PortfoliosLab logoPortfoliosLab logo
QIG vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QIG achieves a 0.49% return, which is significantly lower than DGRW's 9.10% return. Over the past 10 years, QIG has underperformed DGRW with an annualized return of 2.50%, while DGRW has yielded a comparatively higher 14.15% annualized return.


QIG

1D
-0.21%
1M
0.66%
YTD
0.49%
6M
0.42%
1Y
5.92%
3Y*
5.29%
5Y*
0.56%
10Y*
2.50%

DGRW

1D
-0.83%
1M
4.06%
YTD
9.10%
6M
8.62%
1Y
20.79%
3Y*
16.64%
5Y*
12.17%
10Y*
14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QIG
WisdomTree U.S. Corporate Bond Fund
0.49%7.85%2.28%8.48%-16.25%-1.52%9.75%13.97%-2.01%7.00%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
9.10%12.17%16.98%18.66%-6.33%24.46%13.87%29.54%-5.38%26.90%

Correlation

The correlation between QIG and DGRW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

0.20

The correlation between QIG and DGRW shifts across timeframes, from 0.20 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

QIG vs. DGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QIG
QIG Risk / Return Rank: 4242
Overall Rank
QIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
QIG Omega Ratio Rank: 3939
Omega Ratio Rank
QIG Calmar Ratio Rank: 4646
Calmar Ratio Rank
QIG Martin Ratio Rank: 4343
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6060
Overall Rank
DGRW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6565
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6363
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5050
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QIG vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.


QIGDGRWDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.25

1.39

-0.14

Calmar ratioReturn relative to maximum drawdown

2.21

2.52

-0.30

Martin ratioReturn relative to average drawdown

6.91

11.03

-4.12

QIG vs. DGRW - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is lower than the DGRW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of QIG and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QIGDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.12

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.88

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.88

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.86

-0.53

Drawdowns

QIG vs. DGRW - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QIG and DGRW.


Loading charts...

Drawdown Indicators


QIGDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-32.04%

+9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-8.30%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-16.21%

+9.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-17.27%

-5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-32.04%

+9.12%

Current Drawdown

Current decline from peak

-1.30%

-0.83%

-0.47%

Average Drawdown

Average peak-to-trough decline

-5.51%

-3.01%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.89%

-1.03%

Volatility

QIG vs. DGRW - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.35%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 2.47%. This indicates that QIG experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QIGDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.47%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

7.64%

-4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

9.88%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

13.97%

-6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

16.21%

-8.67%

QIG vs. DGRW - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Dividends

QIG vs. DGRW - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, more than DGRW's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.27%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
QIG
WisdomTree U.S. Corporate Bond Fund
4.88%4.82%4.67%4.19%4.25%2.50%2.61%3.00%3.27%2.88%2.35%0.00%

Frequently Asked Questions


QIG and DGRW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRW has higher volatility (2.47%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs DGRW's -32.04%.

On 10-year performance, DGRW leads with 14.15% vs 2.50% for QIG. On fees, QIG is cheaper at 0.18% per year. On volatility, QIG has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGRW has performed better with a 14.15% return vs 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QIG is cheaper with a 0.18% expense ratio, compared with 0.28% for DGRW.

QIG has the higher dividend yield at 4.88%, compared with 1.27% for DGRW.

QIG is categorized as Corporate Bonds, while DGRW is Dividend. QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.18% for QIG and 0.28% for DGRW.

DGRW currently has the higher Sharpe Ratio (2.12 vs 1.43), 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.

Portfolio Optimizer

Find the right allocation for QIG and DGRW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer