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QFHD vs. DGRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFHD vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) 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


QFHD

1D
0.06%
1M
1.25%
YTD
6M
1Y
3Y*
5Y*
10Y*

DGRE

1D
-5.99%
1M
-4.50%
YTD
22.18%
6M
26.43%
1Y
45.04%
3Y*
21.07%
5Y*
7.06%
10Y*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFHD vs. DGRE - Yearly Performance Comparison


Correlation

The correlation between QFHD and DGRE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 14, 2026

0.23

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Return for Risk

QFHD vs. DGRE — Risk / Return Rank

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

QFHD

DGRE
DGRE Risk / Return Rank: 6969
Overall Rank
DGRE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DGRE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DGRE Omega Ratio Rank: 7070
Omega Ratio Rank
DGRE Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRE Martin Ratio Rank: 7474
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.

QFHD vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QFHD vs. DGRE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QFHDDGREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

0.29

+1.53

Drawdowns

QFHD vs. DGRE - Drawdown Comparison

The maximum QFHD drawdown since its inception was -5.52%, smaller than the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for QFHD and DGRE.


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Drawdown Indicators


QFHDDGREDifference

Max Drawdown

Largest peak-to-trough decline

-5.52%

-36.95%

+31.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

Max Drawdown (5Y)

Largest decline over 5 years

-34.73%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-1.49%

-7.82%

+6.33%

Average Drawdown

Average peak-to-trough decline

-2.13%

-12.00%

+9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

QFHD vs. DGRE - Volatility Comparison


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Volatility by Period


QFHDDGREDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

21.02%

-10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.37%

18.31%

-7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.37%

19.73%

-9.36%

QFHD vs. DGRE - Expense Ratio Comparison

QFHD has a 0.49% expense ratio, which is higher than DGRE's 0.32% expense ratio.


Dividends

QFHD vs. DGRE - Dividend Comparison

QFHD's dividend yield for the trailing twelve months is around 1.34%, more than DGRE's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
1.27%1.65%1.90%2.22%4.38%2.56%2.11%2.32%2.71%3.12%3.18%3.01%
QFHD
Pacer S&P 500 Quality FCF High Dividend ETF
1.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QFHD and DGRE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRE is cheaper with a 0.32% expense ratio, compared with 0.49% for QFHD.

QFHD has the higher dividend yield at 1.34%, compared with 1.27% for DGRE.

QFHD is categorized as Dividend, while DGRE is Emerging Markets Equities. They also come from different issuers: Pacer and WisdomTree. Their fees differ too: 0.49% for QFHD and 0.32% for DGRE.

Portfolio Optimizer

Find the right allocation for QFHD and DGRE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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