SFIG vs. DGRW
SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - SFIG is a Corporate Bonds fund tracking the WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, SFIG returned 2.45%/yr vs 14.15%/yr for DGRW. At a 0.15 correlation, their price movements are largely independent. SFIG charges 0.18%/yr vs 0.28%/yr for DGRW.
Performance
SFIG vs. DGRW - Performance Comparison
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Returns By Period
In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than DGRW's 9.10% return. Over the past 10 years, SFIG has underperformed DGRW with an annualized return of 2.45%, while DGRW has yielded a comparatively higher 14.15% annualized return.
SFIG
- 1D
- -0.06%
- 1M
- 0.26%
- YTD
- 0.53%
- 6M
- 0.78%
- 1Y
- 4.41%
- 3Y*
- 5.31%
- 5Y*
- 2.18%
- 10Y*
- 2.45%
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%
SFIG vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 0.53% | 6.61% | 4.65% | 6.09% | -5.65% | -0.77% | 4.41% | 6.25% | 1.80% | 1.63% |
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 SFIG and DGRW is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | 0.15 |
The correlation between SFIG and DGRW shifts across timeframes, from 0.15 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SFIG vs. DGRW — Risk / Return Rank
SFIG
DGRW
SFIG vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) 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.
| SFIG | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.39 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.52 | +0.66 |
| Martin ratioReturn relative to average drawdown | 12.48 | 11.03 | +1.45 |
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
| SFIG | DGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.12 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.88 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.88 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.86 | -0.14 |
Drawdowns
SFIG vs. DGRW - Drawdown Comparison
The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SFIG and DGRW.
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Drawdown Indicators
| SFIG | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -32.04% | +19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -8.30% | +6.90% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -16.21% | +14.81% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -17.27% | +7.81% |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | -32.04% | +19.69% |
Current DrawdownCurrent decline from peak | -0.32% | -0.83% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -3.01% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 1.89% | -1.54% |
Volatility
SFIG vs. DGRW - Volatility Comparison
The current volatility for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) is 0.61%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 2.47%. This indicates that SFIG 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.
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Volatility by Period
| SFIG | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 2.47% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 7.64% | -6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 9.88% | -7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 13.97% | -10.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 16.21% | -12.79% |
SFIG vs. DGRW - Expense Ratio Comparison
SFIG has a 0.18% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Dividends
SFIG vs. DGRW - Dividend Comparison
SFIG's dividend yield for the trailing twelve months is around 4.44%, more than DGRW's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 4.44% | 4.46% | 4.37% | 3.26% | 2.13% | 1.66% | 2.29% | 2.41% | 2.27% | 1.81% | 0.98% | 0.00% |
Frequently Asked Questions
SFIG and DGRW have a correlation of 0.32, 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 SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs DGRW's -32.04%.
On 10-year performance, DGRW leads with 14.15% vs 2.45% for SFIG. On fees, SFIG is cheaper at 0.18% per year. On volatility, SFIG has been the lower-risk option at 0.61%. 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 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SFIG is cheaper with a 0.18% expense ratio, compared with 0.28% for DGRW.
SFIG has the higher dividend yield at 4.44%, compared with 1.27% for DGRW.
SFIG is categorized as Corporate Bonds, while DGRW is Dividend. SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.18% for SFIG and 0.28% for DGRW.
SFIG currently has the higher Sharpe Ratio (2.28 vs 2.12), 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.
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