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QGRW vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QGRW vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) 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, QGRW achieves a 13.60% return, which is significantly higher than DGRW's 10.05% return.


QGRW

1D
2.43%
1M
2.33%
6M
12.72%
YTD
13.60%
1Y
25.74%
3Y*
26.47%
5Y*
10Y*
ALL TIME*
32.27%

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
$11.72M$14.19M$19.88M

QGRW vs. DGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
QGRW
WisdomTree U.S. Quality Growth Fund
13.60%19.20%34.85%56.05%-3.07%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
10.05%12.17%16.98%18.66%-3.27%

Correlation

The correlation between QGRW and DGRW is 0.75, 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.

0.75

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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2022

0.78

The correlation between QGRW and DGRW has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

QGRW vs. DGRW - Sectors Allocation Comparison


Sectors
QGRW
DGRW

Technology

50.7%
33.8%

Communication Services

15.4%
11.1%

Consumer Cyclical

13.4%
8.0%

Industrials

9.3%
11.8%

Healthcare

5.5%
12.8%

Financial Services

3.7%
8.4%

Utilities

0.9%
0.2%

Consumer Defensive

0.5%
6.7%

Energy

0.5%
4.5%

Basic Materials

-

2.8%

Real Estate

-

-

Technology

QGRW
50.7%
DGRW
33.8%

Communication Services

QGRW
15.4%
DGRW
11.1%

Consumer Cyclical

QGRW
13.4%
DGRW
8.0%

Industrials

QGRW
9.3%
DGRW
11.8%

Healthcare

QGRW
5.5%
DGRW
12.8%

Financial Services

QGRW
3.7%
DGRW
8.4%

Utilities

QGRW
0.9%
DGRW
0.2%

Consumer Defensive

QGRW
0.5%
DGRW
6.7%

Energy

QGRW
0.5%
DGRW
4.5%

Basic Materials

QGRW

-

DGRW
2.8%

Real Estate

QGRW

-

DGRW

-

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Return for Risk

QGRW vs. DGRW — Risk / Return Rank

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

QGRW
QGRW Risk / Return Rank: 5050
Overall Rank
QGRW Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5252
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5151
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
QGRW Martin Ratio Rank: 4949
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.

QGRW vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) 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.


QGRWDGRWDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.67

2.13

-0.45

Martin ratioReturn relative to average drawdown

5.72

8.60

-2.88

QGRW vs. DGRW - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 1.33, which is comparable to the DGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of QGRW 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

QGRW vs. DGRW - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QGRW and DGRW.


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Drawdown Indicators


QGRWDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-32.04%

+7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-8.30%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-16.21%

-8.19%

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

-2.89%

0.00%

-2.89%

Average Drawdown

Average peak-to-trough decline

-3.34%

-3.00%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

2.05%

+2.46%

Volatility

QGRW vs. DGRW - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 6.27% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.19%. This indicates that QGRW'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


QGRWDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

3.19%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

8.44%

+7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

10.47%

+9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

14.02%

+7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

16.19%

+5.07%

QGRW vs. DGRW - Expense Ratio Comparison

Both QGRW and DGRW have an expense ratio of 0.28%.


Dividends

QGRW vs. DGRW - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.08%, 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%
QGRW
WisdomTree U.S. Quality Growth Fund
0.08%0.09%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QGRW and DGRW have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QGRW has higher volatility (6.27%) compared to DGRW (3.19%). In terms of maximum drawdown, QGRW dropped -24.40% vs DGRW's -32.04%.

On 3-year performance, QGRW leads with 26.47% vs 15.28% for DGRW. Both ETFs have the same 0.28% expense ratio. 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 3-year period, QGRW has performed better with a 26.47% return vs 15.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QGRW and DGRW have the same expense ratio: 0.28% per year.

DGRW has the higher dividend yield at 1.26%, compared with 0.08% for QGRW.

QGRW tracks WisdomTree U.S. Quality Growth Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index.

DGRW currently has the higher Sharpe Ratio (1.69 vs 1.33), 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.

Portfolio Optimizer

Find the right allocation for QGRW and DGRW

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