JQUA vs. DGRW

Last updated Aug 4, 2026

JQUA (JPMorgan U.S. Quality Factor ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds - JQUA tracks the JP Morgan US Quality Factor Index while DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, JQUA returned 12.98%/yr vs 11.72%/yr for DGRW. Their correlation of 0.88 means they have usually moved in the same direction. JQUA charges 0.12%/yr vs 0.28%/yr for DGRW.

Performance

JQUA vs. DGRW - Performance Comparison

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

Returns By Period

In the year-to-date period, JQUA achieves a 15.84% return, which is significantly higher than DGRW's 10.05% return.

JQUA

• 1D: 0.79%
• 1M: 1.13%
• 6M: 13.59%
• YTD: 15.84%
• 1Y: 23.18%
• 3Y*: 19.27%
• 5Y*: 12.98%
• 10Y*: —
• ALL TIME*: 14.80%

DGRW

• 1D: 1.37%
• 1M: 2.07%
• 6M: 6.86%
• YTD: 10.05%
• 1Y: 17.60%
• 3Y*: 15.28%
• 5Y*: 11.72%
• 10Y*: 13.79%
• ALL TIME*: 13.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRW WisdomTree U.S. Quality Dividend Growth Fund	$51.74M	$49.20M	$56.02M
JQUA JPMorgan U.S. Quality Factor ETF	$27.54M	$28.89M	$36.27M

JQUA vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JQUA JPMorgan U.S. Quality Factor ETF	15.84%	11.69%	21.21%	25.13%	-13.45%	28.68%	16.56%	28.47%	-2.98%	5.07%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	10.05%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	4.88%

Correlation

The correlation between JQUA and DGRW is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.88

The correlation between JQUA and DGRW has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

JQUA vs. DGRW - Sectors Allocation Comparison

Sectors	JQUA	DGRW
Technology	41.0%	33.8%
Financial Services	12.0%	8.4%
Consumer Cyclical	9.5%	8.0%
Industrials	8.9%	11.8%
Healthcare	8.8%	12.8%
Communication Services	6.2%	11.1%
Consumer Defensive	5.2%	6.7%
Energy	3.3%	4.5%
Real Estate	2.2%	-
Basic Materials	1.7%	2.8%
Utilities	1.2%	0.2%

Return for Risk

JQUA vs. DGRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JQUA

JQUA Risk / Return Rank: 83
JQUA Sharpe Ratio Rank: 82
JQUA Sortino Ratio Rank: 82
JQUA Omega Ratio Rank: 79
JQUA Calmar Ratio Rank: 85
JQUA Martin Ratio Rank: 88

DGRW

DGRW Risk / Return Rank: 70
DGRW Sharpe Ratio Rank: 73
DGRW Sortino Ratio Rank: 74
DGRW Omega Ratio Rank: 74
DGRW Calmar Ratio Rank: 59
DGRW Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JQUA vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

	JQUA	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.94	1.69	+0.25
Sortino ratio: Return per unit of downside risk	2.73	2.41	+0.32
Omega ratio: Gain probability vs. loss probability	1.34	1.31	+0.02
Calmar ratio: Return relative to maximum drawdown	3.27	2.13	+1.14
Martin ratio: Return relative to average drawdown	13.35	8.60	+4.75

JQUA vs. DGRW - Sharpe Ratio Comparison

The current JQUA Sharpe Ratio is 1.94, which is comparable to the DGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of JQUA and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JQUA vs. DGRW - Drawdown Comparison

The maximum JQUA drawdown since its inception was -32.92%, roughly equal to the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for JQUA and DGRW.

Drawdown Indicators

	JQUA	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-32.92%	-32.04%	-0.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.13%	-8.30%	+1.17%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	-16.21%	-0.60%
Max Drawdown (5Y) Largest decline over 5 years	-22.47%	-17.27%	-5.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.10%	-3.00%	-1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	2.05%	-0.31%

Volatility

JQUA vs. DGRW - Volatility Comparison

The current volatility for JPMorgan U.S. Quality Factor ETF (JQUA) is 2.46%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 3.19%. This indicates that JQUA experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JQUA	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.46%	3.19%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	9.45%	8.44%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	10.47%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.73%	14.02%	+1.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	16.19%	+1.73%

JQUA vs. DGRW - Expense Ratio Comparison

JQUA has a 0.12% expense ratio, which is lower than DGRW's 0.28% expense ratio.

Dividends

JQUA vs. DGRW - Dividend Comparison

JQUA's dividend yield for the trailing twelve months is around 1.07%, less than DGRW's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.26%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
JQUA JPMorgan U.S. Quality Factor ETF	1.07%	1.19%	1.24%	1.21%	1.60%	1.32%	1.44%	1.67%	2.10%	0.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JQUA and DGRW in my portfolio?

JQUA and DGRW have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JQUA or DGRW?

DGRW has higher volatility (3.19%) compared to JQUA (2.46%). In terms of maximum drawdown, JQUA dropped -32.92% vs DGRW's -32.04%.

Which ETF is better, JQUA or DGRW?

On 5-year performance, JQUA leads with 12.98% vs 11.72% for DGRW. On fees, JQUA is cheaper at 0.12% per year. On volatility, JQUA has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JQUA or DGRW?

Over the 5-year period, JQUA has performed better with a 12.98% return vs 11.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JQUA or DGRW?

JQUA is cheaper with a 0.12% expense ratio, compared with 0.28% for DGRW.

Which ETF pays a higher dividend yield, JQUA or DGRW?

DGRW has the higher dividend yield at 1.26%, compared with 1.07% for JQUA.

What is the main difference between JQUA and DGRW?

JQUA tracks JP Morgan US Quality Factor Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.12% for JQUA and 0.28% for DGRW.

Which has better risk-adjusted returns?

JQUA currently has the higher Sharpe Ratio (1.94 vs 1.69), 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.