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QGRW vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QGRW and DGRW is 0.80, 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.


-0.50.00.51.00.8

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.01%
3.61%
QGRW
DGRW

Key characteristics

Sharpe Ratio

QGRW:

1.92

DGRW:

1.55

Sortino Ratio

QGRW:

2.52

DGRW:

2.19

Omega Ratio

QGRW:

1.34

DGRW:

1.29

Calmar Ratio

QGRW:

2.57

DGRW:

2.68

Martin Ratio

QGRW:

9.50

DGRW:

8.60

Ulcer Index

QGRW:

3.93%

DGRW:

1.95%

Daily Std Dev

QGRW:

19.46%

DGRW:

10.81%

Max Drawdown

QGRW:

-14.54%

DGRW:

-32.04%

Current Drawdown

QGRW:

-4.30%

DGRW:

-5.46%

Returns By Period

In the year-to-date period, QGRW achieves a -0.08% return, which is significantly higher than DGRW's -0.30% return.


QGRW

YTD

-0.08%

1M

-0.71%

6M

7.01%

1Y

39.03%

5Y*

N/A

10Y*

N/A

DGRW

YTD

-0.30%

1M

-5.01%

6M

3.60%

1Y

17.59%

5Y*

12.99%

10Y*

12.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QGRW vs. DGRW - Expense Ratio Comparison

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


QGRW
WisdomTree U.S. Quality Growth Fund
Expense ratio chart for QGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

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.


Sharpe ratio
The chart of Sharpe ratio for QGRW, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.921.55
The chart of Sortino ratio for QGRW, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.002.522.19
The chart of Omega ratio for QGRW, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.29
The chart of Calmar ratio for QGRW, currently valued at 2.57, compared to the broader market0.005.0010.0015.002.572.68
The chart of Martin ratio for QGRW, currently valued at 9.50, compared to the broader market0.0020.0040.0060.0080.00100.009.508.60
QGRW
DGRW

The current QGRW Sharpe Ratio is 1.92, which is comparable to the DGRW Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of QGRW and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.92
1.55
QGRW
DGRW

Dividends

QGRW vs. DGRW - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.14%, less than DGRW's 1.55% yield.


TTM20242023202220212020201920182017201620152014
QGRW
WisdomTree U.S. Quality Growth Fund
0.14%0.14%0.11%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
1.55%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.30%
-5.46%
QGRW
DGRW

Volatility

QGRW vs. DGRW - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 5.81% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.14%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.81%
3.14%
QGRW
DGRW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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