PortfoliosLab logoPortfoliosLab logo
IQDG vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQDG vs. QGRW - Performance Comparison

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

Loading graphics...

IQDG vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQDG
WisdomTree International Quality Dividend Growth Fund
-1.16%24.19%-3.38%20.76%-1.44%
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, IQDG achieves a -1.16% return, which is significantly higher than QGRW's -7.80% return.


IQDG

1D
2.04%
1M
-5.36%
YTD
-1.16%
6M
2.36%
1Y
17.41%
3Y*
8.78%
5Y*
4.45%
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)

Compare stocks, funds, or ETFs

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


IQDG vs. QGRW - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Return for Risk

IQDG vs. QGRW — Risk / Return Rank

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

IQDG
IQDG Risk / Return Rank: 5050
Overall Rank
IQDG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 5151
Sortino Ratio Rank
IQDG Omega Ratio Rank: 4848
Omega Ratio Rank
IQDG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IQDG Martin Ratio Rank: 5050
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.

IQDG vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.


IQDGQGRWDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.91

+0.05

Sortino ratio

Return per unit of downside risk

1.42

1.45

-0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.51

-0.10

Martin ratio

Return relative to average drawdown

5.08

5.66

-0.58

IQDG vs. QGRW - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.96, which is comparable to the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IQDG 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.


Loading graphics...

Sharpe Ratios by Period


IQDGQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.91

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.32

-0.88

Correlation

The correlation between IQDG and QGRW is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IQDG vs. QGRW - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.24%, more than QGRW's 0.09% yield.


TTM2025202420232022202120202019201820172016
IQDG
WisdomTree International Quality Dividend Growth Fund
2.24%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQDG vs. QGRW - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for IQDG and QGRW.


Loading graphics...

Drawdown Indicators


IQDGQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-24.40%

-10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-15.44%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Current Drawdown

Current decline from peak

-7.74%

-10.67%

+2.93%

Average Drawdown

Average peak-to-trough decline

-7.57%

-3.33%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

4.12%

-0.68%

Volatility

IQDG vs. QGRW - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) and WisdomTree U.S. Quality Growth Fund (QGRW) have volatilities of 7.61% 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.


Loading graphics...

Volatility by Period


IQDGQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

7.91%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

13.96%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

24.20%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

21.23%

-3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

21.23%

-3.80%