PortfoliosLab logoPortfoliosLab logo
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. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QGRW vs. DGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

52.1%
32.1%

Communication Services

17.8%
10.1%

Consumer Cyclical

12.4%
7.1%

Industrials

8.0%
9.9%

Healthcare

4.3%
12.8%

Financial Services

4.1%
11.3%

Energy

0.6%
5.0%

Consumer Defensive

0.5%
6.7%

Utilities

0.4%
0.2%

Basic Materials

-

3.3%

Real Estate

-

-

Technology

QGRW
52.1%
DGRW
32.1%

Communication Services

QGRW
17.8%
DGRW
10.1%

Consumer Cyclical

QGRW
12.4%
DGRW
7.1%

Industrials

QGRW
8.0%
DGRW
9.9%

Healthcare

QGRW
4.3%
DGRW
12.8%

Financial Services

QGRW
4.1%
DGRW
11.3%

Energy

QGRW
0.6%
DGRW
5.0%

Consumer Defensive

QGRW
0.5%
DGRW
6.7%

Utilities

QGRW
0.4%
DGRW
0.2%

Basic Materials

QGRW

-

DGRW
3.3%

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

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

QGRW
QGRW Risk / Return Rank: 5959
Overall Rank
QGRW Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 6262
Sortino Ratio Rank
QGRW Omega Ratio Rank: 6262
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5151
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5656
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6767
Overall Rank
DGRW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7373
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7171
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5555
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6666
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. 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.


QGRWDGRWDifference

Sharpe ratio

Return per unit of total volatility

2.21

2.30

-0.10

Sortino ratio

Return per unit of downside risk

2.92

3.35

-0.43

Omega ratio

Gain probability vs. loss probability

1.38

1.43

-0.05

Calmar ratio

Return relative to maximum drawdown

2.55

2.76

-0.21

Martin ratio

Return relative to average drawdown

10.01

12.13

-2.12

QGRW vs. DGRW - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 2.21, which is comparable to the DGRW Sharpe Ratio of 2.30. 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.


Loading charts...

Sharpe Ratios by Period


QGRWDGRWDifference

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


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

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.26%

-3.01%

-0.25%

Ulcer Index

Depth 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


QGRWDGRWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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