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QGRW vs. GRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QGRW vs. GRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QGRW

1D
0.00%
1M
8.02%
YTD
15.43%
6M
14.33%
1Y
35.04%
3Y*
29.12%
5Y*
10Y*

GRW

1D
0.18%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QGRW vs. GRW - Yearly Performance Comparison


Correlation

The correlation between QGRW and GRW is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.90

QGRW vs. GRW - Sectors Allocation Comparison


Sectors
QGRW
GRW

Technology

52.1%
26.6%

Communication Services

17.8%
9.1%

Consumer Cyclical

12.4%
8.3%

Industrials

8.0%
38.1%

Healthcare

4.3%
4.1%

Financial Services

4.1%
9.8%

Energy

0.6%

-

Consumer Defensive

0.5%

-

Utilities

0.4%

-

Basic Materials

-

4.0%

Real Estate

-

-

Technology

QGRW
52.1%
GRW
26.6%

Communication Services

QGRW
17.8%
GRW
9.1%

Consumer Cyclical

QGRW
12.4%
GRW
8.3%

Industrials

QGRW
8.0%
GRW
38.1%

Healthcare

QGRW
4.3%
GRW
4.1%

Financial Services

QGRW
4.1%
GRW
9.8%

Energy

QGRW
0.6%
GRW

-

Consumer Defensive

QGRW
0.5%
GRW

-

Utilities

QGRW
0.4%
GRW

-

Basic Materials

QGRW

-

GRW
4.0%

Real Estate

QGRW

-

GRW

-

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Return for Risk

QGRW vs. GRW — Risk / Return Rank

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

QGRW
QGRW Risk / Return Rank: 5555
Overall Rank
QGRW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5858
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5858
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4747
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5353
Martin Ratio Rank

GRW
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. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and TCW Durable Growth ETF (GRW). 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.


QGRWGRWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.28

Martin ratioReturn relative to average drawdown

8.92

QGRW vs. GRW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QGRWGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

13.58

-11.93

Drawdowns

QGRW vs. GRW - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for QGRW and GRW.


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Drawdown Indicators


QGRWGRWDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-0.45%

-23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

Current Drawdown

Current decline from peak

-1.33%

-0.27%

-1.06%

Average Drawdown

Average peak-to-trough decline

-3.26%

-0.17%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

Volatility

QGRW vs. GRW - Volatility Comparison


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Volatility by Period


QGRWGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

8.89%

+8.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

8.89%

+12.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

8.89%

+12.18%

QGRW vs. GRW - Expense Ratio Comparison

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


Dividends

QGRW vs. GRW - Dividend Comparison

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


PositionTTM202520242023
GRW
TCW Durable Growth 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


With a correlation of 0.90, QGRW and GRW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

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

They also come from different issuers: WisdomTree and TCW. Their fees differ too: 0.28% for QGRW and 0.75% for GRW.

Portfolio Optimizer

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