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DHS vs. QGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHS vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DHS achieves a 17.07% return, which is significantly higher than QGRW's 13.60% return.


DHS

1D
0.35%
1M
1.94%
6M
9.42%
YTD
17.07%
1Y
25.65%
3Y*
17.11%
5Y*
12.40%
10Y*
9.67%
ALL TIME*
8.26%

QGRW

1D
2.43%
1M
2.33%
6M
12.72%
YTD
13.60%
1Y
25.74%
3Y*
26.47%
5Y*
10Y*
ALL TIME*
32.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.47M$3.71M$2.99M
$11.72M$14.19M$19.88M

DHS vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
DHS
WisdomTree US High Dividend Fund
17.07%12.87%18.02%-0.19%-1.51%
QGRW
WisdomTree U.S. Quality Growth Fund
13.60%19.20%34.85%56.05%-3.07%

Correlation

The correlation between DHS and QGRW is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2022

0.21

The correlation between DHS and QGRW shifts across timeframes, from -0.05 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

DHS vs. QGRW - Sectors Allocation Comparison


Sectors
DHS
QGRW

Financial Services

23.2%
3.7%

Healthcare

15.9%
5.5%

Consumer Defensive

14.2%
0.5%

Utilities

8.9%
0.9%

Energy

8.2%
0.5%

Communication Services

8.2%
15.4%

Technology

7.4%
50.7%

Consumer Cyclical

5.4%
13.4%

Industrials

4.5%
9.3%

Real Estate

3.0%

-

Basic Materials

1.1%

-

Financial Services

DHS
23.2%
QGRW
3.7%

Healthcare

DHS
15.9%
QGRW
5.5%

Consumer Defensive

DHS
14.2%
QGRW
0.5%

Utilities

DHS
8.9%
QGRW
0.9%

Energy

DHS
8.2%
QGRW
0.5%

Communication Services

DHS
8.2%
QGRW
15.4%

Technology

DHS
7.4%
QGRW
50.7%

Consumer Cyclical

DHS
5.4%
QGRW
13.4%

Industrials

DHS
4.5%
QGRW
9.3%

Real Estate

DHS
3.0%
QGRW

-

Basic Materials

DHS
1.1%
QGRW

-

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Return for Risk

DHS vs. QGRW — Risk / Return Rank

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

DHS
DHS Risk / Return Rank: 9292
Overall Rank
DHS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 9494
Sortino Ratio Rank
DHS Omega Ratio Rank: 9191
Omega Ratio Rank
DHS Calmar Ratio Rank: 9191
Calmar Ratio Rank
DHS Martin Ratio Rank: 9090
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5050
Overall Rank
QGRW Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5252
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5151
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
QGRW Martin Ratio Rank: 4949
Martin Ratio Rank
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.

DHS vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) 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.


DHSQGRWDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.43

1.23

+0.20

Calmar ratioReturn relative to maximum drawdown

4.09

1.67

+2.42

Martin ratioReturn relative to average drawdown

15.00

5.72

+9.28

DHS vs. QGRW - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.48, which is higher than the QGRW Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DHS and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DHS vs. QGRW - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DHS and QGRW.


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Drawdown Indicators


DHSQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-24.40%

-42.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-15.44%

+9.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-24.40%

+12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-1.89%

-2.89%

+1.00%

Average Drawdown

Average peak-to-trough decline

-9.48%

-3.34%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

4.51%

-2.80%

Volatility

DHS vs. QGRW - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.77%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 6.27%. This indicates that DHS 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


DHSQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

6.27%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

15.99%

-8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.40%

19.53%

-9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

21.26%

-7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

21.26%

-5.16%

DHS vs. QGRW - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Dividends

DHS vs. QGRW - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.18%, more than QGRW's 0.08% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.18%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
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


DHS and QGRW have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QGRW has higher volatility (6.27%) compared to DHS (3.77%). In terms of maximum drawdown, DHS dropped -67.25% vs QGRW's -24.40%.

On 3-year performance, QGRW leads with 26.47% vs 17.11% for DHS. On fees, QGRW is cheaper at 0.28% per year. On volatility, DHS has been the lower-risk option at 3.77%. 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 26.47% return vs 17.11%. 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 0.38% for DHS.

DHS has the higher dividend yield at 3.18%, compared with 0.08% for QGRW.

DHS is categorized as Large Cap Value Equities, while QGRW is Quality Factor. DHS tracks WisdomTree U.S. High Dividend Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.38% for DHS and 0.28% for QGRW.

DHS currently has the higher Sharpe Ratio (2.48 vs 1.33), 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.

Portfolio Optimizer

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