QGRW vs. MPT
QGRW (WisdomTree U.S. Quality Growth Fund) is Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while MPT (Medical Properties Trust, Inc) is a stock. Over the past 3 years, QGRW returned 26.27%/yr vs -11.46%/yr for MPT. At a 0.18 correlation, their price movements are largely independent.
Performance
QGRW vs. MPT - Performance Comparison
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Returns By Period
In the year-to-date period, QGRW achieves a 10.35% return, which is significantly higher than MPT's 1.04% return.
QGRW
- 1D
- 0.15%
- 1M
- -0.58%
- YTD
- 10.35%
- 6M
- 11.58%
- 1Y
- 29.61%
- 3Y*
- 26.27%
- 5Y*
- —
- 10Y*
- —
MPT
- 1D
- -0.20%
- 1M
- -1.78%
- YTD
- 1.04%
- 6M
- -0.94%
- 1Y
- 20.70%
- 3Y*
- -11.46%
- 5Y*
- -19.15%
- 10Y*
- -3.69%
QGRW vs. MPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 10.35% | 19.20% | 34.85% | 56.05% | -3.07% |
MPT Medical Properties Trust, Inc | 1.04% | 35.16% | -11.55% | -50.35% | -6.07% |
Correlation
The correlation between QGRW and MPT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022 | 0.18 |
The correlation between QGRW and MPT shifts across timeframes, from 0.04 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QGRW vs. MPT — Risk / Return Rank
QGRW
MPT
QGRW vs. MPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Medical Properties Trust, Inc (MPT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QGRW | MPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.13 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 0.80 | +1.00 |
| Martin ratioReturn relative to average drawdown | 6.86 | 1.79 | +5.07 |
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Drawdowns
QGRW vs. MPT - Drawdown Comparison
The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum MPT drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for QGRW and MPT.
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Drawdown Indicators
| QGRW | MPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -84.50% | +60.10% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -23.35% | +7.91% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -69.52% | +45.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -84.50% | — |
Current DrawdownCurrent decline from peak | -5.67% | -70.06% | +64.39% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -24.29% | +21.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 10.36% | -6.32% |
Volatility
QGRW vs. MPT - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 7.09% compared to Medical Properties Trust, Inc (MPT) at 6.58%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than MPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QGRW | MPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 6.58% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 24.72% | -9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 36.26% | -18.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 49.70% | -28.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 41.47% | -20.27% |
Dividends
QGRW vs. MPT - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, less than MPT's 6.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPT Medical Properties Trust, Inc | 6.85% | 6.60% | 11.65% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 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 MPT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QGRW has higher volatility (7.09%) compared to MPT (6.58%). In terms of maximum drawdown, QGRW dropped -24.40% vs MPT's -84.50%.
QGRW currently has the higher Sharpe Ratio (1.52 vs 0.51), 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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