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QGRW vs. BBLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QGRW vs. BBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and Ea Bridgeway Blue Chip ETF (BBLU). The values are adjusted to include any dividend payments, if applicable.

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QGRW vs. BBLU - Yearly Performance Comparison


2026 (YTD)2025202420232022
QGRW
WisdomTree U.S. Quality Growth Fund
-7.79%19.20%34.85%56.05%-3.30%
BBLU
Ea Bridgeway Blue Chip ETF
-2.95%18.40%27.47%31.11%-0.63%

Returns By Period

In the year-to-date period, QGRW achieves a -7.79% return, which is significantly lower than BBLU's -2.95% return.


QGRW

1D
0.01%
1M
-3.82%
YTD
-7.79%
6M
-6.32%
1Y
20.91%
3Y*
24.09%
5Y*
10Y*

BBLU

1D
0.37%
1M
-2.50%
YTD
-2.95%
6M
-0.56%
1Y
17.21%
3Y*
20.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QGRW vs. BBLU - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is higher than BBLU's 0.15% expense ratio.


Return for Risk

QGRW vs. BBLU — Risk / Return Rank

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

QGRW
QGRW Risk / Return Rank: 4646
Overall Rank
QGRW Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 4848
Sortino Ratio Rank
QGRW Omega Ratio Rank: 4747
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4747
Calmar Ratio Rank
QGRW Martin Ratio Rank: 4646
Martin Ratio Rank

BBLU
BBLU Risk / Return Rank: 5757
Overall Rank
BBLU Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBLU Sortino Ratio Rank: 5656
Sortino Ratio Rank
BBLU Omega Ratio Rank: 5858
Omega Ratio Rank
BBLU Calmar Ratio Rank: 5555
Calmar Ratio Rank
BBLU Martin Ratio Rank: 6161
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.

QGRW vs. BBLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Ea Bridgeway Blue Chip ETF (BBLU). 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.


QGRWBBLUDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.02

-0.15

Sortino ratio

Return per unit of downside risk

1.40

1.55

-0.15

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.43

1.61

-0.19

Martin ratio

Return relative to average drawdown

5.28

7.16

-1.89

QGRW vs. BBLU - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 0.87, which is comparable to the BBLU Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of QGRW and BBLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QGRWBBLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.02

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

1.57

-0.25

Correlation

The correlation between QGRW and BBLU is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QGRW vs. BBLU - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.09%, less than BBLU's 1.29% yield.


TTM2025202420232022
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%0.00%
BBLU
Ea Bridgeway Blue Chip ETF
1.29%1.25%1.39%1.68%32.08%

Drawdowns

QGRW vs. BBLU - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, which is greater than BBLU's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for QGRW and BBLU.


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Drawdown Indicators


QGRWBBLUDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-17.20%

-7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-7.27%

-8.17%

Current Drawdown

Current decline from peak

-10.67%

-4.57%

-6.10%

Average Drawdown

Average peak-to-trough decline

-3.34%

-2.04%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

2.52%

+1.66%

Volatility

QGRW vs. BBLU - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 7.75% compared to Ea Bridgeway Blue Chip ETF (BBLU) at 4.26%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QGRWBBLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

4.26%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.95%

8.41%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.18%

17.02%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

14.70%

+6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

14.70%

+6.52%