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INDH vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDH vs. QGRW - Performance Comparison

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

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INDH vs. QGRW - Yearly Performance Comparison


2026 (YTD)20252024
INDH
WisdomTree India Hedged Equity Fund
-10.82%6.76%5.05%
QGRW
WisdomTree U.S. Quality Growth Fund
-7.80%19.20%20.64%

Returns By Period

In the year-to-date period, INDH achieves a -10.82% return, which is significantly lower than QGRW's -7.80% return.


INDH

1D
-0.64%
1M
-6.46%
YTD
-10.82%
6M
-6.56%
1Y
-2.56%
3Y*
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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INDH vs. QGRW - Expense Ratio Comparison

INDH has a 0.64% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Return for Risk

INDH vs. QGRW — Risk / Return Rank

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

INDH
INDH Risk / Return Rank: 88
Overall Rank
INDH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
INDH Sortino Ratio Rank: 88
Sortino Ratio Rank
INDH Omega Ratio Rank: 88
Omega Ratio Rank
INDH Calmar Ratio Rank: 88
Calmar Ratio Rank
INDH Martin Ratio Rank: 66
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.

INDH vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Hedged Equity Fund (INDH) 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.


INDHQGRWDifference

Sharpe ratio

Return per unit of total volatility

-0.18

0.91

-1.10

Sortino ratio

Return per unit of downside risk

-0.16

1.45

-1.62

Omega ratio

Gain probability vs. loss probability

0.98

1.20

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.20

1.51

-1.71

Martin ratio

Return relative to average drawdown

-0.75

5.66

-6.41

INDH vs. QGRW - Sharpe Ratio Comparison

The current INDH Sharpe Ratio is -0.18, which is lower than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of INDH 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


INDHQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.91

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

1.32

-1.32

Correlation

The correlation between INDH and QGRW is 0.33, 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.


Dividends

INDH vs. QGRW - Dividend Comparison

INDH's dividend yield for the trailing twelve months is around 5.89%, more than QGRW's 0.09% yield.


TTM202520242023
INDH
WisdomTree India Hedged Equity Fund
5.89%5.25%0.31%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%

Drawdowns

INDH vs. QGRW - Drawdown Comparison

The maximum INDH drawdown since its inception was -15.05%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for INDH and QGRW.


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Drawdown Indicators


INDHQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-15.05%

-24.40%

+9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-15.44%

+2.50%

Current Drawdown

Current decline from peak

-12.81%

-10.67%

-2.14%

Average Drawdown

Average peak-to-trough decline

-5.38%

-3.33%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

4.12%

-0.64%

Volatility

INDH vs. QGRW - Volatility Comparison

WisdomTree India Hedged Equity Fund (INDH) and WisdomTree U.S. Quality Growth Fund (QGRW) have volatilities of 7.78% and 7.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDHQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.91%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

13.96%

-3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

24.20%

-10.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

21.23%

-6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

21.23%

-6.81%