DGRW vs. QUS

Last updated Jun 4, 2026

DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and QUS (SPDR MSCI USA StrategicFactors ETF) are both exchange-traded funds - DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while QUS is a Large Cap Growth Equities fund tracking the MSCI USA Factor Mix A-Series Capped (USD). Both are passively managed. Over the past 10 years, DGRW returned 14.15%/yr vs 13.67%/yr for QUS. Their correlation of 0.87 suggests significant overlap in exposure. DGRW charges 0.28%/yr vs 0.15%/yr for QUS.

Performance

DGRW vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRW achieves a 9.10% return, which is significantly higher than QUS's 6.67% return. Both investments have delivered pretty close results over the past 10 years, with DGRW having a 14.15% annualized return and QUS not far behind at 13.67%.

DGRW

• 1D: -0.83%
• 1M: 4.06%
• YTD: 9.10%
• 6M: 8.62%
• 1Y: 20.79%
• 3Y*: 16.64%
• 5Y*: 12.17%
• 10Y*: 14.15%

QUS

• 1D: -0.43%
• 1M: 2.68%
• YTD: 6.67%
• 6M: 6.93%
• 1Y: 17.65%
• 3Y*: 17.53%
• 5Y*: 11.08%
• 10Y*: 13.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRW vs. QUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRW WisdomTree U.S. Quality Dividend Growth Fund	9.10%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%
QUS SPDR MSCI USA StrategicFactors ETF	6.67%	14.13%	18.99%	21.78%	-14.15%	26.72%	12.40%	32.45%	-3.66%	21.67%

Correlation

The correlation between DGRW and QUS is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Apr 17, 2015	0.87

The correlation between DGRW and QUS has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

DGRW vs. QUS - Sectors Allocation Comparison

Sectors	DGRW	QUS
Technology	32.1%	26.3%
Healthcare	12.8%	13.4%
Financial Services	11.3%	14.6%
Communication Services	10.1%	10.2%
Industrials	9.9%	8.6%
Consumer Cyclical	7.1%	5.8%
Consumer Defensive	6.7%	9.2%
Energy	5.0%	4.6%
Basic Materials	3.3%	2.3%
Utilities	0.2%	3.6%
Real Estate	-	1.4%

Return for Risk

DGRW vs. QUS — Risk / Return Rank

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

DGRW

DGRW Risk / Return Rank: 60
DGRW Sharpe Ratio Rank: 61
DGRW Sortino Ratio Rank: 65
DGRW Omega Ratio Rank: 63
DGRW Calmar Ratio Rank: 50
DGRW Martin Ratio Rank: 61

QUS

QUS Risk / Return Rank: 57
QUS Sharpe Ratio Rank: 56
QUS Sortino Ratio Rank: 58
QUS Omega Ratio Rank: 55
QUS Calmar Ratio Rank: 52
QUS Martin Ratio Rank: 63

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.

DGRW vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.

	DGRW	QUS	Difference
Sharpe ratio: Return per unit of total volatility	2.12	1.95	+0.17
Sortino ratio: Return per unit of downside risk	3.09	2.81	+0.28
Omega ratio: Gain probability vs. loss probability	1.39	1.35	+0.04
Calmar ratio: Return relative to maximum drawdown	2.52	2.59	-0.07
Martin ratio: Return relative to average drawdown	11.03	11.54	-0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRW vs. QUS - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 2.12, which is comparable to the QUS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of DGRW and QUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGRW	QUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	1.95	+0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.78	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.83	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.77	+0.08

Drawdowns

DGRW vs. QUS - Drawdown Comparison

The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for DGRW and QUS.

Drawdown Indicators

	DGRW	QUS	Difference
Max Drawdown Largest peak-to-trough decline	-32.04%	-33.78%	+1.74%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-6.85%	-1.45%
Max Drawdown (3Y) Largest decline over 3 years	-16.21%	-13.94%	-2.27%
Max Drawdown (5Y) Largest decline over 5 years	-17.27%	-22.30%	+5.03%
Max Drawdown (10Y) Largest decline over 10 years	-32.04%	-33.78%	+1.74%
Current Drawdown Current decline from peak	-0.83%	-0.50%	-0.33%
Average Drawdown Average peak-to-trough decline	-3.01%	-3.70%	+0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.53%	+0.36%

Volatility

DGRW vs. QUS - Volatility Comparison

WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a higher volatility of 2.47% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 1.78%. This indicates that DGRW's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRW	QUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	1.78%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	7.64%	6.66%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	9.09%	+0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	14.33%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	16.42%	-0.21%

DGRW vs. QUS - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is higher than QUS's 0.15% expense ratio.

Dividends

DGRW vs. QUS - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.27%, less than QUS's 1.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.27%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
QUS SPDR MSCI USA StrategicFactors ETF	1.31%	1.38%	1.49%	1.57%	1.68%	1.27%	1.73%	1.81%	2.12%	1.86%	2.07%	1.48%

Frequently Asked Questions

Can I hold both DGRW and QUS in my portfolio?

With a correlation of 0.91, DGRW and QUS 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.

Which is riskier, DGRW or QUS?

DGRW has higher volatility (2.47%) compared to QUS (1.78%). In terms of maximum drawdown, DGRW dropped -32.04% vs QUS's -33.78%.

Which ETF is better, DGRW or QUS?

On 10-year performance, DGRW leads with 14.15% vs 13.67% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRW or QUS?

Over the 10-year period, DGRW has performed better with a 14.15% return vs 13.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRW or QUS?

QUS is cheaper with a 0.15% expense ratio, compared with 0.28% for DGRW.

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

QUS has the higher dividend yield at 1.31%, compared with 1.27% for DGRW.

What is the main difference between DGRW and QUS?

DGRW is categorized as Dividend, while QUS is Large Cap Growth Equities. DGRW tracks WisdomTree U.S. Quality Dividend Growth Index, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.28% for DGRW and 0.15% for QUS.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (2.12 vs 1.95), 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.