DOL vs. QGRW

Last updated Aug 2, 2026

DOL (WisdomTree International LargeCap Dividend Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - DOL is a Foreign Large Cap Equities fund tracking the WisdomTree International LargeCap 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, DOL returned 20.19%/yr vs 24.09%/yr for QGRW. Their 0.53 correlation means they have sometimes moved together and sometimes differently. DOL charges 0.48%/yr vs 0.28%/yr for QGRW.

Performance

DOL vs. QGRW - Performance Comparison

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

Returns By Period

In the year-to-date period, DOL achieves a 16.45% return, which is significantly higher than QGRW's 10.91% return.

DOL

• 1D: -0.14%
• 1M: 1.53%
• 6M: 9.92%
• YTD: 16.45%
• 1Y: 31.66%
• 3Y*: 20.19%
• 5Y*: 12.84%
• 10Y*: 9.88%
• ALL TIME*: 5.86%

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%

*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)
DOL WisdomTree International LargeCap Dividend Fund	$706.22K	$768.00K	$1.02M
QGRW WisdomTree U.S. Quality Growth Fund	$11.15M	$14.16M	$19.72M

DOL vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DOL WisdomTree International LargeCap Dividend Fund	16.45%	37.35%	4.08%	16.77%	-2.09%
QGRW WisdomTree U.S. Quality Growth Fund	10.91%	19.20%	34.85%	56.05%	-3.07%

Correlation

The correlation between DOL and QGRW is 0.64, 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.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.53

The correlation between DOL and QGRW shifts across timeframes, from 0.52 (3 years) to 0.64 (1 year), reflecting how their relationship changes across market environments.

DOL vs. QGRW - Sectors Allocation Comparison

Sectors	DOL	QGRW
Financial Services	24.6%	3.7%
Technology	17.6%	50.7%
Industrials	15.0%	9.3%
Healthcare	8.0%	5.5%
Consumer Defensive	7.5%	0.5%
Consumer Cyclical	7.4%	13.4%
Utilities	5.6%	0.9%
Communication Services	4.8%	15.4%
Basic Materials	4.8%	-
Energy	3.7%	0.5%
Real Estate	1.0%	-

Return for Risk

DOL vs. QGRW — Risk / Return Rank

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

DOL

DOL Risk / Return Rank: 82
DOL Sharpe Ratio Rank: 85
DOL Sortino Ratio Rank: 83
DOL Omega Ratio Rank: 84
DOL Calmar Ratio Rank: 78
DOL Martin Ratio Rank: 80

QGRW

QGRW Risk / Return Rank: 40
QGRW Sharpe Ratio Rank: 42
QGRW Sortino Ratio Rank: 41
QGRW Omega Ratio Rank: 39
QGRW Calmar Ratio Rank: 38
QGRW Martin Ratio Rank: 41

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.

DOL vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) 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.

	DOL	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.99	1.03	+0.96
Sortino ratio: Return per unit of downside risk	2.72	1.50	+1.22
Omega ratio: Gain probability vs. loss probability	1.36	1.19	+0.17
Calmar ratio: Return relative to maximum drawdown	2.79	1.30	+1.49
Martin ratio: Return relative to average drawdown	10.46	4.44	+6.02

DOL vs. QGRW - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.99, which is higher than the QGRW Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DOL 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.

Drawdowns

DOL vs. QGRW - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DOL and QGRW.

Drawdown Indicators

	DOL	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-24.40%	-36.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-15.44%	+4.11%
Max Drawdown (3Y) Largest decline over 3 years	-12.44%	-24.40%	+11.96%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	—	—
Current Drawdown Current decline from peak	-0.14%	-5.19%	+5.05%
Average Drawdown Average peak-to-trough decline	-13.54%	-3.34%	-10.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	4.51%	-1.50%

Volatility

DOL vs. QGRW - Volatility Comparison

The current volatility for WisdomTree International LargeCap Dividend Fund (DOL) is 4.39%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 5.89%. This indicates that DOL 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.

Volatility by Period

	DOL	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	5.89%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	14.00%	15.87%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	15.88%	19.49%	-3.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	21.24%	-5.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.39%	21.24%	-4.85%

DOL vs. QGRW - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than QGRW's 0.28% expense ratio.

Dividends

DOL vs. QGRW - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.45%, more than QGRW's 0.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.45%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
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

Can I hold both DOL and QGRW in my portfolio?

DOL and QGRW have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOL or QGRW?

QGRW has higher volatility (5.89%) compared to DOL (4.39%). In terms of maximum drawdown, DOL dropped -60.79% vs QGRW's -24.40%.

Which ETF is better, DOL or QGRW?

On 3-year performance, QGRW leads with 24.09% vs 20.19% for DOL. On fees, QGRW is cheaper at 0.28% per year. On volatility, DOL has been the lower-risk option at 4.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DOL or QGRW?

Over the 3-year period, QGRW has performed better with a 24.09% return vs 20.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOL or QGRW?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.48% for DOL.

Which ETF pays a higher dividend yield, DOL or QGRW?

DOL has the higher dividend yield at 2.45%, compared with 0.08% for QGRW.

What is the main difference between DOL and QGRW?

DOL is categorized as Foreign Large Cap Equities, while QGRW is Quality Factor. DOL tracks WisdomTree International LargeCap Dividend Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.48% for DOL and 0.28% for QGRW.

Which has better risk-adjusted returns?

DOL currently has the higher Sharpe Ratio (1.99 vs 1.03), 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.