QGRW vs. SCHG
Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and Schwab U.S. Large-Cap Growth ETF (SCHG).
QGRW and SCHG 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. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both QGRW and SCHG 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 SCHG.
Performance
QGRW vs. SCHG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with QGRW having a 32.42% return and SCHG slightly higher at 32.97%.
QGRW
32.42%
5.17%
13.95%
38.55%
N/A
N/A
SCHG
32.97%
4.60%
14.88%
38.45%
20.43%
16.46%
Key characteristics
| QGRW | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.26 |
| Sortino Ratio | 2.67 | 2.95 |
| Omega Ratio | 1.37 | 1.41 |
| Calmar Ratio | 2.65 | 3.11 |
| Martin Ratio | 9.86 | 12.34 |
| Ulcer Index | 3.91% | 3.12% |
| Daily Std Dev | 18.90% | 16.99% |
| Max Drawdown | -14.54% | -34.59% |
| Current Drawdown | -1.06% | -1.19% |
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QGRW vs. SCHG - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between QGRW and SCHG is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
QGRW vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, less than SCHG's 0.40% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
QGRW vs. SCHG - Drawdown Comparison
The maximum QGRW drawdown since its inception was -14.54%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QGRW and SCHG. For additional features, visit the drawdowns tool.
Volatility
QGRW vs. SCHG - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 5.78% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.49%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.