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GLDW.L vs. QGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLDW.L and QGRW is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

GLDW.L vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Core Physical Gold (GLDW.L) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.66%
4.91%
GLDW.L
QGRW

Key characteristics

Sharpe Ratio

GLDW.L:

2.62

QGRW:

1.69

Sortino Ratio

GLDW.L:

3.55

QGRW:

2.25

Omega Ratio

GLDW.L:

1.48

QGRW:

1.30

Calmar Ratio

GLDW.L:

5.84

QGRW:

2.28

Martin Ratio

GLDW.L:

13.47

QGRW:

8.33

Ulcer Index

GLDW.L:

2.66%

QGRW:

3.97%

Daily Std Dev

GLDW.L:

13.66%

QGRW:

19.63%

Max Drawdown

GLDW.L:

-9.93%

QGRW:

-14.54%

Current Drawdown

GLDW.L:

-0.46%

QGRW:

-5.25%

Returns By Period

In the year-to-date period, GLDW.L achieves a 5.38% return, which is significantly higher than QGRW's -1.08% return.


GLDW.L

YTD

5.38%

1M

4.08%

6M

16.86%

1Y

36.05%

5Y*

N/A

10Y*

N/A

QGRW

YTD

-1.08%

1M

-4.04%

6M

5.10%

1Y

32.89%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


GLDW.L vs. QGRW - Expense Ratio Comparison

GLDW.L has a 0.12% expense ratio, which is lower than QGRW's 0.28% expense ratio.


QGRW
WisdomTree U.S. Quality Growth Fund
Expense ratio chart for QGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for GLDW.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

GLDW.L vs. QGRW — Risk-Adjusted Performance Rank

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

GLDW.L
The Risk-Adjusted Performance Rank of GLDW.L is 9393
Overall Rank
The Sharpe Ratio Rank of GLDW.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDW.L is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GLDW.L is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GLDW.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of GLDW.L is 8787
Martin Ratio Rank

QGRW
The Risk-Adjusted Performance Rank of QGRW is 7474
Overall Rank
The Sharpe Ratio Rank of QGRW is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of QGRW is 7373
Sortino Ratio Rank
The Omega Ratio Rank of QGRW is 7474
Omega Ratio Rank
The Calmar Ratio Rank of QGRW is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QGRW is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLDW.L vs. QGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (GLDW.L) 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.


Sharpe ratio
The chart of Sharpe ratio for GLDW.L, currently valued at 2.22, compared to the broader market0.002.004.002.221.51
The chart of Sortino ratio for GLDW.L, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.002.882.03
The chart of Omega ratio for GLDW.L, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.27
The chart of Calmar ratio for GLDW.L, currently valued at 4.13, compared to the broader market0.005.0010.0015.004.132.01
The chart of Martin ratio for GLDW.L, currently valued at 10.99, compared to the broader market0.0020.0040.0060.0080.00100.0010.997.31
GLDW.L
QGRW

The current GLDW.L Sharpe Ratio is 2.62, which is higher than the QGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of GLDW.L and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.22
1.51
GLDW.L
QGRW

Dividends

GLDW.L vs. QGRW - Dividend Comparison

GLDW.L has not paid dividends to shareholders, while QGRW's dividend yield for the trailing twelve months is around 0.14%.


TTM20242023
GLDW.L
WisdomTree Core Physical Gold
0.00%0.00%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund
0.14%0.14%0.11%

Drawdowns

GLDW.L vs. QGRW - Drawdown Comparison

The maximum GLDW.L drawdown since its inception was -9.93%, smaller than the maximum QGRW drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for GLDW.L and QGRW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.60%
-5.25%
GLDW.L
QGRW

Volatility

GLDW.L vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Core Physical Gold (GLDW.L) is 3.90%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 6.08%. This indicates that GLDW.L 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.90%
6.08%
GLDW.L
QGRW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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