QGRW vs. DGS
QGRW (WisdomTree U.S. Quality Growth Fund) and DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) are both exchange-traded funds - QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index. Both are passively managed. Over the past 3 years, QGRW returned 29.10%/yr vs 16.17%/yr for DGS. A 0.56 correlation means they provide meaningful diversification when combined. QGRW charges 0.28%/yr vs 0.58%/yr for DGS.
Performance
QGRW vs. DGS - Performance Comparison
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Returns By Period
In the year-to-date period, QGRW achieves a 15.43% return, which is significantly higher than DGS's 14.53% return.
QGRW
- 1D
- -1.04%
- 1M
- 9.03%
- YTD
- 15.43%
- 6M
- 14.57%
- 1Y
- 35.66%
- 3Y*
- 29.10%
- 5Y*
- —
- 10Y*
- —
DGS
- 1D
- -1.37%
- 1M
- 2.58%
- YTD
- 14.53%
- 6M
- 15.57%
- 1Y
- 27.26%
- 3Y*
- 16.17%
- 5Y*
- 7.85%
- 10Y*
- 9.93%
QGRW vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 15.43% | 19.20% | 34.85% | 56.05% | -3.30% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.53% | 21.18% | 1.13% | 19.08% | 0.95% |
Correlation
The correlation between QGRW and DGS is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022 | 0.56 |
The correlation between QGRW and DGS has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
QGRW vs. DGS — Risk / Return Rank
QGRW
DGS
QGRW vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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 | DGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.72 | -0.40 |
| Martin ratioReturn relative to average drawdown | 9.08 | 9.16 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QGRW | DGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.76 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 0.23 | +1.43 |
Drawdowns
QGRW vs. DGS - Drawdown Comparison
The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for QGRW and DGS.
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Drawdown Indicators
| QGRW | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -61.83% | +37.43% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -10.06% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -19.31% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.08% | — |
Current DrawdownCurrent decline from peak | -1.33% | -1.40% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -12.59% | +9.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 2.98% | +0.96% |
Volatility
QGRW vs. DGS - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Growth Fund (QGRW) is 4.71%, while WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a volatility of 5.24%. This indicates that QGRW experiences smaller price fluctuations and is considered to be less risky than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QGRW | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 5.24% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 13.03% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 15.56% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 14.87% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 17.32% | +3.76% |
QGRW vs. DGS - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is lower than DGS's 0.58% expense ratio.
Dividends
QGRW vs. DGS - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.07%, less than DGS's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.21% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
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 DGS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGS has higher volatility (5.24%) compared to QGRW (4.71%). In terms of maximum drawdown, QGRW dropped -24.40% vs DGS's -61.83%.
On 3-year performance, QGRW leads with 29.10% vs 16.17% for DGS. On fees, QGRW is cheaper at 0.28% per year. On volatility, QGRW has been the lower-risk option at 4.71%. 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 29.10% return vs 16.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for DGS.
DGS has the higher dividend yield at 3.21%, compared with 0.07% for QGRW.
QGRW is categorized as Large Cap Growth Equities, while DGS is Emerging Markets Diversified. QGRW tracks WisdomTree U.S. Quality Growth Index, while DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index. Their fees differ too: 0.28% for QGRW and 0.58% for DGS.
QGRW currently has the higher Sharpe Ratio (2.06 vs 1.76), 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.
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