DGRW vs. SQLV

Last updated Aug 6, 2026

DGRW (WisdomTree U.S. Quality Dividend Growth Fund) and SQLV (Royce Quant Small-Cap Quality Value ETF) are both Quality Factor funds. DGRW is passively managed, while SQLV is actively managed. Over the past 5 years, DGRW returned 12.01%/yr vs 8.94%/yr for SQLV. Their 0.59 correlation means they have sometimes moved together and sometimes differently. DGRW charges 0.28%/yr vs 0.60%/yr for SQLV.

Performance

DGRW vs. SQLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Royce Quant Small-Cap Quality Value ETF (SQLV). 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 lower than SQLV's 27.44% 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%

SQLV

• 1D: -0.84%
• 1M: 3.72%
• 6M: 19.69%
• YTD: 27.44%
• 1Y: 37.86%
• 3Y*: 13.77%
• 5Y*: 8.94%
• 10Y*: —
• ALL TIME*: 10.28%

*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
SQLV Royce Quant Small-Cap Quality Value ETF	$1.26M	$632.61K	$263.89K

DGRW vs. SQLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRW WisdomTree U.S. Quality Dividend Growth Fund	11.81%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	13.18%
SQLV Royce Quant Small-Cap Quality Value ETF	27.44%	2.50%	4.76%	21.21%	-12.86%	37.14%	7.13%	17.41%	-10.55%	8.84%

Correlation

The correlation between DGRW and SQLV is 0.68, 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.	0.68
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.73
Correlation (All Time) Calculated using the full available price history since Jul 13, 2017	0.59

The correlation between DGRW and SQLV shifts across timeframes, from 0.59 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.

DGRW vs. SQLV - Sectors Allocation Comparison

Sectors	DGRW	SQLV
Technology	33.8%	15.9%
Healthcare	12.8%	18.7%
Industrials	11.8%	10.3%
Communication Services	11.1%	6.0%
Financial Services	8.4%	19.0%
Consumer Cyclical	8.0%	13.8%
Consumer Defensive	6.7%	7.4%
Energy	4.5%	4.0%
Basic Materials	2.8%	3.8%
Utilities	0.2%	0.2%
Real Estate	-	0.9%

Return for Risk

DGRW vs. SQLV — 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

SQLV

SQLV Risk / Return Rank: 86
SQLV Sharpe Ratio Rank: 85
SQLV Sortino Ratio Rank: 88
SQLV Omega Ratio Rank: 80
SQLV Calmar Ratio Rank: 91
SQLV Martin Ratio Rank: 85

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. SQLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) and Royce Quant Small-Cap Quality Value ETF (SQLV). 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	SQLV	Difference
Sharpe ratio: Return per unit of total volatility	1.74	2.21	-0.46
Sortino ratio: Return per unit of downside risk	2.48	3.24	-0.76
Omega ratio: Gain probability vs. loss probability	1.32	1.37	-0.05
Calmar ratio: Return relative to maximum drawdown	2.20	4.30	-2.10
Martin ratio: Return relative to average drawdown	8.89	13.51	-4.62

DGRW vs. SQLV - Sharpe Ratio Comparison

The current DGRW Sharpe Ratio is 1.74, which is comparable to the SQLV Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DGRW and SQLV, 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. SQLV - Drawdown Comparison

The maximum DGRW drawdown since its inception was -32.04%, smaller than the maximum SQLV drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for DGRW and SQLV.

Drawdown Indicators

	DGRW	SQLV	Difference
Max Drawdown Largest peak-to-trough decline	-32.04%	-48.34%	+16.30%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-8.84%	+0.54%
Max Drawdown (3Y) Largest decline over 3 years	-16.21%	-26.86%	+10.65%
Max Drawdown (5Y) Largest decline over 5 years	-17.27%	-26.86%	+9.59%
Max Drawdown (10Y) Largest decline over 10 years	-32.04%	—	—
Current Drawdown Current decline from peak	0.00%	-0.84%	+0.84%
Average Drawdown Average peak-to-trough decline	-3.00%	-8.79%	+5.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.81%	-0.76%

Volatility

DGRW vs. SQLV - Volatility Comparison

The current volatility for WisdomTree U.S. Quality Dividend Growth Fund (DGRW) is 3.47%, while Royce Quant Small-Cap Quality Value ETF (SQLV) has a volatility of 5.16%. This indicates that DGRW experiences smaller price fluctuations and is considered to be less risky than SQLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRW	SQLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	5.16%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	8.54%	11.81%	-3.27%
Volatility (1Y) Calculated over the trailing 1-year period	10.47%	17.25%	-6.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	20.92%	-6.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.20%	23.25%	-7.05%

DGRW vs. SQLV - Expense Ratio Comparison

DGRW has a 0.28% expense ratio, which is lower than SQLV's 0.60% expense ratio.

Dividends

DGRW vs. SQLV - Dividend Comparison

DGRW's dividend yield for the trailing twelve months is around 1.24%, more than SQLV's 0.92% 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%
SQLV Royce Quant Small-Cap Quality Value ETF	0.92%	1.15%	1.11%	1.09%	1.24%	1.12%	1.22%	1.20%	1.08%	0.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DGRW and SQLV in my portfolio?

DGRW and SQLV have a correlation of 0.68, 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 SQLV?

SQLV has higher volatility (5.16%) compared to DGRW (3.47%). In terms of maximum drawdown, DGRW dropped -32.04% vs SQLV's -48.34%.

Which ETF is better, DGRW or SQLV?

On 5-year performance, DGRW leads with 12.01% vs 8.94% for SQLV. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRW or SQLV?

Over the 5-year period, DGRW has performed better with a 12.01% return vs 8.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRW or SQLV?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.60% for SQLV.

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

DGRW has the higher dividend yield at 1.24%, compared with 0.92% for SQLV.

What is the main difference between DGRW and SQLV?

They also come from different issuers: WisdomTree and Franklin Templeton. Their fees differ too: 0.28% for DGRW and 0.60% for SQLV.

Which has better risk-adjusted returns?

SQLV currently has the higher Sharpe Ratio (2.21 vs 1.74), 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.