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DUSG vs. QSML
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUSG vs. QSML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Small Cap Growth ETF (DUSG) and Wisdomtree U.S. Smallcap Quality Growth Fund (QSML). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DUSG

1D
1.93%
1M
3.13%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

QSML

1D
2.01%
1M
4.36%
6M
19.59%
YTD
21.87%
1Y
31.98%
3Y*
5Y*
10Y*
ALL TIME*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$522.27K$298.89K$124.88K
$15.80K$17.04K$18.20K

DUSG vs. QSML - Yearly Performance Comparison


Correlation

The correlation between DUSG and QSML is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.81

DUSG vs. QSML - Sectors Allocation Comparison


Sectors
DUSG
QSML

Industrials

25.2%
13.8%

Technology

18.2%
21.4%

Consumer Cyclical

16.6%
18.1%

Healthcare

12.4%
13.7%

Financial Services

9.0%
15.6%

Basic Materials

6.1%
2.4%

Consumer Defensive

5.4%
7.6%

Energy

3.5%
4.0%

Communication Services

2.9%
2.9%

Utilities

0.4%
0.2%

Real Estate

0.3%
0.3%

Industrials

DUSG
25.2%
QSML
13.8%

Technology

DUSG
18.2%
QSML
21.4%

Consumer Cyclical

DUSG
16.6%
QSML
18.1%

Healthcare

DUSG
12.4%
QSML
13.7%

Financial Services

DUSG
9.0%
QSML
15.6%

Basic Materials

DUSG
6.1%
QSML
2.4%

Consumer Defensive

DUSG
5.4%
QSML
7.6%

Energy

DUSG
3.5%
QSML
4.0%

Communication Services

DUSG
2.9%
QSML
2.9%

Utilities

DUSG
0.4%
QSML
0.2%

Real Estate

DUSG
0.3%
QSML
0.3%

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Return for Risk

DUSG vs. QSML — Risk / Return Rank

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

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QSML
QSML Risk / Return Rank: 7272
Overall Rank
QSML Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QSML Sortino Ratio Rank: 7575
Sortino Ratio Rank
QSML Omega Ratio Rank: 6565
Omega Ratio Rank
QSML Calmar Ratio Rank: 7575
Calmar Ratio Rank
QSML Martin Ratio Rank: 7272
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.

DUSG vs. QSML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap Growth ETF (DUSG) and Wisdomtree U.S. Smallcap Quality Growth Fund (QSML). 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.


DUSGQSMLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.00

Martin ratioReturn relative to average drawdown

10.11

DUSG vs. QSML - Sharpe Ratio Comparison


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Drawdowns

DUSG vs. QSML - Drawdown Comparison

The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum QSML drawdown of -28.54%. Use the drawdown chart below to compare losses from any high point for DUSG and QSML.


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Drawdown Indicators


DUSGQSMLDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-28.54%

+24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.31%

-5.62%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

Volatility

DUSG vs. QSML - Volatility Comparison


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Volatility by Period


DUSGQSMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

17.55%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

20.61%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

20.61%

-5.79%

DUSG vs. QSML - Expense Ratio Comparison

DUSG has a 0.32% expense ratio, which is lower than QSML's 0.38% expense ratio.


Dividends

DUSG vs. QSML - Dividend Comparison

DUSG's dividend yield for the trailing twelve months is around 0.14%, less than QSML's 0.51% yield.


PositionTTM20252024
DUSG
Dimensional U.S. Small Cap Growth ETF
0.14%0.00%0.00%
QSML
Wisdomtree U.S. Smallcap Quality Growth Fund
0.51%0.62%0.32%

Frequently Asked Questions


DUSG and QSML have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DUSG is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DUSG is cheaper with a 0.32% expense ratio, compared with 0.38% for QSML.

QSML has the higher dividend yield at 0.51%, compared with 0.14% for DUSG.

DUSG is categorized as Small Cap Growth Equities, while QSML is Quality Factor. They also come from different issuers: Dimensional and WisdomTree. Their fees differ too: 0.32% for DUSG and 0.38% for QSML.

Portfolio Optimizer

Find the right allocation for DUSG and QSML

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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