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DON vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DON vs. QGRW - Performance Comparison

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

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DON vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
DON
WisdomTree US MidCap Dividend ETF
2.25%3.86%14.20%14.04%-0.51%
QGRW
WisdomTree U.S. Quality Growth Fund
-8.93%19.20%34.85%56.05%-3.30%

Returns By Period

In the year-to-date period, DON achieves a 2.25% return, which is significantly higher than QGRW's -8.93% return.


DON

1D
1.78%
1M
-5.15%
YTD
2.25%
6M
1.70%
1Y
8.75%
3Y*
11.36%
5Y*
7.79%
10Y*
8.98%

QGRW

1D
4.34%
1M
-5.68%
YTD
-8.93%
6M
-6.77%
1Y
21.81%
3Y*
23.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DON vs. QGRW - Expense Ratio Comparison

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


Return for Risk

DON vs. QGRW — Risk / Return Rank

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

DON
DON Risk / Return Rank: 2929
Overall Rank
DON Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DON Sortino Ratio Rank: 2929
Sortino Ratio Rank
DON Omega Ratio Rank: 2828
Omega Ratio Rank
DON Calmar Ratio Rank: 3030
Calmar Ratio Rank
DON Martin Ratio Rank: 3131
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5757
Overall Rank
QGRW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5959
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5757
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5959
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5858
Martin Ratio Rank
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.

DON vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) 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.


DONQGRWDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.91

-0.43

Sortino ratio

Return per unit of downside risk

0.81

1.44

-0.64

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.69

1.40

-0.71

Martin ratio

Return relative to average drawdown

2.61

5.31

-2.70

DON vs. QGRW - Sharpe Ratio Comparison

The current DON Sharpe Ratio is 0.48, which is lower than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DON and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DONQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.91

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.29

-0.88

Correlation

The correlation between DON and QGRW is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DON vs. QGRW - Dividend Comparison

DON's dividend yield for the trailing twelve months is around 2.41%, more than QGRW's 0.09% yield.


TTM20252024202320222021202020192018201720162015
DON
WisdomTree US MidCap Dividend ETF
2.41%2.53%2.27%2.41%2.71%2.12%2.77%2.38%2.55%2.25%2.48%2.89%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DON vs. QGRW - Drawdown Comparison

The maximum DON drawdown since its inception was -61.94%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DON and QGRW.


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Drawdown Indicators


DONQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-24.40%

-37.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-15.44%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

Max Drawdown (10Y)

Largest decline over 10 years

-46.80%

Current Drawdown

Current decline from peak

-6.50%

-11.77%

+5.27%

Average Drawdown

Average peak-to-trough decline

-7.95%

-3.32%

-4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

4.07%

-0.41%

Volatility

DON vs. QGRW - Volatility Comparison

The current volatility for WisdomTree US MidCap Dividend ETF (DON) is 4.16%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.81%. This indicates that DON 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


DONQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

7.81%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

13.90%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

24.18%

-5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

21.23%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

21.23%

-0.97%