QGRW vs. QQQA
QGRW (WisdomTree U.S. Quality Growth Fund) and QQQA (ProShares Nasdaq-100 Dorsey Wright Momentum ETF) are both exchange-traded funds - QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while QQQA is a Nasdaq-100 fund tracking the NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, QGRW returned 24.35%/yr vs 24.96%/yr for QQQA. Their correlation of 0.83 suggests significant overlap in exposure. QGRW charges 0.28%/yr vs 0.58%/yr for QQQA.
Performance
QGRW vs. QQQA - Performance Comparison
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Returns By Period
In the year-to-date period, QGRW achieves a 11.64% return, which is significantly lower than QQQA's 43.02% return.
QGRW
- 1D
- -1.52%
- 1M
- -0.67%
- 6M
- 11.22%
- YTD
- 11.64%
- 1Y
- 23.64%
- 3Y*
- 24.35%
- 5Y*
- —
- 10Y*
- —
QQQA
- 1D
- -4.01%
- 1M
- -13.78%
- 6M
- 36.16%
- YTD
- 43.02%
- 1Y
- 59.87%
- 3Y*
- 24.96%
- 5Y*
- 11.75%
- 10Y*
- —
QGRW vs. QQQA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 11.64% | 19.20% | 34.85% | 56.05% | -3.07% |
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF | 43.02% | 9.87% | 16.17% | 24.98% | -5.00% |
Correlation
The correlation between QGRW and QQQA 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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022 | 0.83 |
The correlation between QGRW and QQQA has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
QGRW vs. QQQA - Sectors Allocation Comparison
Sectors
QGRW
QQQA
Technology
Communication Services
Consumer Cyclical
Industrials
-
Healthcare
Financial Services
-
Energy
Consumer Defensive
-
Utilities
-
Basic Materials
-
-
Real Estate
-
-
Technology
QGRW
QQQA
Communication Services
QGRW
QQQA
Consumer Cyclical
QGRW
QQQA
Industrials
QGRW
QQQA
-
Healthcare
QGRW
QQQA
Financial Services
QGRW
QQQA
-
Energy
QGRW
QQQA
Consumer Defensive
QGRW
QQQA
-
Utilities
QGRW
QQQA
-
Basic Materials
QGRW
-
QQQA
-
Real Estate
QGRW
-
QQQA
-
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Return for Risk
QGRW vs. QQQA — Risk / Return Rank
QGRW
QQQA
QGRW vs. QQQA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). 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 | QQQA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.30 | -1.76 |
| Martin ratioReturn relative to average drawdown | 5.54 | 12.10 | -6.56 |
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Drawdowns
QGRW vs. QQQA - Drawdown Comparison
The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum QQQA drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for QGRW and QQQA.
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Drawdown Indicators
| QGRW | QQQA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -38.44% | +14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -18.26% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -30.84% | +6.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.44% | — |
Current DrawdownCurrent decline from peak | -4.56% | -18.26% | +13.70% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -15.48% | +12.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 4.96% | -0.69% |
Volatility
QGRW vs. QQQA - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Growth Fund (QGRW) is 5.71%, while ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) has a volatility of 16.10%. This indicates that QGRW experiences smaller price fluctuations and is considered to be less risky than QQQA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QGRW | QQQA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 16.10% | -10.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.53% | 30.00% | -14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 33.17% | -14.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 27.39% | -6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.22% | 27.08% | -5.86% |
QGRW vs. QQQA - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is lower than QQQA's 0.58% expense ratio.
Dividends
QGRW vs. QQQA - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, more than QQQA's 0.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.09% | 0.14% | 0.11% | 0.00% | 0.00% |
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF | 0.03% | 0.10% | 0.09% | 0.34% | 0.28% | 0.10% |
Frequently Asked Questions
QGRW and QQQA 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.
QQQA has higher volatility (16.10%) compared to QGRW (5.71%). In terms of maximum drawdown, QGRW dropped -24.40% vs QQQA's -38.44%.
On 3-year performance, QQQA leads with 24.96% vs 24.35% for QGRW. On fees, QGRW is cheaper at 0.28% per year. On volatility, QGRW has been the lower-risk option at 5.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QQQA has performed better with a 24.96% return vs 24.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for QQQA.
QGRW has the higher dividend yield at 0.08%, compared with 0.03% for QQQA.
QGRW is categorized as Large Cap Growth Equities, while QQQA is Nasdaq-100. QGRW tracks WisdomTree U.S. Quality Growth Index, while QQQA tracks NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross. They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.28% for QGRW and 0.58% for QQQA.
QQQA currently has the higher Sharpe Ratio (1.81 vs 1.25), 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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