QGRW vs. GRNY

Last updated Jun 3, 2026

QGRW (WisdomTree U.S. Quality Growth Fund) and GRNY (Fundstrat Granny Shots US Large Cap ETF) are both exchange-traded funds - QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while GRNY is a Large Cap Blend Equities fund actively managed by Tidal ETFs. QGRW is passively managed, while GRNY is actively managed. Over the past year, QGRW returned 38.14% vs 32.11% for GRNY. Their correlation of 0.90 suggests significant overlap in exposure. QGRW charges 0.28%/yr vs 0.75%/yr for GRNY.

Performance

QGRW vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and Fundstrat Granny Shots US Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QGRW achieves a 16.64% return, which is significantly higher than GRNY's 12.00% return.

QGRW

• 1D: -0.29%
• 1M: 10.37%
• YTD: 16.64%
• 6M: 15.80%
• 1Y: 38.14%
• 3Y*: 29.55%
• 5Y*: —
• 10Y*: —

GRNY

• 1D: 0.18%
• 1M: 3.86%
• YTD: 12.00%
• 6M: 11.59%
• 1Y: 32.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QGRW vs. GRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QGRW WisdomTree U.S. Quality Growth Fund	16.64%	19.20%	1.23%
GRNY Fundstrat Granny Shots US Large Cap ETF	12.00%	24.05%	-1.09%

Correlation

The correlation between QGRW and GRNY is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024	0.90

The correlation between QGRW and GRNY has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

Return for Risk

QGRW vs. GRNY — Risk / Return Rank

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

QGRW

QGRW Risk / Return Rank: 59
QGRW Sharpe Ratio Rank: 66
QGRW Sortino Ratio Rank: 62
QGRW Omega Ratio Rank: 62
QGRW Calmar Ratio Rank: 51
QGRW Martin Ratio Rank: 56

GRNY

GRNY Risk / Return Rank: 52
GRNY Sharpe Ratio Rank: 53
GRNY Sortino Ratio Rank: 50
GRNY Omega Ratio Rank: 49
GRNY Calmar Ratio Rank: 57
GRNY Martin Ratio Rank: 51

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. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Fundstrat Granny Shots US Large Cap ETF (GRNY). 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	GRNY	Difference
Sharpe ratio Return per unit of total volatility	2.21	1.84	+0.37
Sortino ratio Return per unit of downside risk	2.92	2.45	+0.46
Omega ratio Gain probability vs. loss probability	1.38	1.31	+0.07
Calmar ratio Return relative to maximum drawdown	2.55	2.86	-0.31
Martin ratio Return relative to average drawdown	10.01	8.75	+1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QGRW vs. GRNY - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 2.21, which is comparable to the GRNY Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of QGRW and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QGRW	GRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	1.84	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	1.68	0.98	+0.69

Drawdowns

QGRW vs. GRNY - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, roughly equal to the maximum GRNY drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for QGRW and GRNY.

Drawdown Indicators

	QGRW	GRNY	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-24.18%	-0.22%
Max Drawdown (1Y) Largest decline over 1 year	-15.44%	-11.63%	-3.81%
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	—	—
Current Drawdown Current decline from peak	-0.29%	0.00%	-0.29%
Average Drawdown Average peak-to-trough decline	-3.26%	-4.04%	+0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	3.80%	+0.14%

Volatility

QGRW vs. GRNY - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 4.46% compared to Fundstrat Granny Shots US Large Cap ETF (GRNY) at 4.14%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QGRW	GRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	4.14%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	13.64%	12.72%	+0.92%
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	17.58%	-0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.08%	23.21%	-2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.08%	23.21%	-2.13%

QGRW vs. GRNY - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than GRNY's 0.75% expense ratio.

Dividends

QGRW vs. GRNY - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.07%, while GRNY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
GRNY Fundstrat Granny Shots US Large Cap ETF	0.00%	0.00%	0.00%	0.00%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%

Frequently Asked Questions

Can I hold both QGRW and GRNY in my portfolio?

QGRW and GRNY have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QGRW or GRNY?

QGRW has higher volatility (4.46%) compared to GRNY (4.14%). In terms of maximum drawdown, QGRW dropped -24.40% vs GRNY's -24.18%.

Which ETF is better, QGRW or GRNY?

On 1-year performance, QGRW leads with 38.14% vs 32.11% for GRNY. On fees, QGRW is cheaper at 0.28% per year. On volatility, GRNY has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QGRW or GRNY?

Over the 1-year period, QGRW has performed better with a 38.14% return vs 32.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QGRW or GRNY?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.75% for GRNY.

Which ETF pays a higher dividend yield, QGRW or GRNY?

QGRW has the higher dividend yield at 0.07%, compared with 0.00% for GRNY.

What is the main difference between QGRW and GRNY?

QGRW is categorized as Large Cap Growth Equities, while GRNY is Large Cap Blend Equities. They also come from different issuers: WisdomTree and Tidal ETFs. Their fees differ too: 0.28% for QGRW and 0.75% for GRNY.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.21 vs 1.84), 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.