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ESIX vs. DGRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESIX vs. DGRS

Last updated Aug 2, 2026
Documentation

ESIX (SPDR S&P SmallCap 600 ESG ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both exchange-traded funds - ESIX is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 ESG Index, while DGRS is a Quality Factor fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index. Both are passively managed. Their correlation of 0.94 means they have usually moved in the same direction. ESIX charges 0.12%/yr vs 0.38%/yr for DGRS.

Performance

ESIX vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P SmallCap 600 ESG ETF (ESIX) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

ESIX

1D
—
1M
—
6M
—
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

DGRS

1D
0.23%
1M
1.90%
6M
12.89%
YTD
21.67%
1Y
31.79%
3Y*
12.75%
5Y*
8.44%
10Y*
9.82%
ALL TIME*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DGRS

WisdomTree U.S. SmallCap Quality Dividend Growth Fund
$2.61M$2.32M$1.84M

ESIX vs. DGRS - Yearly Performance Comparison

2026 (YTD)2025202420232022
ESIX
SPDR S&P SmallCap 600 ESG ETF		10.83%1.83%9.66%17.51%-13.44%
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		21.67%-0.43%10.40%21.16%-12.79%

Correlation

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

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2022

0.94

The correlation between ESIX and DGRS shifts across timeframes, from 0.81 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.

ESIX vs. DGRS - Sectors Allocation Comparison

Sectors
ESIX
DGRS

Industrials

17.1%
19.5%

Technology

17.0%
9.1%

Financial Services

17.0%
25.5%

Consumer Cyclical

12.2%
16.3%

Healthcare

10.8%
1.2%

Real Estate

7.0%
1.9%

Energy

5.9%
10.0%

Basic Materials

4.9%
8.0%

Consumer Defensive

3.4%
6.5%

Communication Services

3.1%
2.0%

Utilities

1.7%
0.2%

Industrials

ESIX
17.1%
DGRS
19.5%

Technology

ESIX
17.0%
DGRS
9.1%

Financial Services

ESIX
17.0%
DGRS
25.5%

Consumer Cyclical

ESIX
12.2%
DGRS
16.3%

Healthcare

ESIX
10.8%
DGRS
1.2%

Real Estate

ESIX
7.0%
DGRS
1.9%

Energy

ESIX
5.9%
DGRS
10.0%

Basic Materials

ESIX
4.9%
DGRS
8.0%

Consumer Defensive

ESIX
3.4%
DGRS
6.5%

Communication Services

ESIX
3.1%
DGRS
2.0%

Utilities

ESIX
1.7%
DGRS
0.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR S&P SmallCap 600 ESG ETF

WisdomTree U.S. SmallCap Quality Dividend Growth Fund

Often compared with ESIX:
ESIX vs. XJRESIX vs. VBRESIX vs. IWMESIX vs. FYXESIX vs. FDMESIX vs. VAMOESIX vs. FNDC
Often compared with DGRS:
DGRS vs. DGRWDGRS vs. RMTDGRS vs. XSVMDGRS vs. SCHDDGRS vs. SPYDGRS vs. VBRDGRS vs. CALF

Return for Risk

ESIX vs. DGRS — Risk / Return Rank

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

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

DGRS
DGRS Risk / Return Rank: 7777
Overall Rank
DGRS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 8080
Sortino Ratio Rank
DGRS Omega Ratio Rank: 7373
Omega Ratio Rank
DGRS Calmar Ratio Rank: 8282
Calmar Ratio Rank
DGRS Martin Ratio Rank: 7676
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.

ESIX vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) 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.

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.

ESIXDGRSDifference
Sharpe ratioReturn per unit of total volatility

—

1.69

—

Sortino ratioReturn per unit of downside risk

—

2.61

—

Omega ratioGain probability vs. loss probability

—

1.30

—

Calmar ratioReturn relative to maximum drawdown

—

2.98

—

Martin ratioReturn relative to average drawdown

—

9.53

—

ESIX vs. DGRS - Sharpe Ratio Comparison

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Drawdowns

ESIX vs. DGRS - Drawdown Comparison

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Drawdown Indicators

ESIXDGRSDifference

Max Drawdown

Largest peak-to-trough decline

—

-44.83%

—

Max Drawdown (1Y)

Largest decline over 1 year

—

-9.68%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-27.57%

—

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

—

-1.24%

—

Average Drawdown

Average peak-to-trough decline

—

-6.66%

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.03%

—

Volatility

ESIX vs. DGRS - Volatility Comparison

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Volatility by Period

ESIXDGRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.72%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

10.52%

—

Volatility (1Y)

Calculated over the trailing 1-year period

—

17.17%

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

—

20.22%

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

—

23.57%

—

ESIX vs. DGRS - Expense Ratio Comparison

ESIX has a 0.12% expense ratio, which is lower than DGRS's 0.38% expense ratio.

Dividends

ESIX vs. DGRS - Dividend Comparison

ESIX's dividend yield for the trailing twelve months is around 1.05%, less than DGRS's 2.04% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		2.04%2.68%2.15%2.36%2.88%2.19%2.32%2.39%2.64%1.90%1.82%2.55%
ESIX
SPDR S&P SmallCap 600 ESG ETF		1.05%1.64%1.65%1.69%1.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ESIX and DGRS 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, ESIX is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIX is cheaper with a 0.12% expense ratio, compared with 0.38% for DGRS.

DGRS has the higher dividend yield at 2.04%, compared with 1.05% for ESIX.

ESIX is categorized as Small Cap Blend Equities, while DGRS is Quality Factor. ESIX tracks S&P SmallCap 600 ESG Index, while DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.12% for ESIX and 0.38% for DGRS.

Portfolio Optimizer

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