QGRW vs. DGRW
QGRW (WisdomTree U.S. Quality Growth Fund) and DGRW (WisdomTree U.S. Dividend Growth Fund) are both Large Cap Growth Equities funds from WisdomTree - QGRW tracks the WisdomTree U.S. Quality Growth Index while DGRW tracks the WisdomTree U.S. Dividend Growth Index. Both are passively managed. Over the past 3 years, QGRW returned 29.55%/yr vs 16.97%/yr for DGRW. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.28% expense ratio.
Performance
QGRW vs. DGRW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QGRW achieves a 16.64% return, which is significantly higher than DGRW's 10.01% return.
QGRW
- 1D
- -0.29%
- 1M
- 10.37%
- YTD
- 16.64%
- 6M
- 15.80%
- 1Y
- 38.14%
- 3Y*
- 29.55%
- 5Y*
- —
- 10Y*
- —
DGRW
- 1D
- 0.27%
- 1M
- 4.42%
- YTD
- 10.01%
- 6M
- 10.12%
- 1Y
- 22.57%
- 3Y*
- 16.97%
- 5Y*
- 12.52%
- 10Y*
- 14.25%
QGRW vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 16.64% | 19.20% | 34.85% | 56.05% | -3.30% |
DGRW WisdomTree U.S. Dividend Growth Fund | 10.01% | 12.17% | 16.98% | 18.66% | -1.21% |
Correlation
The correlation between QGRW and DGRW is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 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
Communication Services
Consumer Cyclical
Industrials
Healthcare
Financial Services
Energy
Consumer Defensive
Utilities
Basic Materials
-
Real Estate
-
-
Technology
QGRW
DGRW
Communication Services
QGRW
DGRW
Consumer Cyclical
QGRW
DGRW
Industrials
QGRW
DGRW
Healthcare
QGRW
DGRW
Financial Services
QGRW
DGRW
Energy
QGRW
DGRW
Consumer Defensive
QGRW
DGRW
Utilities
QGRW
DGRW
Basic Materials
QGRW
-
DGRW
Real Estate
QGRW
-
DGRW
-
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QGRW vs. DGRW — Risk / Return Rank
QGRW
DGRW
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. 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.
| QGRW | DGRW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 2.30 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.92 | 3.35 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.76 | -0.21 |
Martin ratioReturn relative to average drawdown | 10.01 | 12.13 | -2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QGRW | DGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.30 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.68 | 0.86 | +0.82 |
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.
Loading charts...
Drawdown Indicators
| QGRW | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.29% | 0.00% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -3.01% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 1.89% | +2.05% |
Volatility
QGRW vs. DGRW - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 4.46% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.34%. 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.
Loading charts...
Volatility by Period
| QGRW | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 2.34% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.64% | 7.61% | +6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 9.84% | +7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 13.96% | +7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 16.21% | +4.87% |
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 0.07%, less than DGRW's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. 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 | 0.07% | 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 (4.46%) compared to DGRW (2.34%). In terms of maximum drawdown, QGRW dropped -24.40% vs DGRW's -32.04%.
On 3-year performance, QGRW leads with 29.55% vs 16.97% for DGRW. Both ETFs have the same 0.28% expense ratio. On volatility, DGRW has been the lower-risk option at 2.34%. 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 29.55% return vs 16.97%. 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 0.07% for QGRW.
QGRW tracks WisdomTree U.S. Quality Growth Index, while DGRW tracks WisdomTree U.S. Dividend Growth Index.
DGRW currently has the higher Sharpe Ratio (2.30 vs 2.21), 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.
Find the right allocation for QGRW 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.
Open Portfolio Optimizer