QSML vs. RWJ
Compare and contrast key facts about Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Invesco S&P SmallCap 600 Revenue ETF (RWJ).
QSML and RWJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSML is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross. It was launched on Jan 23, 2024. RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008. Both QSML and RWJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QSML vs. RWJ - Performance Comparison
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QSML vs. RWJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | -3.09% | 5.49% | 10.38% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 3.96% | 7.75% | 14.95% |
Returns By Period
In the year-to-date period, QSML achieves a -3.09% return, which is significantly lower than RWJ's 3.96% return.
QSML
- 1D
- 2.75%
- 1M
- -5.17%
- YTD
- -3.09%
- 6M
- -0.81%
- 1Y
- 15.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RWJ
- 1D
- 2.60%
- 1M
- -3.49%
- YTD
- 3.96%
- 6M
- 5.17%
- 1Y
- 25.54%
- 3Y*
- 11.93%
- 5Y*
- 6.87%
- 10Y*
- 12.12%
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QSML vs. RWJ - Expense Ratio Comparison
QSML has a 0.38% expense ratio, which is lower than RWJ's 0.39% expense ratio.
Return for Risk
QSML vs. RWJ — Risk / Return Rank
QSML
RWJ
QSML vs. RWJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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.
| QSML | RWJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.01 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.57 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.59 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.82 | 5.69 | -1.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSML | RWJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.01 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.29 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.44 | -0.17 |
Correlation
The correlation between QSML and RWJ is 0.93, 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.
Dividends
QSML vs. RWJ - Dividend Comparison
QSML's dividend yield for the trailing twelve months is around 0.64%, less than RWJ's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 0.64% | 0.62% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.13% | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 1.11% | 0.60% | 0.74% |
Drawdowns
QSML vs. RWJ - Drawdown Comparison
The maximum QSML drawdown since its inception was -28.54%, smaller than the maximum RWJ drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for QSML and RWJ.
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Drawdown Indicators
| QSML | RWJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.54% | -55.97% | +27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -16.11% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.33% | — |
Current DrawdownCurrent decline from peak | -8.26% | -7.49% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -9.31% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 4.50% | -0.61% |
Volatility
QSML vs. RWJ - Volatility Comparison
Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Invesco S&P SmallCap 600 Revenue ETF (RWJ) have volatilities of 6.17% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSML | RWJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 6.15% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 13.97% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.86% | 25.39% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 23.88% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 26.16% | -4.89% |