QGRW vs. SCHD
Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and Schwab US Dividend Equity ETF (SCHD).
QGRW and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both QGRW and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QGRW or SCHD.
Performance
QGRW vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, QGRW achieves a 32.42% return, which is significantly higher than SCHD's 18.85% return.
QGRW
32.42%
5.17%
13.95%
38.55%
N/A
N/A
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| QGRW | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.49 |
| Sortino Ratio | 2.67 | 3.58 |
| Omega Ratio | 1.37 | 1.44 |
| Calmar Ratio | 2.65 | 3.79 |
| Martin Ratio | 9.86 | 13.58 |
| Ulcer Index | 3.91% | 2.05% |
| Daily Std Dev | 18.90% | 11.15% |
| Max Drawdown | -14.54% | -33.37% |
| Current Drawdown | -1.06% | 0.00% |
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QGRW vs. SCHD - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between QGRW and SCHD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
QGRW vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
QGRW vs. SCHD - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, less than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
QGRW vs. SCHD - Drawdown Comparison
The maximum QGRW drawdown since its inception was -14.54%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for QGRW and SCHD. For additional features, visit the drawdowns tool.
Volatility
QGRW vs. SCHD - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 5.78% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.