SAWG vs. DGRW

Last updated Aug 2, 2026

SAWG (AAM Sawgrass U.S. Large Cap Quality Growth ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds. SAWG is actively managed, while DGRW is passively managed. Over the past year, SAWG returned 17.21% vs 16.02% for DGRW. Their correlation of 0.85 means they have usually moved in the same direction. SAWG charges 0.49%/yr vs 0.28%/yr for DGRW.

Performance

SAWG vs. DGRW - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with SAWG having a 8.37% return and DGRW slightly higher at 8.57%.

SAWG

• 1D: 0.52%
• 1M: 0.10%
• 6M: 8.55%
• YTD: 8.37%
• 1Y: 17.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.12%

DGRW

• 1D: 0.49%
• 1M: 0.69%
• 6M: 6.01%
• YTD: 8.57%
• 1Y: 16.02%
• 3Y*: 13.97%
• 5Y*: 11.41%
• 10Y*: 13.71%
• ALL TIME*: 12.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRW WisdomTree U.S. Quality Dividend Growth Fund	$51.03M	$48.50M	$56.54M
SAWG AAM Sawgrass U.S. Large Cap Quality Growth ETF	$20.88K	$32.12K	$31.74K

SAWG vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SAWG AAM Sawgrass U.S. Large Cap Quality Growth ETF	8.37%	11.30%	6.07%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	8.57%	12.17%	3.46%

Correlation

The correlation between SAWG and DGRW is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (All Time) Calculated using the full available price history since Jul 31, 2024	0.85

The correlation between SAWG and DGRW has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

SAWG vs. DGRW - Sectors Allocation Comparison

Sectors	SAWG	DGRW
Technology	46.2%	33.8%
Healthcare	15.4%	12.8%
Consumer Cyclical	11.3%	8.0%
Industrials	8.8%	11.8%
Financial Services	7.5%	8.4%
Communication Services	6.9%	11.1%
Consumer Defensive	3.8%	6.7%
Basic Materials	-	2.8%
Energy	-	4.5%
Real Estate	-	-
Utilities	-	0.2%

Return for Risk

SAWG vs. DGRW — Risk / Return Rank

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

SAWG

SAWG Risk / Return Rank: 46
SAWG Sharpe Ratio Rank: 48
SAWG Sortino Ratio Rank: 47
SAWG Omega Ratio Rank: 45
SAWG Calmar Ratio Rank: 40
SAWG Martin Ratio Rank: 49

DGRW

DGRW Risk / Return Rank: 59
DGRW Sharpe Ratio Rank: 62
DGRW Sortino Ratio Rank: 61
DGRW Omega Ratio Rank: 62
DGRW Calmar Ratio Rank: 51
DGRW Martin Ratio Rank: 61

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.

SAWG vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Sawgrass U.S. Large Cap Quality Growth ETF (SAWG) 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.

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.

	SAWG	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.20	1.43	-0.23
Sortino ratio: Return per unit of downside risk	1.72	2.04	-0.32
Omega ratio: Gain probability vs. loss probability	1.21	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	1.40	1.79	-0.40
Martin ratio: Return relative to average drawdown	5.64	7.25	-1.60

SAWG vs. DGRW - Sharpe Ratio Comparison

The current SAWG Sharpe Ratio is 1.20, which is comparable to the DGRW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SAWG 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.

Drawdowns

SAWG vs. DGRW - Drawdown Comparison

The maximum SAWG drawdown since its inception was -18.68%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SAWG and DGRW.

Drawdown Indicators

	SAWG	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-18.68%	-32.04%	+13.36%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-8.30%	-3.03%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.27%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-1.58%	-1.31%	-0.27%
Average Drawdown Average peak-to-trough decline	-2.57%	-3.00%	+0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.05%	+0.75%

Volatility

SAWG vs. DGRW - Volatility Comparison

AAM Sawgrass U.S. Large Cap Quality Growth ETF (SAWG) has a higher volatility of 3.28% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.92%. This indicates that SAWG's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAWG	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	2.92%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	10.49%	8.33%	+2.16%
Volatility (1Y) Calculated over the trailing 1-year period	13.19%	10.44%	+2.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	14.01%	+2.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.05%	16.18%	-0.13%

SAWG vs. DGRW - Expense Ratio Comparison

SAWG has a 0.49% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

SAWG vs. DGRW - Dividend Comparison

SAWG's dividend yield for the trailing twelve months is around 0.25%, less than DGRW's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.28%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
SAWG AAM Sawgrass U.S. Large Cap Quality Growth ETF	0.25%	0.27%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SAWG and DGRW in my portfolio?

SAWG and DGRW have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAWG or DGRW?

SAWG has higher volatility (3.28%) compared to DGRW (2.92%). In terms of maximum drawdown, SAWG dropped -18.68% vs DGRW's -32.04%.

Which ETF is better, SAWG or DGRW?

On 1-year performance, SAWG leads with 17.21% vs 16.02% for DGRW. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 2.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAWG or DGRW?

Over the 1-year period, SAWG has performed better with a 17.21% return vs 16.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAWG or DGRW?

DGRW is cheaper with a 0.28% expense ratio, compared with 0.49% for SAWG.

Which ETF pays a higher dividend yield, SAWG or DGRW?

DGRW has the higher dividend yield at 1.28%, compared with 0.25% for SAWG.

What is the main difference between SAWG and DGRW?

They also come from different issuers: AAM and WisdomTree. Their fees differ too: 0.49% for SAWG and 0.28% for DGRW.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (1.43 vs 1.20), 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.