SQS vs. DGRS
SQS (Sapient Quality Select ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Quality Factor funds. SQS is actively managed, while DGRS is passively managed. Their 0.44 correlation means their historical movements had little consistent relationship. SQS charges 0.80%/yr vs 0.38%/yr for DGRS.
Performance
SQS vs. DGRS - Performance Comparison
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Returns By Period
SQS
- 1D
- 1.43%
- 1M
- -0.43%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DGRS
- 1D
- 0.23%
- 1M
- 1.90%
- 6M
- 12.89%
- YTD
- 21.67%
- 1Y
- 31.79%
- 3Y*
- 12.75%
- 5Y*
- 8.44%
- 10Y*
- 9.82%
- ALL TIME*
- 9.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.61M | $2.32M | $1.84M | |
| $368.93K | $275.74K | $458.12K |
SQS vs. DGRS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SQS Sapient Quality Select ETF | 8.23% |
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 15.70% |
Correlation
The correlation between SQS and DGRS is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.44 |
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Return for Risk
SQS vs. DGRS — Risk / Return Rank
SQS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DGRS
SQS vs. DGRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) 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.
| SQS | DGRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.98 | — |
| Martin ratioReturn relative to average drawdown | — | 9.53 | — |
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Drawdowns
SQS vs. DGRS - Drawdown Comparison
The maximum SQS drawdown since its inception was -7.90%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for SQS and DGRS.
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Drawdown Indicators
| SQS | DGRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.90% | -44.83% | +36.93% |
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 DrawdownCurrent decline from peak | -3.23% | -1.24% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -6.66% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.03% | — |
Volatility
SQS vs. DGRS - Volatility Comparison
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Volatility by Period
| SQS | DGRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.52% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 17.17% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 20.22% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 23.57% | -5.05% |
SQS vs. DGRS - Expense Ratio Comparison
SQS has a 0.80% expense ratio, which is higher than DGRS's 0.38% expense ratio.
Dividends
SQS vs. DGRS - Dividend Comparison
SQS has not paid dividends to shareholders, while DGRS's dividend yield for the trailing twelve months is around 2.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SQS Sapient Quality Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SQS and DGRS have a correlation of 0.44, 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 0.80% for SQS.
DGRS has the higher dividend yield at 2.04%, compared with 0.00% for SQS.
They also come from different issuers: Alpha Architect and WisdomTree. Their fees differ too: 0.80% for SQS and 0.38% for DGRS.
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