DGRW vs. QLVD

Last updated Aug 6, 2026

DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and QLVD (FlexShares Developed Markets ex-US Quality Low Volatility Index Fund) are both Quality Factor funds - DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index while QLVD tracks the Northern Trust Developed Markets ex US Quality Low Volatility Index. Both are passively managed. Over the past 5 years, DGRW returned 12.01%/yr vs 7.02%/yr for QLVD. Their 0.69 correlation means they have sometimes moved together and sometimes differently. DGRW charges 0.28%/yr vs 0.32%/yr for QLVD.

Performance

DGRW vs. QLVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRW achieves a 11.81% return, which is significantly higher than QLVD's 9.41% return.

DGRW

• 1D: 0.09%
• 1M: 3.29%
• 6M: 8.53%
• YTD: 11.81%
• 1Y: 18.19%
• 3Y*: 15.89%
• 5Y*: 12.01%
• 10Y*: 13.97%
• ALL TIME*: 13.18%

QLVD

• 1D: -0.38%
• 1M: 3.28%
• 6M: 4.96%
• YTD: 9.41%
• 1Y: 14.74%
• 3Y*: 14.17%
• 5Y*: 7.02%
• 10Y*: —
• ALL TIME*: 7.49%

*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)
DGRW WisdomTree U.S. Quality Dividend Growth Fund	$56.42M	$51.49M	$56.26M
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund	$71.82K	$54.04K	$58.79K

DGRW vs. QLVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DGRW WisdomTree U.S. Quality Dividend Growth Fund	11.81%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	9.50%
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund	9.41%	24.21%	4.67%	11.57%	-12.09%	9.04%	3.00%	6.26%

Correlation

The correlation between DGRW and QLVD is 0.60, 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.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.60
Correlation (5Y) Shows whether the relationship held over a longer period.	0.67
Correlation (All Time) Calculated using the full available price history since Jul 16, 2019	0.69

The correlation between DGRW and QLVD has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

DGRW vs. QLVD - Sectors Allocation Comparison

Sectors	DGRW	QLVD
Technology	33.8%	6.7%
Healthcare	12.8%	9.5%
Industrials	11.8%	14.7%
Communication Services	11.1%	5.3%
Financial Services	8.4%	23.5%
Consumer Cyclical	8.0%	4.3%
Consumer Defensive	6.7%	11.3%
Energy	4.5%	5.4%
Basic Materials	2.8%	3.9%
Utilities	0.2%	7.3%
Real Estate	-	5.0%

Return for Risk

DGRW vs. QLVD — Risk / Return Rank

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

DGRW

DGRW Risk / Return Rank: 64
DGRW Sharpe Ratio Rank: 65
DGRW Sortino Ratio Rank: 66
DGRW Omega Ratio Rank: 67
DGRW Calmar Ratio Rank: 54
DGRW Martin Ratio Rank: 65

QLVD

QLVD Risk / Return Rank: 47
QLVD Sharpe Ratio Rank: 49
QLVD Sortino Ratio Rank: 50
QLVD Omega Ratio Rank: 49
QLVD Calmar Ratio Rank: 44
QLVD Martin Ratio Rank: 40

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.

DGRW vs. QLVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). 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.

	DGRW	QLVD	Difference
Sharpe ratio: Return per unit of total volatility	1.74	1.41	+0.33
Sortino ratio: Return per unit of downside risk	2.48	2.05	+0.43
Omega ratio: Gain probability vs. loss probability	1.32	1.26	+0.07
Calmar ratio: Return relative to maximum drawdown	2.20	1.82	+0.38
Martin ratio: Return relative to average drawdown	8.89	4.74	+4.15

DGRW vs. QLVD - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 1.74, which is comparable to the QLVD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DGRW and QLVD, 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

DGRW vs. QLVD - Drawdown Comparison

The maximum DGRW drawdown since its inception was -32.04%, which is greater than QLVD's maximum drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for DGRW and QLVD.

Drawdown Indicators

	DGRW	QLVD	Difference
Max Drawdown Largest peak-to-trough decline	-32.04%	-28.20%	-3.84%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-8.15%	-0.15%
Max Drawdown (3Y) Largest decline over 3 years	-16.21%	-9.18%	-7.03%
Max Drawdown (5Y) Largest decline over 5 years	-17.27%	-23.99%	+6.72%
Max Drawdown (10Y) Largest decline over 10 years	-32.04%	—	—
Current Drawdown Current decline from peak	0.00%	-0.99%	+0.99%
Average Drawdown Average peak-to-trough decline	-3.00%	-5.20%	+2.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	3.12%	-1.07%

Volatility

DGRW vs. QLVD - Volatility Comparison

WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a higher volatility of 3.47% compared to FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) at 2.63%. This indicates that DGRW's price experiences larger fluctuations and is considered to be riskier than QLVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRW	QLVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	2.63%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	8.54%	8.74%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	10.47%	10.49%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	11.77%	+2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.20%	13.89%	+2.31%

DGRW vs. QLVD - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is lower than QLVD's 0.32% expense ratio.

Dividends

DGRW vs. QLVD - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.24%, less than QLVD's 2.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.24%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund	2.93%	2.87%	3.01%	3.33%	2.47%	3.06%	1.78%	1.06%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DGRW and QLVD in my portfolio?

DGRW and QLVD have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGRW or QLVD?

DGRW has higher volatility (3.47%) compared to QLVD (2.63%). In terms of maximum drawdown, DGRW dropped -32.04% vs QLVD's -28.20%.

Which ETF is better, DGRW or QLVD?

On 5-year performance, DGRW leads with 12.01% vs 7.02% for QLVD. On fees, DGRW is cheaper at 0.28% per year. On volatility, QLVD has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRW or QLVD?

Over the 5-year period, DGRW has performed better with a 12.01% return vs 7.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRW or QLVD?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.32% for QLVD.

Which ETF pays a higher dividend yield, DGRW or QLVD?

QLVD has the higher dividend yield at 2.93%, compared with 1.24% for DGRW.

What is the main difference between DGRW and QLVD?

DGRW tracks WisdomTree U.S. Quality Dividend Growth Index, while QLVD tracks Northern Trust Developed Markets ex US Quality Low Volatility Index. They also come from different issuers: WisdomTree and Northern Trust. Their fees differ too: 0.28% for DGRW and 0.32% for QLVD.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (1.74 vs 1.41), 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.