QGRW vs. VB
Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and Vanguard Small-Cap ETF (VB).
QGRW and VB 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. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004. Both QGRW and VB 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 VB.
Key characteristics
| QGRW | VB | |
|---|---|---|
| YTD Return | 21.27% | 10.28% |
| 1Y Return | 35.12% | 21.64% |
| Sharpe Ratio | 1.83 | 1.17 |
| Daily Std Dev | 19.19% | 18.16% |
| Max Drawdown | -14.54% | -59.58% |
| Current Drawdown | -5.82% | -0.32% |
Correlation
The correlation between QGRW and VB is 0.65, 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.
Performance
QGRW vs. VB - Performance Comparison
In the year-to-date period, QGRW achieves a 21.27% return, which is significantly higher than VB's 10.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QGRW vs. VB - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is higher than VB's 0.05% expense ratio.
Risk-Adjusted Performance
QGRW vs. VB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Vanguard Small-Cap ETF (VB). 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. VB - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.09%, less than VB's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VB Vanguard Small-Cap ETF | 1.43% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
Drawdowns
QGRW vs. VB - Drawdown Comparison
The maximum QGRW drawdown since its inception was -14.54%, smaller than the maximum VB drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for QGRW and VB. For additional features, visit the drawdowns tool.
Volatility
QGRW vs. VB - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 6.33% compared to Vanguard Small-Cap ETF (VB) at 5.21%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.