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QGRW vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QGRWSPYG
YTD Return21.27%24.34%
1Y Return35.12%32.26%
Sharpe Ratio1.831.94
Daily Std Dev19.19%16.79%
Max Drawdown-14.54%-67.79%
Current Drawdown-5.82%-4.10%

Correlation

-0.50.00.51.01.0

The correlation between QGRW and SPYG is 0.96, 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.

Performance

QGRW vs. SPYG - Performance Comparison

In the year-to-date period, QGRW achieves a 21.27% return, which is significantly lower than SPYG's 24.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.46%
9.90%
QGRW
SPYG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QGRW vs. SPYG - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is higher than SPYG's 0.04% expense ratio.


QGRW
WisdomTree U.S. Quality Growth Fund
Expense ratio chart for QGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

QGRW vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
Sharpe ratio
The chart of Sharpe ratio for QGRW, currently valued at 1.83, compared to the broader market0.002.004.001.83
Sortino ratio
The chart of Sortino ratio for QGRW, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.0012.002.42
Omega ratio
The chart of Omega ratio for QGRW, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for QGRW, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.42
Martin ratio
The chart of Martin ratio for QGRW, currently valued at 8.81, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.81
SPYG
Sharpe ratio
The chart of Sharpe ratio for SPYG, currently valued at 1.94, compared to the broader market0.002.004.001.94
Sortino ratio
The chart of Sortino ratio for SPYG, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.57
Omega ratio
The chart of Omega ratio for SPYG, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for SPYG, currently valued at 2.55, compared to the broader market0.005.0010.0015.002.55
Martin ratio
The chart of Martin ratio for SPYG, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.57

QGRW vs. SPYG - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 1.83, which roughly equals the SPYG Sharpe Ratio of 1.94. The chart below compares the 12-month rolling Sharpe Ratio of QGRW and SPYG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.83
1.94
QGRW
SPYG

Dividends

QGRW vs. SPYG - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.09%, less than SPYG's 0.54% yield.


TTM20232022202120202019201820172016201520142013
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.54%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%

Drawdowns

QGRW vs. SPYG - Drawdown Comparison

The maximum QGRW drawdown since its inception was -14.54%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for QGRW and SPYG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.82%
-4.10%
QGRW
SPYG

Volatility

QGRW vs. SPYG - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 6.33% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.64%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%AprilMayJuneJulyAugustSeptember
6.33%
5.64%
QGRW
SPYG