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FTDS vs. QGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTDS vs. QGRW - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTDS achieves a 15.73% return, which is significantly higher than QGRW's 13.60% return.


FTDS

1D
0.57%
1M
4.59%
6M
9.00%
YTD
15.73%
1Y
25.58%
3Y*
15.66%
5Y*
8.22%
10Y*
11.19%
ALL TIME*
6.73%

QGRW

1D
2.43%
1M
2.33%
6M
12.72%
YTD
13.60%
1Y
25.74%
3Y*
26.47%
5Y*
10Y*
ALL TIME*
32.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$150.27K$146.43K$189.47K
$11.72M$14.19M$19.88M

FTDS vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTDS
First Trust Dividend Strength ETF
15.73%13.64%11.12%11.75%-1.79%
QGRW
WisdomTree U.S. Quality Growth Fund
13.60%19.20%34.85%56.05%-3.07%

Correlation

The correlation between FTDS and QGRW is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.04

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

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2022

0.35

Over the past year, the correlation between FTDS and QGRW has dropped to 0.04 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

FTDS vs. QGRW - Sectors Allocation Comparison


Sectors
FTDS
QGRW

Financial Services

30.2%
3.7%

Industrials

20.6%
9.3%

Energy

17.6%
0.5%

Healthcare

9.6%
5.5%

Technology

8.6%
50.7%

Basic Materials

8.3%

-

Consumer Cyclical

3.3%
13.4%

Consumer Defensive

1.9%
0.5%

Communication Services

-

15.4%

Real Estate

-

-

Utilities

-

0.9%

Financial Services

FTDS
30.2%
QGRW
3.7%

Industrials

FTDS
20.6%
QGRW
9.3%

Energy

FTDS
17.6%
QGRW
0.5%

Healthcare

FTDS
9.6%
QGRW
5.5%

Technology

FTDS
8.6%
QGRW
50.7%

Basic Materials

FTDS
8.3%
QGRW

-

Consumer Cyclical

FTDS
3.3%
QGRW
13.4%

Consumer Defensive

FTDS
1.9%
QGRW
0.5%

Communication Services

FTDS

-

QGRW
15.4%

Real Estate

FTDS

-

QGRW

-

Utilities

FTDS

-

QGRW
0.9%

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Return for Risk

FTDS vs. QGRW — Risk / Return Rank

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

FTDS
FTDS Risk / Return Rank: 8282
Overall Rank
FTDS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FTDS Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTDS Omega Ratio Rank: 7979
Omega Ratio Rank
FTDS Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTDS Martin Ratio Rank: 7575
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5050
Overall Rank
QGRW Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5252
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5151
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
QGRW Martin Ratio Rank: 4949
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.

FTDS vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) 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.

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.


FTDSQGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

3.91

1.67

+2.23

Martin ratioReturn relative to average drawdown

10.16

5.72

+4.44

FTDS vs. QGRW - Sharpe Ratio Comparison

The current FTDS Sharpe Ratio is 2.02, which is higher than the QGRW Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FTDS 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.


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Drawdowns

FTDS vs. QGRW - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for FTDS and QGRW.


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Drawdown Indicators


FTDSQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-24.40%

-32.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-15.44%

+8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-24.40%

+6.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-0.18%

-2.89%

+2.71%

Average Drawdown

Average peak-to-trough decline

-9.81%

-3.34%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

4.51%

-1.99%

Volatility

FTDS vs. QGRW - Volatility Comparison

The current volatility for First Trust Dividend Strength ETF (FTDS) is 3.54%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 6.27%. This indicates that FTDS 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


FTDSQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

6.27%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

15.99%

-7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

19.53%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

21.26%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

21.26%

-1.20%

FTDS vs. QGRW - Expense Ratio Comparison

FTDS has a 0.70% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Dividends

FTDS vs. QGRW - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.52%, more than QGRW's 0.08% yield.


PositionTTM20252024202320222021202020192018201720162015
FTDS
First Trust Dividend Strength ETF
1.52%1.59%2.05%2.15%2.31%0.72%0.99%1.13%1.14%0.79%1.24%0.95%
QGRW
WisdomTree U.S. Quality Growth Fund
0.08%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


FTDS and QGRW have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QGRW has higher volatility (6.27%) compared to FTDS (3.54%). In terms of maximum drawdown, FTDS dropped -56.53% vs QGRW's -24.40%.

On 3-year performance, QGRW leads with 26.47% vs 15.66% for FTDS. On fees, QGRW is cheaper at 0.28% per year. On volatility, FTDS has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QGRW has performed better with a 26.47% return vs 15.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QGRW is cheaper with a 0.28% expense ratio, compared with 0.70% for FTDS.

FTDS has the higher dividend yield at 1.52%, compared with 0.08% for QGRW.

FTDS is categorized as Mid Cap Blend Equities, while QGRW is Quality Factor. FTDS tracks Dividend Strength Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.70% for FTDS and 0.28% for QGRW.

FTDS currently has the higher Sharpe Ratio (2.02 vs 1.33), 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.

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