QGRW vs. JQUA

Last updated Jun 3, 2026

QGRW (WisdomTree U.S. Quality Growth Fund) and JQUA (JPMorgan U.S. Quality Factor ETF) are both Large Cap Growth Equities funds - QGRW tracks the WisdomTree U.S. Quality Growth Index while JQUA tracks the JP Morgan US Quality Factor Index. Both are passively managed. Over the past 3 years, QGRW returned 29.55%/yr vs 20.64%/yr for JQUA. Their correlation of 0.82 suggests significant overlap in exposure. QGRW charges 0.28%/yr vs 0.12%/yr for JQUA.

Performance

QGRW vs. JQUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and JPMorgan U.S. Quality Factor ETF (JQUA). 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 JQUA's 14.47% return.

QGRW

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

JQUA

• 1D: 0.42%
• 1M: 8.40%
• YTD: 14.47%
• 6M: 15.23%
• 1Y: 23.81%
• 3Y*: 20.64%
• 5Y*: 14.20%
• 10Y*: —

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

QGRW vs. JQUA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QGRW WisdomTree U.S. Quality Growth Fund	16.64%	19.20%	34.85%	56.05%	-3.30%
JQUA JPMorgan U.S. Quality Factor ETF	14.47%	11.69%	21.21%	25.13%	-1.14%

Correlation

The correlation between QGRW and JQUA is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.82

The correlation between QGRW and JQUA has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

QGRW vs. JQUA - Sectors Allocation Comparison

Sectors	QGRW	JQUA
Technology	52.1%	41.9%
Communication Services	17.8%	5.5%
Consumer Cyclical	12.4%	9.2%
Industrials	8.0%	7.6%
Healthcare	4.3%	7.2%
Financial Services	4.1%	10.2%
Energy	0.6%	3.2%
Consumer Defensive	0.5%	5.3%
Utilities	0.4%	2.3%
Basic Materials	-	0.8%
Real Estate	-	2.1%

Return for Risk

QGRW vs. JQUA — 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

JQUA

JQUA Risk / Return Rank: 66
JQUA Sharpe Ratio Rank: 63
JQUA Sortino Ratio Rank: 65
JQUA Omega Ratio Rank: 60
JQUA Calmar Ratio Rank: 67
JQUA Martin Ratio Rank: 74

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. JQUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and JPMorgan U.S. Quality Factor ETF (JQUA). 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	JQUA	Difference
Sharpe ratio Return per unit of total volatility	2.21	2.13	+0.07
Sortino ratio Return per unit of downside risk	2.92	3.04	-0.12
Omega ratio Gain probability vs. loss probability	1.38	1.37	+0.01
Calmar ratio Return relative to maximum drawdown	2.55	3.38	-0.83
Martin ratio Return relative to average drawdown	10.01	14.27	-4.26
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. JQUA - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 2.21, which is comparable to the JQUA Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of QGRW and JQUA, 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	JQUA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.13	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.68	0.84	+0.84

Drawdowns

QGRW vs. JQUA - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for QGRW and JQUA.

Drawdown Indicators

	QGRW	JQUA	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-32.92%	+8.52%
Max Drawdown (1Y) Largest decline over 1 year	-15.44%	-7.13%	-8.31%
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	-16.81%	-7.59%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.47%	—
Current Drawdown Current decline from peak	-0.29%	0.00%	-0.29%
Average Drawdown Average peak-to-trough decline	-3.26%	-4.16%	+0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	1.69%	+2.25%

Volatility

QGRW vs. JQUA - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 4.46% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 2.83%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QGRW	JQUA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	2.83%	+1.63%
Volatility (6M) Calculated over the trailing 6-month period	13.64%	8.33%	+5.31%
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	11.21%	+6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.08%	15.61%	+5.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.08%	17.99%	+3.09%

QGRW vs. JQUA - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is higher than JQUA's 0.12% expense ratio.

Dividends

QGRW vs. JQUA - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.07%, less than JQUA's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JQUA JPMorgan U.S. Quality Factor ETF	1.07%	1.19%	1.24%	1.21%	1.60%	1.32%	1.44%	1.67%	2.10%	0.40%
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%

Frequently Asked Questions

Can I hold both QGRW and JQUA in my portfolio?

QGRW and JQUA have a correlation of 0.77, 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 JQUA?

QGRW has higher volatility (4.46%) compared to JQUA (2.83%). In terms of maximum drawdown, QGRW dropped -24.40% vs JQUA's -32.92%.

Which ETF is better, QGRW or JQUA?

On 3-year performance, QGRW leads with 29.55% vs 20.64% for JQUA. On fees, JQUA is cheaper at 0.12% per year. On volatility, JQUA has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QGRW or JQUA?

Over the 3-year period, QGRW has performed better with a 29.55% return vs 20.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QGRW or JQUA?

JQUA is cheaper with a 0.12% expense ratio, compared with 0.28% for QGRW.

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

JQUA has the higher dividend yield at 1.07%, compared with 0.07% for QGRW.

What is the main difference between QGRW and JQUA?

QGRW tracks WisdomTree U.S. Quality Growth Index, while JQUA tracks JP Morgan US Quality Factor Index. They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.28% for QGRW and 0.12% for JQUA.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.21 vs 2.13), 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.