GQRE vs. DGRS
GQRE (FlexShares Global Quality Real Estate Index Fund) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Quality Factor funds - GQRE tracks the Northern Trust Global Quality Real Estate (NR) while DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, GQRE returned 3.74%/yr vs 9.94%/yr for DGRS. Their 0.62 correlation means they have sometimes moved together and sometimes differently. GQRE charges 0.45%/yr vs 0.38%/yr for DGRS.
Performance
GQRE vs. DGRS - Performance Comparison
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Returns By Period
In the year-to-date period, GQRE achieves a 11.97% return, which is significantly lower than DGRS's 25.37% return. Over the past 10 years, GQRE has underperformed DGRS with an annualized return of 3.74%, while DGRS has yielded a comparatively higher 9.94% annualized return.
GQRE
- 1D
- -0.25%
- 1M
- 0.70%
- 6M
- 7.91%
- YTD
- 11.97%
- 1Y
- 15.04%
- 3Y*
- 11.26%
- 5Y*
- 2.21%
- 10Y*
- 3.74%
- ALL TIME*
- 5.21%
DGRS
- 1D
- 1.17%
- 1M
- 5.00%
- 6M
- 14.42%
- YTD
- 25.37%
- 1Y
- 33.29%
- 3Y*
- 14.34%
- 5Y*
- 9.02%
- 10Y*
- 9.94%
- ALL TIME*
- 9.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.80M | $2.44M | $1.90M | |
| $1.01M | $668.95K | $807.17K |
GQRE vs. DGRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQRE FlexShares Global Quality Real Estate Index Fund | 11.97% | 8.27% | 6.09% | 9.21% | -27.22% | 32.01% | -9.17% | 21.84% | -8.88% | 13.60% |
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 25.37% | -0.43% | 10.40% | 21.16% | -13.11% | 23.11% | 7.86% | 24.20% | -10.75% | 7.25% |
Correlation
The correlation between GQRE and DGRS is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2013 | 0.62 |
The correlation between GQRE and DGRS shifts across timeframes, from 0.56 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GQRE vs. DGRS — Risk / Return Rank
GQRE
DGRS
GQRE vs. DGRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) 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.
| GQRE | DGRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.45 | -1.97 |
| Martin ratioReturn relative to average drawdown | 5.74 | 11.04 | -5.30 |
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Drawdowns
GQRE vs. DGRS - Drawdown Comparison
The maximum GQRE drawdown since its inception was -41.87%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for GQRE and DGRS.
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Drawdown Indicators
| GQRE | DGRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -44.83% | +2.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -9.68% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -27.57% | +12.39% |
Max Drawdown (5Y)Largest decline over 5 years | -35.08% | -27.57% | -7.51% |
Max Drawdown (10Y)Largest decline over 10 years | -41.87% | -44.83% | +2.96% |
Current DrawdownCurrent decline from peak | -2.18% | 0.00% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -6.65% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.02% | -0.39% |
Volatility
GQRE vs. DGRS - Volatility Comparison
The current volatility for FlexShares Global Quality Real Estate Index Fund (GQRE) is 3.25%, while WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) has a volatility of 4.14%. This indicates that GQRE experiences smaller price fluctuations and is considered to be less risky than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQRE | DGRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 4.14% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.64% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 17.07% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 20.23% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 23.59% | -5.95% |
GQRE vs. DGRS - Expense Ratio Comparison
GQRE has a 0.45% expense ratio, which is higher than DGRS's 0.38% expense ratio.
Dividends
GQRE vs. DGRS - Dividend Comparison
GQRE's dividend yield for the trailing twelve months is around 4.19%, more than DGRS's 1.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 1.98% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
GQRE FlexShares Global Quality Real Estate Index Fund | 4.19% | 4.75% | 3.77% | 2.91% | 2.56% | 2.36% | 2.05% | 4.29% | 3.22% | 1.97% | 4.16% | 2.32% |
Frequently Asked Questions
GQRE and DGRS have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRS has higher volatility (4.14%) compared to GQRE (3.25%). In terms of maximum drawdown, GQRE dropped -41.87% vs DGRS's -44.83%.
On 10-year performance, DGRS leads with 9.94% vs 3.74% for GQRE. On fees, DGRS is cheaper at 0.38% per year. On volatility, GQRE has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRS has performed better with a 9.94% return vs 3.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRS is cheaper with a 0.38% expense ratio, compared with 0.45% for GQRE.
GQRE has the higher dividend yield at 4.19%, compared with 1.98% for DGRS.
GQRE tracks Northern Trust Global Quality Real Estate (NR), while DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index. They also come from different issuers: Northern Trust and WisdomTree. Their fees differ too: 0.45% for GQRE and 0.38% for DGRS.
DGRS currently has the higher Sharpe Ratio (1.97 vs 1.29), 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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