MPT vs. QGRW

Last updated Jun 4, 2026

MPT (Medical Properties Trust, Inc) is a stock, while QGRW (WisdomTree U.S. Quality Growth Fund) is Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Over the past 3 years, MPT returned -7.92%/yr vs 29.10%/yr for QGRW. At a 0.18 correlation, their price movements are largely independent.

Performance

MPT vs. QGRW - Performance Comparison

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

Returns By Period

In the year-to-date period, MPT achieves a 0.84% return, which is significantly lower than QGRW's 15.43% return.

MPT

• 1D: -0.40%
• 1M: -0.40%
• YTD: 0.84%
• 6M: -8.79%
• 1Y: 17.26%
• 3Y*: -7.92%
• 5Y*: -18.69%
• 10Y*: -3.64%

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)

MPT vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MPT Medical Properties Trust, Inc	0.84%	35.16%	-11.55%	-50.35%	-4.13%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between MPT and QGRW is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.18

The correlation between MPT and QGRW shifts across timeframes, from 0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MPT vs. QGRW — Risk / Return Rank

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

MPT

MPT Risk / Return Rank: 56
MPT Sharpe Ratio Rank: 58
MPT Sortino Ratio Rank: 55
MPT Omega Ratio Rank: 52
MPT Calmar Ratio Rank: 57
MPT Martin Ratio Rank: 58

QGRW

QGRW Risk / Return Rank: 54
QGRW Sharpe Ratio Rank: 60
QGRW Sortino Ratio Rank: 56
QGRW Omega Ratio Rank: 57
QGRW Calmar Ratio Rank: 46
QGRW Martin Ratio Rank: 52

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.

MPT vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc (MPT) 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.

	MPT	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	0.48	2.06	-1.58
Sortino ratio: Return per unit of downside risk	1.01	2.75	-1.74
Omega ratio: Gain probability vs. loss probability	1.12	1.35	-0.24
Calmar ratio: Return relative to maximum drawdown	0.74	2.32	-1.58
Martin ratio: Return relative to average drawdown	1.72	9.08	-7.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MPT vs. QGRW - Sharpe Ratio Comparison

The current MPT Sharpe Ratio is 0.48, which is lower than the QGRW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of MPT 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.

Sharpe Ratios by Period

	MPT	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	2.06	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.38	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	1.66	-1.56

Drawdowns

MPT vs. QGRW - Drawdown Comparison

The maximum MPT drawdown since its inception was -84.50%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for MPT and QGRW.

Drawdown Indicators

	MPT	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-84.50%	-24.40%	-60.10%
Max Drawdown (1Y) Largest decline over 1 year	-23.35%	-15.44%	-7.91%
Max Drawdown (3Y) Largest decline over 3 years	-69.52%	-24.40%	-45.12%
Max Drawdown (5Y) Largest decline over 5 years	-84.50%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-84.50%	—	—
Current Drawdown Current decline from peak	-70.12%	-1.33%	-68.79%
Average Drawdown Average peak-to-trough decline	-24.24%	-3.26%	-20.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.08%	3.94%	+6.14%

Volatility

MPT vs. QGRW - Volatility Comparison

Medical Properties Trust, Inc (MPT) has a higher volatility of 8.51% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 4.71%. This indicates that MPT'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.

Volatility by Period

	MPT	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.51%	4.71%	+3.80%
Volatility (6M) Calculated over the trailing 6-month period	24.65%	13.67%	+10.98%
Volatility (1Y) Calculated over the trailing 1-year period	36.35%	17.40%	+18.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.71%	21.08%	+28.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.46%	21.08%	+20.38%

Dividends

MPT vs. QGRW - Dividend Comparison

MPT's dividend yield for the trailing twelve months is around 6.87%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MPT Medical Properties Trust, Inc	6.87%	6.60%	11.65%	17.92%	10.41%	4.74%	4.96%	4.83%	6.22%	6.97%	7.40%	7.65%
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%	0.00%

Frequently Asked Questions

Can I hold both MPT and QGRW in my portfolio?

MPT and QGRW have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MPT or QGRW?

MPT has higher volatility (8.51%) compared to QGRW (4.71%). In terms of maximum drawdown, MPT dropped -84.50% vs QGRW's -24.40%.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.06 vs 0.48), 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.