DGRS vs. XSVM
Compare and contrast key facts about WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
DGRS and XSVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005. Both DGRS and XSVM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRS or XSVM.
Key characteristics
| DGRS | XSVM | |
|---|---|---|
| YTD Return | -0.92% | -0.30% |
| 1Y Return | 18.10% | 23.90% |
| 3Y Return (Ann) | 2.89% | 4.60% |
| 5Y Return (Ann) | 8.17% | 14.21% |
| 10Y Return (Ann) | 7.89% | 10.14% |
| Sharpe Ratio | 0.98 | 1.19 |
| Daily Std Dev | 18.69% | 20.35% |
| Max Drawdown | -44.83% | -62.57% |
| Current Drawdown | -5.66% | -5.53% |
Correlation
The correlation between DGRS and XSVM is 0.89, 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.
Performance
DGRS vs. XSVM - Performance Comparison
In the year-to-date period, DGRS achieves a -0.92% return, which is significantly lower than XSVM's -0.30% return. Over the past 10 years, DGRS has underperformed XSVM with an annualized return of 7.89%, while XSVM has yielded a comparatively higher 10.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGRS vs. XSVM - Expense Ratio Comparison
DGRS has a 0.38% expense ratio, which is lower than XSVM's 0.39% expense ratio.
Risk-Adjusted Performance
DGRS vs. XSVM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US 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.
Dividends
DGRS vs. XSVM - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.36%, more than XSVM's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | 2.36% | 2.36% | 2.88% | 2.19% | 2.31% | 2.39% | 2.63% | 2.08% | 1.82% | 2.54% | 2.06% | 0.49% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.50% | 1.31% | 1.79% | 1.23% | 1.21% | 1.21% | 2.54% | 1.90% | 2.29% | 2.68% | 1.31% | 1.15% |
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. For additional features, visit the drawdowns tool.
Volatility
DGRS vs. XSVM - Volatility Comparison
The current volatility for WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) is 4.72%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 5.56%. 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.