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QDIV vs. DGRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDIV vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDIV achieves a 8.21% return, which is significantly lower than DGRE's 31.30% return.


QDIV

1D
-0.10%
1M
1.84%
YTD
8.21%
6M
7.70%
1Y
13.84%
3Y*
9.81%
5Y*
6.17%
10Y*

DGRE

1D
-0.94%
1M
8.34%
YTD
31.30%
6M
36.66%
1Y
58.03%
3Y*
24.56%
5Y*
8.61%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDIV vs. DGRE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QDIV
Global X S&P 500 Quality Dividend ETF
8.21%3.16%10.62%5.18%-0.50%28.99%0.03%29.00%-12.20%
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
31.30%27.47%3.63%18.46%-21.86%2.55%10.85%21.12%-10.62%

Correlation

The correlation between QDIV and DGRE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.46

The correlation between QDIV and DGRE shifts across timeframes, from 0.34 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

QDIV vs. DGRE - Sectors Allocation Comparison


Sectors
QDIV
DGRE

Consumer Defensive

21.9%
2.3%

Industrials

16.5%
7.8%

Healthcare

14.3%
2.6%

Energy

14.1%
1.1%

Basic Materials

8.4%
4.4%

Technology

8.1%
38.6%

Financial Services

6.9%
11.8%

Consumer Cyclical

6.1%
2.7%

Communication Services

3.7%
0.8%

Real Estate

-

0.3%

Utilities

-

0.9%

Consumer Defensive

QDIV
21.9%
DGRE
2.3%

Industrials

QDIV
16.5%
DGRE
7.8%

Healthcare

QDIV
14.3%
DGRE
2.6%

Energy

QDIV
14.1%
DGRE
1.1%

Basic Materials

QDIV
8.4%
DGRE
4.4%

Technology

QDIV
8.1%
DGRE
38.6%

Financial Services

QDIV
6.9%
DGRE
11.8%

Consumer Cyclical

QDIV
6.1%
DGRE
2.7%

Communication Services

QDIV
3.7%
DGRE
0.8%

Real Estate

QDIV

-

DGRE
0.3%

Utilities

QDIV

-

DGRE
0.9%

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Return for Risk

QDIV vs. DGRE — Risk / Return Rank

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

QDIV
QDIV Risk / Return Rank: 3232
Overall Rank
QDIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
QDIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
QDIV Omega Ratio Rank: 3030
Omega Ratio Rank
QDIV Calmar Ratio Rank: 3535
Calmar Ratio Rank
QDIV Martin Ratio Rank: 3030
Martin Ratio Rank

DGRE
DGRE Risk / Return Rank: 8484
Overall Rank
DGRE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 8282
Sortino Ratio Rank
DGRE Omega Ratio Rank: 8585
Omega Ratio Rank
DGRE Calmar Ratio Rank: 8181
Calmar Ratio Rank
DGRE Martin Ratio Rank: 8484
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.

QDIV vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). 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.


QDIVDGREDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.21

1.52

-0.31

Calmar ratioReturn relative to maximum drawdown

1.74

4.26

-2.52

Martin ratioReturn relative to average drawdown

4.51

17.40

-12.90

QDIV vs. DGRE - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 1.18, which is lower than the DGRE Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of QDIV and DGRE, 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


QDIVDGREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

2.91

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.48

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.32

+0.11

Drawdowns

QDIV vs. DGRE - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, which is greater than DGRE's maximum drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for QDIV and DGRE.


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Drawdown Indicators


QDIVDGREDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-36.95%

-4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-13.68%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-20.65%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-34.82%

+16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-3.96%

-0.94%

-3.02%

Average Drawdown

Average peak-to-trough decline

-5.54%

-12.00%

+6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.34%

-0.26%

Volatility

QDIV vs. DGRE - Volatility Comparison

The current volatility for Global X S&P 500 Quality Dividend ETF (QDIV) is 2.61%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 8.88%. This indicates that QDIV experiences smaller price fluctuations and is considered to be less risky than DGRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDIVDGREDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

8.88%

-6.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

17.97%

-9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

20.08%

-8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

18.11%

-2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.42%

19.64%

-0.22%

QDIV vs. DGRE - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than DGRE's 0.32% expense ratio.


Dividends

QDIV vs. DGRE - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 3.23%, more than DGRE's 1.18% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.18%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
QDIV
Global X S&P 500 Quality Dividend ETF
3.23%3.13%2.88%3.26%3.02%2.44%3.06%2.84%1.30%0.00%0.00%0.00%

Frequently Asked Questions


QDIV and DGRE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRE has higher volatility (8.88%) compared to QDIV (2.61%). In terms of maximum drawdown, QDIV dropped -41.20% vs DGRE's -36.95%.

On 5-year performance, DGRE leads with 8.61% vs 6.17% for QDIV. On fees, QDIV is cheaper at 0.20% per year. On volatility, QDIV has been the lower-risk option at 2.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DGRE has performed better with a 8.61% return vs 6.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QDIV is cheaper with a 0.20% expense ratio, compared with 0.32% for DGRE.

QDIV has the higher dividend yield at 3.23%, compared with 1.18% for DGRE.

QDIV is categorized as Dividend, while DGRE is Emerging Markets Equities. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.20% for QDIV and 0.32% for DGRE.

DGRE currently has the higher Sharpe Ratio (2.91 vs 1.18), 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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