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DGRS vs. VTWV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGRS and VTWV is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DGRS vs. VTWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Vanguard Russell 2000 Value ETF (VTWV). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
128.90%
98.58%
DGRS
VTWV

Key characteristics

Sharpe Ratio

DGRS:

-0.31

VTWV:

-0.12

Sortino Ratio

DGRS:

-0.31

VTWV:

-0.00

Omega Ratio

DGRS:

0.96

VTWV:

1.00

Calmar Ratio

DGRS:

-0.25

VTWV:

-0.10

Martin Ratio

DGRS:

-0.75

VTWV:

-0.31

Ulcer Index

DGRS:

9.28%

VTWV:

8.69%

Daily Std Dev

DGRS:

22.41%

VTWV:

23.55%

Max Drawdown

DGRS:

-44.83%

VTWV:

-45.73%

Current Drawdown

DGRS:

-22.45%

VTWV:

-19.58%

Returns By Period

In the year-to-date period, DGRS achieves a -14.62% return, which is significantly lower than VTWV's -11.57% return. Over the past 10 years, DGRS has outperformed VTWV with an annualized return of 6.41%, while VTWV has yielded a comparatively lower 5.52% annualized return.


DGRS

YTD

-14.62%

1M

-8.07%

6M

-13.00%

1Y

-6.14%

5Y*

13.93%

10Y*

6.41%

VTWV

YTD

-11.57%

1M

-6.45%

6M

-11.31%

1Y

-1.78%

5Y*

13.53%

10Y*

5.52%

*Annualized

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DGRS vs. VTWV - Expense Ratio Comparison

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


Expense ratio chart for DGRS: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGRS: 0.38%
Expense ratio chart for VTWV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWV: 0.15%

Risk-Adjusted Performance

DGRS vs. VTWV — Risk-Adjusted Performance Rank

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

DGRS
The Risk-Adjusted Performance Rank of DGRS is 88
Overall Rank
The Sharpe Ratio Rank of DGRS is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRS is 88
Sortino Ratio Rank
The Omega Ratio Rank of DGRS is 88
Omega Ratio Rank
The Calmar Ratio Rank of DGRS is 77
Calmar Ratio Rank
The Martin Ratio Rank of DGRS is 88
Martin Ratio Rank

VTWV
The Risk-Adjusted Performance Rank of VTWV is 1414
Overall Rank
The Sharpe Ratio Rank of VTWV is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWV is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VTWV is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VTWV is 1313
Calmar Ratio Rank
The Martin Ratio Rank of VTWV is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGRS vs. VTWV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Vanguard Russell 2000 Value ETF (VTWV). 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.


The chart of Sharpe ratio for DGRS, currently valued at -0.31, compared to the broader market-1.000.001.002.003.004.00
DGRS: -0.31
VTWV: -0.12
The chart of Sortino ratio for DGRS, currently valued at -0.31, compared to the broader market-2.000.002.004.006.008.00
DGRS: -0.31
VTWV: -0.00
The chart of Omega ratio for DGRS, currently valued at 0.96, compared to the broader market0.501.001.502.00
DGRS: 0.96
VTWV: 1.00
The chart of Calmar ratio for DGRS, currently valued at -0.25, compared to the broader market0.002.004.006.008.0010.0012.00
DGRS: -0.25
VTWV: -0.10
The chart of Martin ratio for DGRS, currently valued at -0.75, compared to the broader market0.0020.0040.0060.00
DGRS: -0.75
VTWV: -0.31

The current DGRS Sharpe Ratio is -0.31, which is lower than the VTWV Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of DGRS and VTWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.31
-0.12
DGRS
VTWV

Dividends

DGRS vs. VTWV - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.51%, more than VTWV's 2.16% yield.


TTM20242023202220212020201920182017201620152014
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund
2.51%2.15%2.36%2.88%2.19%2.32%2.39%2.64%2.09%1.82%2.55%2.07%
VTWV
Vanguard Russell 2000 Value ETF
2.16%1.78%2.02%2.07%1.60%1.49%1.82%2.04%1.63%1.57%2.03%1.71%

Drawdowns

DGRS vs. VTWV - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, roughly equal to the maximum VTWV drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for DGRS and VTWV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.45%
-19.58%
DGRS
VTWV

Volatility

DGRS vs. VTWV - Volatility Comparison

WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Vanguard Russell 2000 Value ETF (VTWV) have volatilities of 12.85% and 13.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.85%
13.21%
DGRS
VTWV