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QUIZ vs. DGRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUIZ vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Quality International ETF (QUIZ) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUIZ achieves a 6.62% return, which is significantly lower than DGRS's 21.81% return.


QUIZ

1D
-0.74%
1M
-2.62%
6M
0.68%
YTD
6.62%
1Y
3Y*
5Y*
10Y*
ALL TIME*

DGRS

1D
-1.13%
1M
1.39%
6M
14.60%
YTD
21.81%
1Y
26.15%
3Y*
12.92%
5Y*
8.46%
10Y*
9.69%
ALL TIME*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.75M$2.29M$1.82M
$637.02K$642.52K$582.86K

QUIZ vs. DGRS - Yearly Performance Comparison


Correlation

The correlation between QUIZ and DGRS is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.54

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Return for Risk

QUIZ vs. DGRS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QUIZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DGRS
DGRS Risk / Return Rank: 7171
Overall Rank
DGRS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 7474
Sortino Ratio Rank
DGRS Omega Ratio Rank: 6565
Omega Ratio Rank
DGRS Calmar Ratio Rank: 7777
Calmar Ratio Rank
DGRS Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QUIZ vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Quality International ETF (QUIZ) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QUIZDGRSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.71

Martin ratioReturn relative to average drawdown

8.64

QUIZ vs. DGRS - Sharpe Ratio Comparison


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Drawdowns

QUIZ vs. DGRS - Drawdown Comparison

The maximum QUIZ drawdown since its inception was -11.75%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for QUIZ and DGRS.


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Drawdown Indicators


QUIZDGRSDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-44.83%

+33.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-4.56%

-1.13%

-3.43%

Average Drawdown

Average peak-to-trough decline

-2.25%

-6.66%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

QUIZ vs. DGRS - Volatility Comparison


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Volatility by Period


QUIZDGRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

17.21%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

20.23%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

23.58%

-4.78%

QUIZ vs. DGRS - Expense Ratio Comparison

QUIZ has a 0.55% expense ratio, which is higher than DGRS's 0.38% expense ratio.


Dividends

QUIZ vs. DGRS - Dividend Comparison

QUIZ's dividend yield for the trailing twelve months is around 0.17%, less than DGRS's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund
2.04%2.68%2.15%2.36%2.88%2.19%2.32%2.39%2.64%1.90%1.82%2.55%
QUIZ
Zacks Quality International ETF
0.17%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QUIZ and DGRS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRS is cheaper with a 0.38% expense ratio, compared with 0.55% for QUIZ.

DGRS has the higher dividend yield at 2.04%, compared with 0.17% for QUIZ.

They also come from different issuers: Zacks and WisdomTree. Their fees differ too: 0.55% for QUIZ and 0.38% for DGRS.

Portfolio Optimizer

Find the right allocation for QUIZ and DGRS

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

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