DTH vs. QGRW

Last updated Jun 4, 2026

DTH (WisdomTree International High Dividend Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, DTH returned 19.99%/yr vs 29.10%/yr for QGRW. At a 0.43 correlation, their price movements are largely independent. DTH charges 0.58%/yr vs 0.28%/yr for QGRW.

Performance

DTH vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) 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, DTH achieves a 8.27% return, which is significantly lower than QGRW's 15.43% return.

DTH

• 1D: -0.96%
• 1M: 0.94%
• YTD: 8.27%
• 6M: 11.35%
• 1Y: 26.13%
• 3Y*: 19.99%
• 5Y*: 11.48%
• 10Y*: 8.77%

QGRW

• 1D: -1.04%
• 1M: 9.03%
• YTD: 15.43%
• 6M: 14.57%
• 1Y: 35.66%
• 3Y*: 29.10%
• 5Y*: —
• 10Y*: —

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

DTH vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DTH WisdomTree International High Dividend Fund	8.27%	42.37%	2.31%	15.03%	1.06%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between DTH and QGRW is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.43

DTH vs. QGRW - Sectors Allocation Comparison

Sectors	DTH	QGRW
Financial Services	21.1%	4.1%
Industrials	13.0%	8.0%
Utilities	10.7%	0.4%
Energy	9.0%	0.6%
Consumer Defensive	8.1%	0.5%
Basic Materials	7.9%	-
Communication Services	7.0%	17.8%
Real Estate	5.2%	-
Consumer Cyclical	5.0%	12.4%
Healthcare	3.4%	4.3%
Technology	1.3%	52.1%

Return for Risk

DTH vs. QGRW — Risk / Return Rank

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

DTH

DTH Risk / Return Rank: 59
DTH Sharpe Ratio Rank: 61
DTH Sortino Ratio Rank: 59
DTH Omega Ratio Rank: 59
DTH Calmar Ratio Rank: 58
DTH Martin Ratio Rank: 59

QGRW

QGRW Risk / Return Rank: 54
QGRW Sharpe Ratio Rank: 60
QGRW Sortino Ratio Rank: 56
QGRW Omega Ratio Rank: 57
QGRW Calmar Ratio Rank: 46
QGRW Martin Ratio Rank: 52

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.

DTH vs. QGRW - Risk-Adjusted Trends Comparison

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

	DTH	QGRW	Difference
Sharpe ratio Return per unit of total volatility	2.07	2.06	+0.01
Sortino ratio Return per unit of downside risk	2.83	2.75	+0.08
Omega ratio Gain probability vs. loss probability	1.37	1.35	+0.01
Calmar ratio Return relative to maximum drawdown	2.87	2.32	+0.55
Martin ratio Return relative to average drawdown	10.60	9.08	+1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTH vs. QGRW - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 2.07, which is comparable to the QGRW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DTH 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.

Sharpe Ratios by Period

	DTH	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	2.06	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	1.66	-1.41

Drawdowns

DTH vs. QGRW - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DTH and QGRW.

Drawdown Indicators

	DTH	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-64.20%	-24.40%	-39.80%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	-15.44%	+6.30%
Max Drawdown (3Y) Largest decline over 3 years	-12.23%	-24.40%	+12.17%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.75%	—	—
Current Drawdown Current decline from peak	-2.97%	-1.33%	-1.64%
Average Drawdown Average peak-to-trough decline	-15.16%	-3.26%	-11.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	3.94%	-1.47%

Volatility

DTH vs. QGRW - Volatility Comparison

The current volatility for WisdomTree International High Dividend Fund (DTH) is 4.18%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.71%. This indicates that DTH 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

	DTH	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	4.71%	-0.53%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	13.67%	-3.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.68%	17.40%	-4.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	21.08%	-5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	21.08%	-4.01%

DTH vs. QGRW - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than QGRW's 0.28% expense ratio.

Dividends

DTH vs. QGRW - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.43%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTH WisdomTree International High Dividend Fund	3.43%	3.80%	5.41%	5.63%	5.70%	4.72%	3.75%	4.27%	4.62%	3.72%	4.14%	4.38%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	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 DTH and QGRW in my portfolio?

DTH and QGRW have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTH or QGRW?

QGRW has higher volatility (4.71%) compared to DTH (4.18%). In terms of maximum drawdown, DTH dropped -64.20% vs QGRW's -24.40%.

Which ETF is better, DTH or QGRW?

On 3-year performance, QGRW leads with 29.10% vs 19.99% for DTH. On fees, QGRW is cheaper at 0.28% per year. On volatility, DTH has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTH or QGRW?

Over the 3-year period, QGRW has performed better with a 29.10% return vs 19.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTH or QGRW?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for DTH.

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

DTH has the higher dividend yield at 3.43%, compared with 0.07% for QGRW.

What is the main difference between DTH and QGRW?

DTH is categorized as Foreign Large Cap Equities, while QGRW is Large Cap Growth Equities. DTH tracks WisdomTree International High Dividend Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.58% for DTH and 0.28% for QGRW.

Which has better risk-adjusted returns?

DTH currently has the higher Sharpe Ratio (2.07 vs 2.06), 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.