TTAC vs. DGRS

Last updated Aug 4, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Quality Factor funds. TTAC is actively managed, while DGRS is passively managed. Over the past 5 years, TTAC returned 11.12%/yr vs 9.03%/yr for DGRS. Their 0.70 correlation means they have sometimes moved together and sometimes differently. TTAC charges 0.59%/yr vs 0.38%/yr for DGRS.

Performance

TTAC vs. DGRS - Performance Comparison

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

Returns By Period

In the year-to-date period, TTAC achieves a 15.31% return, which is significantly lower than DGRS's 23.92% return.

TTAC

• 1D: 0.84%
• 1M: -1.36%
• 6M: 12.42%
• YTD: 15.31%
• 1Y: 20.70%
• 3Y*: 16.79%
• 5Y*: 11.12%
• 10Y*: —
• ALL TIME*: 14.10%

DGRS

• 1D: 1.85%
• 1M: 3.78%
• 6M: 13.41%
• YTD: 23.92%
• 1Y: 34.23%
• 3Y*: 13.89%
• 5Y*: 9.03%
• 10Y*: 9.82%
• ALL TIME*: 9.69%

*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)
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	$2.65M	$2.40M	$1.87M
TTAC TrimTabs US Free Cash Flow Quality ETF	$1.01M	$1.13M	$1.15M

TTAC vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAC TrimTabs US Free Cash Flow Quality ETF	15.31%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-6.26%	15.11%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	23.92%	-0.43%	10.40%	21.16%	-13.11%	23.11%	7.86%	24.20%	-10.75%	13.54%

Correlation

The correlation between TTAC and DGRS is 0.52, 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.	0.52
Correlation (3Y) Balances recent behavior with more history.	0.64
Correlation (5Y) Shows whether the relationship held over a longer period.	0.71
Correlation (All Time) Calculated using the full available price history since Aug 24, 2017	0.70

The correlation between TTAC and DGRS shifts across timeframes, from 0.52 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

TTAC vs. DGRS - Sectors Allocation Comparison

Sectors	TTAC	DGRS
Technology	31.4%	9.1%
Financial Services	14.5%	25.5%
Consumer Cyclical	11.8%	16.3%
Healthcare	11.6%	1.2%
Industrials	9.3%	19.5%
Consumer Defensive	8.0%	6.5%
Communication Services	5.0%	2.0%
Energy	2.6%	10.0%
Basic Materials	2.3%	8.0%
Real Estate	2.0%	1.9%
Utilities	-	0.2%

Return for Risk

TTAC vs. DGRS — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 56
TTAC Sharpe Ratio Rank: 47
TTAC Sortino Ratio Rank: 46
TTAC Omega Ratio Rank: 44
TTAC Calmar Ratio Rank: 77
TTAC Martin Ratio Rank: 69

DGRS

DGRS Risk / Return Rank: 84
DGRS Sharpe Ratio Rank: 83
DGRS Sortino Ratio Rank: 88
DGRS Omega Ratio Rank: 81
DGRS Calmar Ratio Rank: 86
DGRS Martin Ratio Rank: 81

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.

TTAC vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

	TTAC	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	1.24	2.02	-0.78
Sortino ratio: Return per unit of downside risk	1.76	3.09	-1.33
Omega ratio: Gain probability vs. loss probability	1.22	1.36	-0.14
Calmar ratio: Return relative to maximum drawdown	2.90	3.55	-0.65
Martin ratio: Return relative to average drawdown	8.91	11.35	-2.44

TTAC vs. DGRS - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.24, which is lower than the DGRS Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of TTAC and DGRS, 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

TTAC vs. DGRS - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for TTAC and DGRS.

Drawdown Indicators

	TTAC	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-44.83%	+9.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-9.68%	+2.51%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-27.57%	+7.65%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-27.57%	+5.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.83%	—
Current Drawdown Current decline from peak	-4.50%	0.00%	-4.50%
Average Drawdown Average peak-to-trough decline	-4.95%	-6.65%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	3.02%	-0.69%

Volatility

TTAC vs. DGRS - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 4.80% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.02%. This indicates that TTAC's price experiences larger fluctuations and is considered to be riskier than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	4.02%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	13.60%	10.67%	+2.93%
Volatility (1Y) Calculated over the trailing 1-year period	16.82%	17.07%	-0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.42%	20.24%	-2.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	23.59%	-4.84%

TTAC vs. DGRS - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than DGRS's 0.38% expense ratio.

Dividends

TTAC vs. DGRS - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.54%, less than DGRS's 2.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.00%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.54%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TTAC and DGRS in my portfolio?

TTAC and DGRS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or DGRS?

TTAC has higher volatility (4.80%) compared to DGRS (4.02%). In terms of maximum drawdown, TTAC dropped -34.95% vs DGRS's -44.83%.

Which ETF is better, TTAC or DGRS?

On 5-year performance, TTAC leads with 11.12% vs 9.03% for DGRS. On fees, DGRS is cheaper at 0.38% per year. On volatility, DGRS has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or DGRS?

Over the 5-year period, TTAC has performed better with a 11.12% return vs 9.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or DGRS?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.59% for TTAC.

Which ETF pays a higher dividend yield, TTAC or DGRS?

DGRS has the higher dividend yield at 2.00%, compared with 0.54% for TTAC.

What is the main difference between TTAC and DGRS?

They also come from different issuers: TrimTabs and WisdomTree. Their fees differ too: 0.59% for TTAC and 0.38% for DGRS.

Which has better risk-adjusted returns?

DGRS currently has the higher Sharpe Ratio (2.02 vs 1.24), 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.