QGRW vs. DGRW
Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree U.S. Dividend Growth Fund (DGRW).
QGRW and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both QGRW and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QGRW or DGRW.
Performance
QGRW vs. DGRW - Performance Comparison
Returns By Period
In the year-to-date period, QGRW achieves a 32.42% return, which is significantly higher than DGRW's 21.59% return.
QGRW
32.42%
5.17%
13.95%
38.55%
N/A
N/A
DGRW
21.59%
1.29%
11.82%
27.54%
14.46%
12.81%
Key characteristics
| QGRW | DGRW | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.62 |
| Sortino Ratio | 2.67 | 3.63 |
| Omega Ratio | 1.37 | 1.49 |
| Calmar Ratio | 2.65 | 4.45 |
| Martin Ratio | 9.86 | 16.43 |
| Ulcer Index | 3.91% | 1.69% |
| Daily Std Dev | 18.90% | 10.62% |
| Max Drawdown | -14.54% | -32.04% |
| Current Drawdown | -1.06% | -1.45% |
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QGRW vs. DGRW - Expense Ratio Comparison
Both QGRW and DGRW have an expense ratio of 0.28%.
Correlation
The correlation between QGRW and DGRW is 0.81, 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.
Risk-Adjusted Performance
QGRW vs. DGRW - Risk-Adjusted Performance 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.
Dividends
QGRW vs. DGRW - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, less than DGRW's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.39% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
QGRW vs. DGRW - Drawdown Comparison
The maximum QGRW drawdown since its inception was -14.54%, 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. For additional features, visit the drawdowns tool.
Volatility
QGRW vs. DGRW - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 5.78% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.64%. 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.