SXQG vs. DGRW

Last updated Aug 2, 2026

SXQG (ETC 6 Meridian Quality Growth ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds. SXQG is actively managed, while DGRW is passively managed. Over the past 5 years, SXQG returned 4.34%/yr vs 11.41%/yr for DGRW. Their correlation of 0.84 means they have usually moved in the same direction. SXQG charges 1.00%/yr vs 0.28%/yr for DGRW.

Performance

SXQG vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SXQG achieves a -2.00% return, which is significantly lower than DGRW's 8.57% return.

SXQG

• 1D: 0.16%
• 1M: -0.29%
• 6M: 0.16%
• YTD: -2.00%
• 1Y: 0.85%
• 3Y*: 9.57%
• 5Y*: 4.34%
• 10Y*: —
• ALL TIME*: 5.71%

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
SXQG ETC 6 Meridian Quality Growth ETF	$62.10K	$170.59K	$108.05K

SXQG vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SXQG ETC 6 Meridian Quality Growth ETF	-2.00%	4.43%	18.77%	28.32%	-23.93%	12.62%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	8.57%	12.17%	16.98%	18.66%	-6.33%	11.34%

Correlation

The correlation between SXQG and DGRW is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.74
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (All Time) Calculated using the full available price history since May 11, 2021	0.84

The correlation between SXQG and DGRW shifts across timeframes, from 0.74 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

SXQG vs. DGRW - Sectors Allocation Comparison

Sectors	SXQG	DGRW
Technology	29.3%	33.8%
Healthcare	17.5%	12.8%
Communication Services	14.9%	11.1%
Financial Services	12.7%	8.4%
Consumer Defensive	11.9%	6.7%
Consumer Cyclical	7.1%	8.0%
Industrials	5.7%	11.8%
Energy	0.7%	4.5%
Basic Materials	0.2%	2.8%
Real Estate	-	-
Utilities	-	0.2%

Return for Risk

SXQG vs. DGRW — Risk / Return Rank

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

SXQG

SXQG Risk / Return Rank: 10
SXQG Sharpe Ratio Rank: 11
SXQG Sortino Ratio Rank: 10
SXQG Omega Ratio Rank: 10
SXQG Calmar Ratio Rank: 11
SXQG Martin Ratio Rank: 10

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.

SXQG vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) 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.

	SXQG	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	1.43	-1.46
Sortino ratio: Return per unit of downside risk	0.04	2.04	-2.00
Omega ratio: Gain probability vs. loss probability	1.00	1.26	-0.26
Calmar ratio: Return relative to maximum drawdown	-0.03	1.79	-1.82
Martin ratio: Return relative to average drawdown	-0.08	7.25	-7.32

SXQG vs. DGRW - Sharpe Ratio Comparison

The current SXQG Sharpe Ratio is -0.03, which is lower than the DGRW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SXQG 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

SXQG vs. DGRW - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SXQG and DGRW.

Drawdown Indicators

	SXQG	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-33.97%	-32.04%	-1.93%
Max Drawdown (1Y) Largest decline over 1 year	-14.03%	-8.30%	-5.73%
Max Drawdown (3Y) Largest decline over 3 years	-19.53%	-16.21%	-3.32%
Max Drawdown (5Y) Largest decline over 5 years	-33.97%	-17.27%	-16.70%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-4.87%	-1.31%	-3.56%
Average Drawdown Average peak-to-trough decline	-9.99%	-3.00%	-6.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.49%	2.05%	+3.44%

Volatility

SXQG vs. DGRW - Volatility Comparison

ETC 6 Meridian Quality Growth ETF (SXQG) has a higher volatility of 3.80% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.92%. This indicates that SXQG'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

	SXQG	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	2.92%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	8.33%	+1.79%
Volatility (1Y) Calculated over the trailing 1-year period	12.38%	10.44%	+1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.08%	14.01%	+4.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	16.18%	+1.69%

SXQG vs. DGRW - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

SXQG vs. DGRW - Dividend Comparison

SXQG's dividend yield for the trailing twelve months is around 0.01%, 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%
SXQG ETC 6 Meridian Quality Growth ETF	0.01%	0.15%	0.00%	0.02%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SXQG and DGRW in my portfolio?

SXQG and DGRW have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SXQG or DGRW?

SXQG has higher volatility (3.80%) compared to DGRW (2.92%). In terms of maximum drawdown, SXQG dropped -33.97% vs DGRW's -32.04%.

Which ETF is better, SXQG or DGRW?

On 5-year performance, DGRW leads with 11.41% vs 4.34% for SXQG. 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, SXQG or DGRW?

Over the 5-year period, DGRW has performed better with a 11.41% return vs 4.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SXQG or DGRW?

DGRW is cheaper with a 0.28% expense ratio, compared with 1.00% for SXQG.

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

DGRW has the higher dividend yield at 1.28%, compared with 0.01% for SXQG.

What is the main difference between SXQG and DGRW?

They also come from different issuers: Meridian and WisdomTree. Their fees differ too: 1.00% for SXQG and 0.28% for DGRW.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (1.43 vs -0.03), 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.