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QGRO vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QGRO vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century U.S. Quality Growth ETF (QGRO) 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

In the year-to-date period, QGRO achieves a 1.31% return, which is significantly lower than DGRW's 10.05% return.


QGRO

1D
1.31%
1M
-0.28%
6M
2.39%
YTD
1.31%
1Y
7.84%
3Y*
19.28%
5Y*
9.69%
10Y*
ALL TIME*
14.87%

DGRW

1D
1.37%
1M
2.07%
6M
6.86%
YTD
10.05%
1Y
17.60%
3Y*
15.28%
5Y*
11.72%
10Y*
13.79%
ALL TIME*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$51.74M$49.20M$56.02M
$8.71M$8.72M$14.21M

QGRO vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QGRO
American Century U.S. Quality Growth ETF
1.31%15.18%31.42%32.42%-24.54%24.57%37.99%35.09%-16.08%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
10.05%12.17%16.98%18.66%-6.33%24.46%13.87%29.54%-12.07%

Correlation

The correlation between QGRO and DGRW is 0.78, 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.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2018

0.80

The correlation between QGRO and DGRW has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

QGRO vs. DGRW - Sectors Allocation Comparison


Sectors
QGRO
DGRW

Technology

42.5%
33.8%

Communication Services

15.2%
11.1%

Industrials

12.3%
11.8%

Healthcare

11.6%
12.8%

Consumer Cyclical

8.3%
8.0%

Financial Services

3.9%
8.4%

Consumer Defensive

3.3%
6.7%

Energy

1.2%
4.5%

Utilities

0.8%
0.2%

Real Estate

0.8%

-

Basic Materials

0.2%
2.8%

Technology

QGRO
42.5%
DGRW
33.8%

Communication Services

QGRO
15.2%
DGRW
11.1%

Industrials

QGRO
12.3%
DGRW
11.8%

Healthcare

QGRO
11.6%
DGRW
12.8%

Consumer Cyclical

QGRO
8.3%
DGRW
8.0%

Financial Services

QGRO
3.9%
DGRW
8.4%

Consumer Defensive

QGRO
3.3%
DGRW
6.7%

Energy

QGRO
1.2%
DGRW
4.5%

Utilities

QGRO
0.8%
DGRW
0.2%

Real Estate

QGRO
0.8%
DGRW

-

Basic Materials

QGRO
0.2%
DGRW
2.8%

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Return for Risk

QGRO vs. DGRW — Risk / Return Rank

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

QGRO
QGRO Risk / Return Rank: 2222
Overall Rank
QGRO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
QGRO Sortino Ratio Rank: 2222
Sortino Ratio Rank
QGRO Omega Ratio Rank: 2121
Omega Ratio Rank
QGRO Calmar Ratio Rank: 2121
Calmar Ratio Rank
QGRO Martin Ratio Rank: 2525
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 7070
Overall Rank
DGRW Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7474
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7474
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5959
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6969
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.

QGRO vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century U.S. Quality Growth ETF (QGRO) 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.


QGRODGRWDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.09

1.31

-0.22

Calmar ratioReturn relative to maximum drawdown

0.58

2.13

-1.55

Martin ratioReturn relative to average drawdown

1.90

8.60

-6.70

QGRO vs. DGRW - Sharpe Ratio Comparison

The current QGRO Sharpe Ratio is 0.49, which is lower than the DGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of QGRO and DGRW, 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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Drawdowns

QGRO vs. DGRW - Drawdown Comparison

The maximum QGRO drawdown since its inception was -32.56%, roughly equal to the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QGRO and DGRW.


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Drawdown Indicators


QGRODGRWDifference

Max Drawdown

Largest peak-to-trough decline

-32.56%

-32.04%

-0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-8.30%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-23.82%

-16.21%

-7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.86%

-17.27%

-14.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-2.05%

0.00%

-2.05%

Average Drawdown

Average peak-to-trough decline

-7.56%

-3.00%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

2.05%

+2.08%

Volatility

QGRO vs. DGRW - Volatility Comparison

American Century U.S. Quality Growth ETF (QGRO) has a higher volatility of 4.19% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.19%. This indicates that QGRO's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QGRODGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

3.19%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

8.44%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

10.47%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.21%

14.02%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.83%

16.19%

+6.64%

QGRO vs. DGRW - Expense Ratio Comparison

QGRO has a 0.29% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Dividends

QGRO vs. DGRW - Dividend Comparison

QGRO's dividend yield for the trailing twelve months is around 0.18%, less than DGRW's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.26%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
QGRO
American Century U.S. Quality Growth ETF
0.18%0.25%0.25%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%

Frequently Asked Questions


QGRO and DGRW have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QGRO has higher volatility (4.19%) compared to DGRW (3.19%). In terms of maximum drawdown, QGRO dropped -32.56% vs DGRW's -32.04%.

On 5-year performance, DGRW leads with 11.72% vs 9.69% for QGRO. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DGRW has performed better with a 11.72% return vs 9.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRW is cheaper with a 0.28% expense ratio, compared with 0.29% for QGRO.

DGRW has the higher dividend yield at 1.26%, compared with 0.18% for QGRO.

QGRO tracks American Century U.S. Quality Growth Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: American Century and WisdomTree. Their fees differ too: 0.29% for QGRO and 0.28% for DGRW.

DGRW currently has the higher Sharpe Ratio (1.69 vs 0.49), 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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