QDIV vs. DGRS

Last updated Aug 4, 2026

QDIV (Global X S&P 500 Quality Dividend ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Quality Factor funds - QDIV tracks the S&P 500 Quality High Dividend Index while DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, QDIV returned 8.61%/yr vs 9.03%/yr for DGRS. Their correlation of 0.82 means they have usually moved in the same direction. QDIV charges 0.20%/yr vs 0.38%/yr for DGRS.

Performance

QDIV vs. DGRS - 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 U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDIV achieves a 16.62% return, which is significantly lower than DGRS's 23.92% return.

QDIV

• 1D: 0.51%
• 1M: 4.41%
• 6M: 9.29%
• YTD: 16.62%
• 1Y: 22.22%
• 3Y*: 10.58%
• 5Y*: 8.61%
• 10Y*: —
• ALL TIME*: 9.23%

DGRS

• 1D: 1.85%
• 1M: 3.78%
• 6M: 13.41%
• YTD: 23.92%
• 1Y: 34.23%
• 3Y*: 13.89%
• 5Y*: 9.03%
• 10Y*: 9.82%
• ALL TIME*: 9.69%

*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)
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	$2.65M	$2.40M	$1.87M
QDIV Global X S&P 500 Quality Dividend ETF	$41.14K	$81.04K	$128.34K

QDIV vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QDIV Global X S&P 500 Quality Dividend ETF	16.62%	3.16%	10.62%	5.18%	-0.50%	28.99%	0.03%	29.00%	-12.20%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	23.92%	-0.43%	10.40%	21.16%	-13.11%	23.11%	7.86%	24.20%	-14.85%

Correlation

The correlation between QDIV and DGRS is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (All Time) Calculated using the full available price history since Jul 17, 2018	0.82

The correlation between QDIV and DGRS shifts across timeframes, from 0.66 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

QDIV vs. DGRS - Sectors Allocation Comparison

Sectors	QDIV	DGRS
Consumer Defensive	22.1%	6.5%
Financial Services	20.1%	25.5%
Industrials	16.6%	19.5%
Healthcare	13.5%	1.2%
Technology	10.7%	9.1%
Energy	8.9%	10.0%
Consumer Cyclical	5.8%	16.3%
Communication Services	3.5%	2.0%
Basic Materials	2.1%	8.0%
Real Estate	-	1.9%
Utilities	-	0.2%

Return for Risk

QDIV vs. DGRS — Risk / Return Rank

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

QDIV

QDIV Risk / Return Rank: 73
QDIV Sharpe Ratio Rank: 77
QDIV Sortino Ratio Rank: 82
QDIV Omega Ratio Rank: 74
QDIV Calmar Ratio Rank: 77
QDIV Martin Ratio Rank: 58

DGRS

DGRS Risk / Return Rank: 84
DGRS Sharpe Ratio Rank: 83
DGRS Sortino Ratio Rank: 88
DGRS Omega Ratio Rank: 81
DGRS Calmar Ratio Rank: 86
DGRS Martin Ratio Rank: 81

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.

QDIV vs. DGRS - 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 U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

	QDIV	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.02	-0.20
Sortino ratio: Return per unit of downside risk	2.77	3.09	-0.32
Omega ratio: Gain probability vs. loss probability	1.32	1.36	-0.04
Calmar ratio: Return relative to maximum drawdown	2.80	3.55	-0.75
Martin ratio: Return relative to average drawdown	7.14	11.35	-4.21

QDIV vs. DGRS - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 1.82, which is comparable to the DGRS Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of QDIV and DGRS, 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

QDIV vs. DGRS - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for QDIV and DGRS.

Drawdown Indicators

	QDIV	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-41.20%	-44.83%	+3.63%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-9.68%	+1.71%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	-27.57%	+10.76%
Max Drawdown (5Y) Largest decline over 5 years	-18.52%	-27.57%	+9.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.83%	—
Current Drawdown Current decline from peak	-1.05%	0.00%	-1.05%
Average Drawdown Average peak-to-trough decline	-5.47%	-6.65%	+1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	3.02%	+0.10%

Volatility

QDIV vs. DGRS - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 4.87% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.02%. This indicates that QDIV's price experiences larger fluctuations and is considered to be riskier than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDIV	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	4.02%	+0.85%
Volatility (6M) Calculated over the trailing 6-month period	9.12%	10.67%	-1.55%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	17.07%	-4.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	20.24%	-4.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	23.59%	-4.24%

QDIV vs. DGRS - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than DGRS's 0.38% expense ratio.

Dividends

QDIV vs. DGRS - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 2.79%, more than DGRS's 2.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.00%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%
QDIV Global X S&P 500 Quality Dividend ETF	2.79%	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

Can I hold both QDIV and DGRS in my portfolio?

QDIV and DGRS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QDIV or DGRS?

QDIV has higher volatility (4.87%) compared to DGRS (4.02%). In terms of maximum drawdown, QDIV dropped -41.20% vs DGRS's -44.83%.

Which ETF is better, QDIV or DGRS?

On 5-year performance, DGRS leads with 9.03% vs 8.61% for QDIV. On fees, QDIV is cheaper at 0.20% per year. On volatility, DGRS has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDIV or DGRS?

Over the 5-year period, DGRS has performed better with a 9.03% return vs 8.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDIV or DGRS?

QDIV is cheaper with a 0.20% expense ratio, compared with 0.38% for DGRS.

Which ETF pays a higher dividend yield, QDIV or DGRS?

QDIV has the higher dividend yield at 2.79%, compared with 2.00% for DGRS.

What is the main difference between QDIV and DGRS?

QDIV tracks S&P 500 Quality High Dividend Index, while DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.20% for QDIV and 0.38% for DGRS.

Which has better risk-adjusted returns?

DGRS currently has the higher Sharpe Ratio (2.02 vs 1.82), 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.