PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DGRS vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRS vs. XSVM

Last updated Jun 23, 2026

DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) are both exchange-traded funds - DGRS is a Small Cap Value Equities fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index, while XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index. Both are passively managed. Over the past 10 years, DGRS returned 10.17%/yr vs 13.24%/yr for XSVM. Their correlation of 0.90 suggests significant overlap in exposure. DGRS charges 0.38%/yr vs 0.37%/yr for XSVM.

Performance

DGRS vs. XSVM - 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 Invesco S&P SmallCap Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DGRS achieves a 17.80% return, which is significantly lower than XSVM's 20.07% return. Over the past 10 years, DGRS has underperformed XSVM with an annualized return of 10.17%, while XSVM has yielded a comparatively higher 13.24% annualized return.

DGRS

1D
0.12%
1M
3.82%
YTD
17.80%
6M
15.58%
1Y
30.62%
3Y*
15.27%
5Y*
7.27%
10Y*
10.17%

XSVM

1D
-0.05%
1M
2.87%
YTD
20.07%
6M
17.31%
1Y
39.24%
3Y*
17.36%
5Y*
8.01%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRS vs. XSVM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		17.80%-0.43%10.40%21.16%-13.11%23.11%7.86%24.20%-10.75%7.25%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		20.07%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%

Correlation

The correlation between DGRS and XSVM is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

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

0.90

The correlation between DGRS and XSVM has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

DGRS vs. XSVM - Sectors Allocation Comparison

Sectors
DGRS
XSVM

Financial Services

25.5%
38.7%

Industrials

19.1%
6.3%

Consumer Cyclical

16.1%
17.4%

Energy

10.8%
9.3%

Technology

9.2%
9.5%

Basic Materials

8.1%
2.0%

Consumer Defensive

6.3%
6.9%

Communication Services

1.9%
2.8%

Real Estate

1.8%
4.8%

Healthcare

1.2%
1.1%

Utilities

0.2%
1.2%

Financial Services

DGRS
25.5%
XSVM
38.7%

Industrials

DGRS
19.1%
XSVM
6.3%

Consumer Cyclical

DGRS
16.1%
XSVM
17.4%

Energy

DGRS
10.8%
XSVM
9.3%

Technology

DGRS
9.2%
XSVM
9.5%

Basic Materials

DGRS
8.1%
XSVM
2.0%

Consumer Defensive

DGRS
6.3%
XSVM
6.9%

Communication Services

DGRS
1.9%
XSVM
2.8%

Real Estate

DGRS
1.8%
XSVM
4.8%

Healthcare

DGRS
1.2%
XSVM
1.1%

Utilities

DGRS
0.2%
XSVM
1.2%

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

Invesco S&P SmallCap Value with Momentum ETF

Often compared with DGRS:
DGRS vs. DGRWDGRS vs. RMTDGRS vs. SCHDDGRS vs. SPYDGRS vs. VBRDGRS vs. CALFDGRS vs. VB
Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. RYPRXXSVM vs. SVAL

Return for Risk

DGRS vs. XSVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRS
DGRS Risk / Return Rank: 5656
Overall Rank
DGRS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 5757
Sortino Ratio Rank
DGRS Omega Ratio Rank: 4949
Omega Ratio Rank
DGRS Calmar Ratio Rank: 6666
Calmar Ratio Rank
DGRS Martin Ratio Rank: 5757
Martin Ratio Rank
XSVM
XSVM Risk / Return Rank: 7070
Overall Rank
XSVM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7070
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6464
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7878
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRS vs. XSVM - 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 Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.

DGRSXSVMDifference
Sharpe ratioReturn per unit of total volatility
1.72
2.13

-0.41

Sortino ratioReturn per unit of downside risk
2.63
3.06

-0.43

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

3.18

3.91

-0.73

Martin ratioReturn relative to average drawdown

9.80

12.10

-2.30

DGRS vs. XSVM - Sharpe Ratio Comparison

The current DGRS Sharpe Ratio is 1.72, which is comparable to the XSVM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of DGRS and XSVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

DGRS vs. XSVM - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for DGRS and XSVM.

Loading charts...

Drawdown Indicators

DGRSXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

-62.57%

+17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-10.08%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-26.21%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-26.21%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

-49.02%

+4.19%

Current Drawdown

Current decline from peak

-0.67%

-1.49%

+0.82%

Average Drawdown

Average peak-to-trough decline

-6.70%

-11.54%

+4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.25%

-0.12%

Volatility

DGRS vs. XSVM - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) is 3.99%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 4.60%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DGRSXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

4.60%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

12.27%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

18.57%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

22.55%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.64%

25.09%

-1.45%

DGRS vs. XSVM - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is higher than XSVM's 0.37% expense ratio.

Dividends

DGRS vs. XSVM - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.15%, less than XSVM's 2.23% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		2.15%2.68%2.15%2.36%2.88%2.19%2.32%2.39%2.64%1.90%1.82%2.55%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		2.23%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions

With a correlation of 0.93, DGRS and XSVM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XSVM has higher volatility (4.60%) compared to DGRS (3.99%). In terms of maximum drawdown, DGRS dropped -44.83% vs XSVM's -62.57%.

On 10-year performance, XSVM leads with 13.24% vs 10.17% for DGRS. On fees, XSVM is cheaper at 0.37% per year. On volatility, DGRS has been the lower-risk option at 3.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XSVM has performed better with a 13.24% return vs 10.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSVM is cheaper with a 0.37% expense ratio, compared with 0.38% for DGRS.

XSVM has the higher dividend yield at 2.23%, compared with 2.15% for DGRS.

DGRS is categorized as Small Cap Value Equities, while XSVM is Momentum. DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index, while XSVM tracks S&P SmallCap 600 High Momentum Value Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.38% for DGRS and 0.37% for XSVM.

XSVM currently has the higher Sharpe Ratio (2.13 vs 1.72), 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.

Portfolio Optimizer

Find the right allocation for DGRS and XSVM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer