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IQDG vs. QGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, IQDG achieves a 3.16% return, which is significantly lower than QGRW's 15.43% return.


IQDG

1D
-0.65%
1M
3.47%
YTD
3.16%
6M
5.94%
1Y
12.72%
3Y*
10.23%
5Y*
3.78%
10Y*
7.63%

QGRW

1D
-1.04%
1M
9.03%
YTD
15.43%
6M
14.57%
1Y
35.66%
3Y*
29.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDG vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQDG
WisdomTree International Quality Dividend Growth Fund
3.16%24.19%-3.38%20.76%-1.44%
QGRW
WisdomTree U.S. Quality Growth Fund
15.43%19.20%34.85%56.05%-3.30%

Correlation

The correlation between IQDG and QGRW is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2022

0.63

The correlation between IQDG and QGRW has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.

IQDG vs. QGRW - Sectors Allocation Comparison


Sectors
IQDG
QGRW

Industrials

24.7%
8.0%

Consumer Cyclical

19.3%
12.4%

Financial Services

15.5%
4.1%

Technology

9.9%
52.1%

Healthcare

9.7%
4.3%

Communication Services

5.8%
17.8%

Basic Materials

5.3%

-

Consumer Defensive

4.5%
0.5%

Energy

4.2%
0.6%

Utilities

0.9%
0.4%

Real Estate

0.3%

-

Industrials

IQDG
24.7%
QGRW
8.0%

Consumer Cyclical

IQDG
19.3%
QGRW
12.4%

Financial Services

IQDG
15.5%
QGRW
4.1%

Technology

IQDG
9.9%
QGRW
52.1%

Healthcare

IQDG
9.7%
QGRW
4.3%

Communication Services

IQDG
5.8%
QGRW
17.8%

Basic Materials

IQDG
5.3%
QGRW

-

Consumer Defensive

IQDG
4.5%
QGRW
0.5%

Energy

IQDG
4.2%
QGRW
0.6%

Utilities

IQDG
0.9%
QGRW
0.4%

Real Estate

IQDG
0.3%
QGRW

-

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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: 2323
Overall Rank
IQDG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2222
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2323
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2525
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5454
Overall Rank
QGRW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5656
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5757
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5252
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 ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.15

1.35

-0.21

Calmar ratioReturn relative to maximum drawdown

1.03

2.32

-1.29

Martin ratioReturn relative to average drawdown

3.38

9.08

-5.71

IQDG vs. QGRW - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.79, which is lower than the QGRW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IQDG and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IQDGQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

2.06

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.66

-1.20

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.


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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 (3Y)

Largest decline over 3 years

-18.12%

-24.40%

+6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-3.71%

-1.33%

-2.38%

Average Drawdown

Average peak-to-trough decline

-7.52%

-3.26%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.94%

-0.16%

Volatility

IQDG vs. QGRW - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 5.18% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 4.71%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier 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


IQDGQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.71%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

13.67%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

17.40%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

21.08%

-3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

21.08%

-3.55%

IQDG vs. QGRW - Expense Ratio Comparison

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


Dividends

IQDG vs. QGRW - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.14%, more than QGRW's 0.07% yield.


PositionTTM2025202420232022202120202019201820172016
IQDG
WisdomTree International Quality Dividend Growth Fund
2.14%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
0.07%0.09%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IQDG and QGRW have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQDG has higher volatility (5.18%) compared to QGRW (4.71%). In terms of maximum drawdown, IQDG dropped -34.97% vs QGRW's -24.40%.

On 3-year performance, QGRW leads with 29.10% vs 10.23% for IQDG. On fees, QGRW is cheaper at 0.28% per year. On volatility, QGRW has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QGRW has performed better with a 29.10% return vs 10.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QGRW is cheaper with a 0.28% expense ratio, compared with 0.42% for IQDG.

IQDG has the higher dividend yield at 2.14%, compared with 0.07% for QGRW.

IQDG is categorized as Foreign Large Cap Equities, while QGRW is Large Cap Growth Equities. IQDG tracks WisdomTree International Quality Dividend Growth Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.42% for IQDG and 0.28% for QGRW.

QGRW currently has the higher Sharpe Ratio (2.06 vs 0.79), 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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