rank: 75
DGRS Sharpe Ratio Rank: 72
DGRS Sortino Ratio Rank: 80
DGRS Omega Ratio Rank: 70
DGRS Calmar Ratio Rank: 81
DGRS Martin Ratio Rank: 74

SRHQ

SRHQ Risk / Return Rank: 89
SRHQ Sharpe Ratio Rank: 88
SRHQ Sortino Ratio Rank: 87
SRHQ Omega Ratio Rank: 83
SRHQ Calmar Ratio Rank: 94
SRHQ Martin Ratio Rank: 94

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. SRHQ - 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 SRH U.S. Quality ETF (SRHQ). 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	SRHQ	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.30	-0.43
Sortino ratio: Return per unit of downside risk	2.89	3.22	-0.33
Omega ratio: Gain probability vs. loss probability	1.33	1.39	-0.06
Calmar ratio: Return relative to maximum drawdown	3.28	5.38	-2.10
Martin ratio: Return relative to average drawdown	10.48	19.55	-9.07

DGRS vs. SRHQ - Sharpe Ratio Comparison

The current DGRS Sharpe Ratio is 1.87, which is comparable to the SRHQ Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of DGRS and SRHQ, 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. SRHQ - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, which is greater than SRHQ's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for DGRS and SRHQ.

Drawdown Indicators

	DGRS	SRHQ	Difference
Max Drawdown Largest peak-to-trough decline	-44.83%	-18.50%	-26.33%
Max Drawdown (1Y) Largest decline over 1 year	-9.68%	-6.31%	-3.37%
Max Drawdown (3Y) Largest decline over 3 years	-27.57%	-18.50%	-9.07%
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	-0.45%	0.00%	-0.45%
Average Drawdown Average peak-to-trough decline	-6.65%	-2.97%	-3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	1.73%	+1.29%

Volatility

DGRS vs. SRHQ - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 4.12%, while SRH U.S. Quality ETF (SRHQ) has a volatility of 4.71%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than SRHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRS	SRHQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	4.71%	-0.59%
Volatility (6M) Calculated over the trailing 6-month period	10.66%	11.12%	-0.46%
Volatility (1Y) Calculated over the trailing 1-year period	16.99%	14.78%	+2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.22%	15.96%	+4.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.58%	15.96%	+7.62%

DGRS vs. SRHQ - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is higher than SRHQ's 0.35% expense ratio.

Dividends

DGRS vs. SRHQ - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 1.99%, more than SRHQ's 0.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SRHQ SRH U.S. Quality ETF	0.67%	0.76%	0.66%	0.84%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DGRS and SRHQ in my portfolio?

DGRS and SRHQ have a correlation of 0.73, 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 SRHQ?

SRHQ has higher volatility (4.71%) compared to DGRS (4.12%). In terms of maximum drawdown, DGRS dropped -44.83% vs SRHQ's -18.50%.

Which ETF is better, DGRS or SRHQ?

On 3-year performance, SRHQ leads with 19.19% vs 14.16% for DGRS. On fees, SRHQ is cheaper at 0.35% per year. On volatility, DGRS has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRS or SRHQ?

Over the 3-year period, SRHQ has performed better with a 19.19% return vs 14.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRS or SRHQ?

SRHQ is cheaper with a 0.35% expense ratio, compared with 0.38% for DGRS.

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

DGRS has the higher dividend yield at 1.99%, compared with 0.67% for SRHQ.

What is the main difference between DGRS and SRHQ?

DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index, while SRHQ tracks SRH US Quality Index - Benchmark TR Gross. They also come from different issuers: WisdomTree and SRH. Their fees differ too: 0.38% for DGRS and 0.35% for SRHQ.

Which has better risk-adjusted returns?

SRHQ currently has the higher Sharpe Ratio (2.30 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.