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

Correlation

The correlation between DGRS and XSVM is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DGRS vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US 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.

120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
129.61%
167.65%
DGRS
XSVM

Key characteristics

Sharpe Ratio

DGRS:

-0.30

XSVM:

-0.47

Sortino Ratio

DGRS:

-0.29

XSVM:

-0.55

Omega Ratio

DGRS:

0.97

XSVM:

0.93

Calmar Ratio

DGRS:

-0.24

XSVM:

-0.44

Martin Ratio

DGRS:

-0.72

XSVM:

-1.17

Ulcer Index

DGRS:

9.28%

XSVM:

9.76%

Daily Std Dev

DGRS:

22.41%

XSVM:

24.35%

Max Drawdown

DGRS:

-44.83%

XSVM:

-62.57%

Current Drawdown

DGRS:

-22.21%

XSVM:

-19.90%

Returns By Period

In the year-to-date period, DGRS achieves a -14.36% return, which is significantly lower than XSVM's -11.20% return. Over the past 10 years, DGRS has underperformed XSVM with an annualized return of 6.43%, while XSVM has yielded a comparatively higher 8.34% annualized return.


DGRS

YTD

-14.36%

1M

-8.09%

6M

-12.73%

1Y

-6.13%

5Y*

12.88%

10Y*

6.43%

XSVM

YTD

-11.20%

1M

-5.97%

6M

-9.52%

1Y

-11.08%

5Y*

19.15%

10Y*

8.34%

*Annualized

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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.


Expense ratio chart for XSVM: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSVM: 0.39%
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%

Risk-Adjusted Performance

DGRS vs. XSVM — 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 99
Overall Rank
The Sharpe Ratio Rank of DGRS is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRS is 99
Sortino Ratio Rank
The Omega Ratio Rank of DGRS is 99
Omega Ratio Rank
The Calmar Ratio Rank of DGRS is 88
Calmar Ratio Rank
The Martin Ratio Rank of DGRS is 99
Martin Ratio Rank

XSVM
The Risk-Adjusted Performance Rank of XSVM is 55
Overall Rank
The Sharpe Ratio Rank of XSVM is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of XSVM is 55
Sortino Ratio Rank
The Omega Ratio Rank of XSVM is 55
Omega Ratio Rank
The Calmar Ratio Rank of XSVM is 33
Calmar Ratio Rank
The Martin Ratio Rank of XSVM is 44
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. 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.


The chart of Sharpe ratio for DGRS, currently valued at -0.30, compared to the broader market-1.000.001.002.003.004.00
DGRS: -0.30
XSVM: -0.47
The chart of Sortino ratio for DGRS, currently valued at -0.29, compared to the broader market-2.000.002.004.006.008.00
DGRS: -0.29
XSVM: -0.55
The chart of Omega ratio for DGRS, currently valued at 0.97, compared to the broader market0.501.001.502.00
DGRS: 0.97
XSVM: 0.93
The chart of Calmar ratio for DGRS, currently valued at -0.24, compared to the broader market0.002.004.006.008.0010.0012.00
DGRS: -0.24
XSVM: -0.44
The chart of Martin ratio for DGRS, currently valued at -0.72, compared to the broader market0.0020.0040.0060.00
DGRS: -0.72
XSVM: -1.17

The current DGRS Sharpe Ratio is -0.30, which is higher than the XSVM Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of DGRS and XSVM, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.30
-0.47
DGRS
XSVM

Dividends

DGRS vs. XSVM - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.82%, more than XSVM's 2.29% yield.


TTM20242023202220212020201920182017201620152014
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund
2.82%2.15%2.36%2.88%2.19%2.32%2.39%2.64%2.08%1.82%2.55%2.07%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%1.32%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.21%
-19.90%
DGRS
XSVM

Volatility

DGRS vs. XSVM - Volatility Comparison

WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Invesco S&P SmallCap Value with Momentum ETF (XSVM) have volatilities of 12.85% and 12.89%, 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%NovemberDecember2025FebruaryMarchApril
12.85%
12.89%
DGRS
XSVM