DGS vs. QGRW
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - DGS is a Dividend fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while QGRW is a Quality Factor fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, DGS returned 11.49%/yr vs 24.09%/yr for QGRW. Their 0.58 correlation means they have sometimes moved together and sometimes differently. DGS charges 0.58%/yr vs 0.28%/yr for QGRW.
Performance
DGS vs. QGRW - Performance Comparison
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Returns By Period
In the year-to-date period, DGS achieves a 8.16% return, which is significantly lower than QGRW's 10.91% return.
DGS
- 1D
- 0.00%
- 1M
- -5.05%
- 6M
- 0.93%
- YTD
- 8.16%
- 1Y
- 15.60%
- 3Y*
- 11.49%
- 5Y*
- 6.78%
- 10Y*
- 8.21%
- ALL TIME*
- 4.63%
QGRW
- 1D
- 2.15%
- 1M
- -0.09%
- 6M
- 10.31%
- YTD
- 10.91%
- 1Y
- 22.76%
- 3Y*
- 24.09%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 31.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.57M | $2.59M | $2.98M | |
| $11.15M | $14.16M | $19.72M |
DGS vs. QGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 8.16% | 21.18% | 1.13% | 19.08% | -0.88% |
QGRW WisdomTree U.S. Quality Growth Fund | 10.91% | 19.20% | 34.85% | 56.05% | -3.07% |
Correlation
The correlation between DGS and QGRW is 0.69, 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. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022 | 0.58 |
The correlation between DGS and QGRW shifts across timeframes, from 0.58 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DGS vs. QGRW — Risk / Return Rank
DGS
QGRW
DGS vs. QGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.
| DGS | QGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.30 | +0.25 |
| Martin ratioReturn relative to average drawdown | 4.58 | 4.44 | +0.14 |
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Drawdowns
DGS vs. QGRW - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DGS and QGRW.
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Drawdown Indicators
| DGS | QGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -24.40% | -37.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -15.44% | +5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -24.40% | +5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | — | — |
Current DrawdownCurrent decline from peak | -7.35% | -5.19% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -12.51% | -3.34% | -9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 4.51% | -1.12% |
Volatility
DGS vs. QGRW - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 5.55%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 5.89%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | QGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.89% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 15.87% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.41% | 19.49% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 21.24% | -5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 21.24% | -3.90% |
DGS vs. QGRW - Expense Ratio Comparison
DGS has a 0.58% expense ratio, which is higher than QGRW's 0.28% expense ratio.
Dividends
DGS vs. QGRW - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.96%, more than QGRW's 0.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.96% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.09% | 0.14% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGS and QGRW have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QGRW has higher volatility (5.89%) compared to DGS (5.55%). In terms of maximum drawdown, DGS dropped -61.83% vs QGRW's -24.40%.
On 3-year performance, QGRW leads with 24.09% vs 11.49% for DGS. On fees, QGRW is cheaper at 0.28% per year. On volatility, DGS has been the lower-risk option at 5.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QGRW has performed better with a 24.09% return vs 11.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for DGS.
DGS has the higher dividend yield at 3.96%, compared with 0.08% for QGRW.
DGS is categorized as Dividend, while QGRW is Quality Factor. DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.58% for DGS and 0.28% for QGRW.
QGRW currently has the higher Sharpe Ratio (1.03 vs 0.89), 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.
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