QGRW vs. DXJ
Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree Japan Hedged Equity Fund (DXJ).
QGRW and DXJ 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. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both QGRW and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QGRW vs. DXJ - Performance Comparison
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QGRW vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | -7.80% | 19.20% | 34.85% | 56.05% | -3.30% |
DXJ WisdomTree Japan Hedged Equity Fund | 12.49% | 32.78% | 29.83% | 42.04% | -3.58% |
Returns By Period
In the year-to-date period, QGRW achieves a -7.80% return, which is significantly lower than DXJ's 12.49% return.
QGRW
- 1D
- 1.24%
- 1M
- -4.85%
- YTD
- -7.80%
- 6M
- -6.06%
- 1Y
- 22.02%
- 3Y*
- 24.11%
- 5Y*
- —
- 10Y*
- —
DXJ
- 1D
- 2.26%
- 1M
- -2.82%
- YTD
- 12.49%
- 6M
- 28.11%
- 1Y
- 50.78%
- 3Y*
- 35.37%
- 5Y*
- 24.88%
- 10Y*
- 17.51%
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QGRW vs. DXJ - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Return for Risk
QGRW vs. DXJ — Risk / Return Rank
QGRW
DXJ
QGRW vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree Japan Hedged Equity Fund (DXJ). 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 | DXJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 2.24 | -1.32 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.88 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.45 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.91 | -2.40 |
Martin ratioReturn relative to average drawdown | 5.66 | 15.24 | -9.58 |
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 | DXJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.24 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 0.41 | +0.90 |
Correlation
The correlation between QGRW and DXJ is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QGRW vs. DXJ - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.09%, less than DXJ's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.09% | 0.09% | 0.14% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.15% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
Drawdowns
QGRW vs. DXJ - Drawdown Comparison
The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for QGRW and DXJ.
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Drawdown Indicators
| QGRW | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -49.63% | +25.23% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -12.65% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.14% | — |
Current DrawdownCurrent decline from peak | -10.67% | -4.69% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -14.44% | +11.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 3.25% | +0.87% |
Volatility
QGRW vs. DXJ - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 7.91% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 7.27%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QGRW | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.91% | 7.27% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 13.82% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.20% | 22.85% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.23% | 18.93% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.23% | 20.51% | +0.72% |