DSMC vs. DGRS

Last updated Jun 5, 2026

DSMC (Distillate Small/Mid Cash Flow ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Small Cap Value Equities funds. DSMC is actively managed, while DGRS is passively managed. Over the past 3 years, DSMC returned 14.16%/yr vs 14.71%/yr for DGRS. Their correlation of 0.93 suggests significant overlap in exposure. DSMC charges 0.55%/yr vs 0.38%/yr for DGRS.

Performance

DSMC vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate Small/Mid Cash Flow ETF (DSMC) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSMC achieves a 13.63% return, which is significantly lower than DGRS's 14.63% return.

DSMC

• 1D: 0.70%
• 1M: 1.11%
• YTD: 13.63%
• 6M: 13.41%
• 1Y: 28.11%
• 3Y*: 14.16%
• 5Y*: —
• 10Y*: —

DGRS

• 1D: 0.95%
• 1M: -0.32%
• YTD: 14.63%
• 6M: 14.01%
• 1Y: 26.83%
• 3Y*: 14.71%
• 5Y*: 6.09%
• 10Y*: 9.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSMC vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DSMC Distillate Small/Mid Cash Flow ETF	13.63%	2.73%	2.81%	29.50%	8.68%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	14.63%	-0.43%	10.40%	21.16%	7.64%

Correlation

The correlation between DSMC and DGRS is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Oct 7, 2022	0.93

The correlation between DSMC and DGRS has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

DSMC vs. DGRS - Sectors Allocation Comparison

Sectors	DSMC	DGRS
Technology	21.5%	8.7%
Consumer Cyclical	19.9%	16.5%
Industrials	17.8%	19.0%
Energy	17.0%	12.0%
Communication Services	6.0%	2.0%
Healthcare	5.0%	1.3%
Consumer Defensive	4.8%	6.3%
Financial Services	4.1%	24.8%
Basic Materials	3.5%	7.6%
Real Estate	0.4%	1.7%
Utilities	-	0.2%

Return for Risk

DSMC vs. DGRS — Risk / Return Rank

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

DSMC

DSMC Risk / Return Rank: 51
DSMC Sharpe Ratio Rank: 48
DSMC Sortino Ratio Rank: 51
DSMC Omega Ratio Rank: 46
DSMC Calmar Ratio Rank: 56
DSMC Martin Ratio Rank: 54

DGRS

DGRS Risk / Return Rank: 48
DGRS Sharpe Ratio Rank: 44
DGRS Sortino Ratio Rank: 48
DGRS Omega Ratio Rank: 42
DGRS Calmar Ratio Rank: 57
DGRS Martin Ratio Rank: 51

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.

DSMC vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate Small/Mid Cash Flow ETF (DSMC) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

	DSMC	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.50	+0.14
Sortino ratio: Return per unit of downside risk	2.47	2.31	+0.16
Omega ratio: Gain probability vs. loss probability	1.29	1.27	+0.02
Calmar ratio: Return relative to maximum drawdown	2.73	2.78	-0.05
Martin ratio: Return relative to average drawdown	9.08	8.53	+0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSMC vs. DGRS - Sharpe Ratio Comparison

The current DSMC Sharpe Ratio is 1.64, which is comparable to the DGRS Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DSMC and DGRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DSMC	DGRS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	1.50	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.41	+0.35

Drawdowns

DSMC vs. DGRS - Drawdown Comparison

The maximum DSMC drawdown since its inception was -28.62%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for DSMC and DGRS.

Drawdown Indicators

	DSMC	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-28.62%	-44.83%	+16.21%
Max Drawdown (1Y) Largest decline over 1 year	-10.33%	-9.68%	-0.65%
Max Drawdown (3Y) Largest decline over 3 years	-28.62%	-27.57%	-1.05%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.83%	—
Current Drawdown Current decline from peak	-0.97%	-0.85%	-0.12%
Average Drawdown Average peak-to-trough decline	-6.00%	-6.73%	+0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	3.15%	-0.05%

Volatility

DSMC vs. DGRS - Volatility Comparison

Distillate Small/Mid Cash Flow ETF (DSMC) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) have volatilities of 4.31% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSMC	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	4.28%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.55%	11.39%	-0.84%
Volatility (1Y) Calculated over the trailing 1-year period	17.21%	17.98%	-0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.38%	20.43%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.38%	23.63%	-3.25%

DSMC vs. DGRS - Expense Ratio Comparison

DSMC has a 0.55% expense ratio, which is higher than DGRS's 0.38% expense ratio.

Dividends

DSMC vs. DGRS - Dividend Comparison

DSMC's dividend yield for the trailing twelve months is around 1.12%, less than DGRS's 2.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.21%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%
DSMC Distillate Small/Mid Cash Flow ETF	1.12%	1.18%	1.31%	1.02%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSMC and DGRS in my portfolio?

DSMC and DGRS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSMC or DGRS?

DSMC has higher volatility (4.31%) compared to DGRS (4.28%). In terms of maximum drawdown, DSMC dropped -28.62% vs DGRS's -44.83%.

Which ETF is better, DSMC or DGRS?

On 3-year performance, DGRS leads with 14.71% vs 14.16% for DSMC. On fees, DGRS is cheaper at 0.38% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSMC or DGRS?

Over the 3-year period, DGRS has performed better with a 14.71% return vs 14.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSMC or DGRS?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.55% for DSMC.

Which ETF pays a higher dividend yield, DSMC or DGRS?

DGRS has the higher dividend yield at 2.21%, compared with 1.12% for DSMC.

What is the main difference between DSMC and DGRS?

They also come from different issuers: Distillate and WisdomTree. Their fees differ too: 0.55% for DSMC and 0.38% for DGRS.

Which has better risk-adjusted returns?

DSMC currently has the higher Sharpe Ratio (1.64 vs 1.50), 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.