QSML vs. VBR
Compare and contrast key facts about Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Vanguard Small-Cap Value ETF (VBR).
QSML and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both QSML and VBR 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: QSML or VBR.
Correlation
The correlation between QSML and VBR is 0.94, 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
QSML vs. VBR - Performance Comparison
Key characteristics
QSML:
0.67
VBR:
1.15
QSML:
1.10
VBR:
1.71
QSML:
1.13
VBR:
1.21
QSML:
1.33
VBR:
1.89
QSML:
2.87
VBR:
4.69
QSML:
4.47%
VBR:
3.89%
QSML:
19.02%
VBR:
15.89%
QSML:
-9.62%
VBR:
-62.01%
QSML:
-6.28%
VBR:
-5.85%
Returns By Period
In the year-to-date period, QSML achieves a 1.63% return, which is significantly lower than VBR's 2.67% return.
QSML
1.63%
-1.10%
7.76%
9.51%
N/A
N/A
VBR
2.67%
-0.56%
7.05%
15.19%
10.52%
8.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QSML vs. VBR - Expense Ratio Comparison
QSML has a 0.38% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
QSML vs. VBR — Risk-Adjusted Performance Rank
QSML
VBR
QSML vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Vanguard Small-Cap Value ETF (VBR). 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
QSML vs. VBR - Dividend Comparison
QSML's dividend yield for the trailing twelve months is around 0.32%, less than VBR's 1.93% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 0.32% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.93% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
QSML vs. VBR - Drawdown Comparison
The maximum QSML drawdown since its inception was -9.62%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for QSML and VBR. For additional features, visit the drawdowns tool.
Volatility
QSML vs. VBR - Volatility Comparison
Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) has a higher volatility of 4.21% compared to Vanguard Small-Cap Value ETF (VBR) at 3.42%. This indicates that QSML's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.