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GTR vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTR vs. QGRW - Performance Comparison

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

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GTR vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
GTR
WisdomTree Target Range Fund
0.11%12.90%8.41%12.45%-1.09%
QGRW
WisdomTree U.S. Quality Growth Fund
-7.80%19.20%34.85%56.05%-3.30%

Returns By Period

In the year-to-date period, GTR achieves a 0.11% return, which is significantly higher than QGRW's -7.80% return.


GTR

1D
0.25%
1M
-3.00%
YTD
0.11%
6M
1.54%
1Y
14.85%
3Y*
10.50%
5Y*
10Y*

QGRW

1D
1.24%
1M
-4.85%
YTD
-7.80%
6M
-6.06%
1Y
22.02%
3Y*
24.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTR vs. QGRW - Expense Ratio Comparison

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


Return for Risk

GTR vs. QGRW — Risk / Return Rank

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

GTR
GTR Risk / Return Rank: 7070
Overall Rank
GTR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GTR Sortino Ratio Rank: 7171
Sortino Ratio Rank
GTR Omega Ratio Rank: 6666
Omega Ratio Rank
GTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
GTR Martin Ratio Rank: 7373
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5353
Overall Rank
QGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5252
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5656
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTR vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Target Range Fund (GTR) 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.


GTRQGRWDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.91

+0.38

Sortino ratio

Return per unit of downside risk

1.89

1.45

+0.43

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

2.03

1.51

+0.52

Martin ratio

Return relative to average drawdown

8.45

5.66

+2.79

GTR vs. QGRW - Sharpe Ratio Comparison

The current GTR Sharpe Ratio is 1.29, which is higher than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GTR 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.


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Sharpe Ratios by Period


GTRQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.91

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.32

-1.01

Correlation

The correlation between GTR and QGRW is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GTR vs. QGRW - Dividend Comparison

GTR's dividend yield for the trailing twelve months is around 5.74%, more than QGRW's 0.09% yield.


TTM2025202420232022
GTR
WisdomTree Target Range Fund
5.74%5.74%5.30%2.85%0.46%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%0.00%

Drawdowns

GTR vs. QGRW - Drawdown Comparison

The maximum GTR drawdown since its inception was -21.44%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for GTR and QGRW.


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Drawdown Indicators


GTRQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-24.40%

+2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-15.44%

+8.10%

Current Drawdown

Current decline from peak

-3.77%

-10.67%

+6.90%

Average Drawdown

Average peak-to-trough decline

-8.95%

-3.33%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

4.12%

-2.36%

Volatility

GTR vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Target Range Fund (GTR) is 3.86%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.91%. This indicates that GTR 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


GTRQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

7.91%

-4.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

13.96%

-6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.54%

24.20%

-12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.92%

21.23%

-10.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.92%

21.23%

-10.31%