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QFRD vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFRD vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFRD

1D
0.40%
1M
0.30%
6M
17.23%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

DGRW

1D
0.49%
1M
0.69%
6M
6.01%
YTD
8.57%
1Y
16.02%
3Y*
13.97%
5Y*
11.41%
10Y*
13.71%
ALL TIME*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$51.03M$48.50M$56.54M
$22.97K$34.82K$12.88K

QFRD vs. DGRW - Yearly Performance Comparison


Correlation

The correlation between QFRD and DGRW is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.71

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Return for Risk

QFRD vs. DGRW — Risk / Return Rank

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

QFRD

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


DGRW
DGRW Risk / Return Rank: 5959
Overall Rank
DGRW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6161
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6262
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5151
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
Martin Ratio Rank
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.

QFRD vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.


QFRDDGRWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.79

Martin ratioReturn relative to average drawdown

7.25

QFRD vs. DGRW - Sharpe Ratio Comparison


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Drawdowns

QFRD vs. DGRW - Drawdown Comparison

The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QFRD and DGRW.


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Drawdown Indicators


QFRDDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-32.04%

+22.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-3.65%

-1.31%

-2.34%

Average Drawdown

Average peak-to-trough decline

-3.45%

-3.00%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

QFRD vs. DGRW - Volatility Comparison


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Volatility by Period


QFRDDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

10.44%

+8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

14.01%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

16.18%

+2.99%

QFRD vs. DGRW - Expense Ratio Comparison

QFRD has a 0.49% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Dividends

QFRD vs. DGRW - Dividend Comparison

QFRD's dividend yield for the trailing twelve months is around 0.11%, less than DGRW's 1.28% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.28%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
QFRD
Pacer S&P 500 Quality FCF R&D Leaders ETF
0.11%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


QFRD and DGRW have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRW is cheaper with a 0.28% expense ratio, compared with 0.49% for QFRD.

DGRW has the higher dividend yield at 1.28%, compared with 0.11% for QFRD.

QFRD tracks S&P 500 Quality FCF R&D Leaders Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Pacer and WisdomTree. Their fees differ too: 0.49% for QFRD and 0.28% for DGRW.

Portfolio Optimizer

Find the right allocation for QFRD and DGRW

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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