QDIV vs. DGRE
QDIV (Global X S&P 500 Quality Dividend ETF) and DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) are both exchange-traded funds - QDIV is a Dividend fund tracking the S&P 500 Quality High Dividend Index, while DGRE is a Emerging Markets Equities fund actively managed by WisdomTree. QDIV is passively managed, while DGRE is actively managed. Over the past 5 years, QDIV returned 6.17%/yr vs 8.61%/yr for DGRE. At a 0.46 correlation, their price movements are largely independent. QDIV charges 0.20%/yr vs 0.32%/yr for DGRE.
Performance
QDIV vs. DGRE - Performance Comparison
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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%
QDIV vs. DGRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
Industrials
Healthcare
Energy
Basic Materials
Technology
Financial Services
Consumer Cyclical
Communication Services
Real Estate
-
Utilities
-
Consumer Defensive
QDIV
DGRE
Industrials
QDIV
DGRE
Healthcare
QDIV
DGRE
Energy
QDIV
DGRE
Basic Materials
QDIV
DGRE
Technology
QDIV
DGRE
Financial Services
QDIV
DGRE
Consumer Cyclical
QDIV
DGRE
Communication Services
QDIV
DGRE
Real Estate
QDIV
-
DGRE
Utilities
QDIV
-
DGRE
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Return for Risk
QDIV vs. DGRE — Risk / Return Rank
QDIV
DGRE
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.
| QDIV | DGRE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDIV | DGRE | Difference | |
|---|---|---|---|
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
| QDIV | DGRE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.96% | -0.94% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -12.00% | +6.46% |
Ulcer IndexDepth 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
| QDIV | DGRE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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