USMF vs. QGRW

Last updated Jun 5, 2026

USMF (WisdomTree US Multifactor Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - USMF is a Mid Cap Blend Equities fund tracking the WisdomTree US Multifactor Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, USMF returned 14.35%/yr vs 29.12%/yr for QGRW. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.28% expense ratio.

Performance

USMF vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Multifactor Fund (USMF) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USMF achieves a 4.43% return, which is significantly lower than QGRW's 15.43% return.

USMF

• 1D: 0.08%
• 1M: 3.17%
• YTD: 4.43%
• 6M: 4.58%
• 1Y: 6.68%
• 3Y*: 14.35%
• 5Y*: 7.68%
• 10Y*: —

QGRW

• 1D: 0.00%
• 1M: 8.02%
• YTD: 15.43%
• 6M: 14.33%
• 1Y: 35.04%
• 3Y*: 29.12%
• 5Y*: —
• 10Y*: —

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

USMF vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
USMF WisdomTree US Multifactor Fund	4.43%	4.60%	19.65%	13.47%	-0.48%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between USMF and QGRW is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.59

The correlation between USMF and QGRW has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

USMF vs. QGRW - Sectors Allocation Comparison

Sectors	USMF	QGRW
Technology	35.6%	52.1%
Financial Services	11.8%	4.1%
Consumer Cyclical	11.1%	12.4%
Communication Services	10.3%	17.8%
Healthcare	9.3%	4.3%
Industrials	7.8%	8.0%
Consumer Defensive	5.2%	0.5%
Energy	4.1%	0.6%
Real Estate	2.0%	-
Utilities	2.0%	0.4%
Basic Materials	0.9%	-

Return for Risk

USMF vs. QGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USMF

USMF Risk / Return Rank: 21
USMF Sharpe Ratio Rank: 20
USMF Sortino Ratio Rank: 19
USMF Omega Ratio Rank: 18
USMF Calmar Ratio Rank: 23
USMF Martin Ratio Rank: 24

QGRW

QGRW Risk / Return Rank: 55
QGRW Sharpe Ratio Rank: 62
QGRW Sortino Ratio Rank: 58
QGRW Omega Ratio Rank: 58
QGRW Calmar Ratio Rank: 47
QGRW Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USMF vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.

	USMF	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	0.62	2.02	-1.40
Sortino ratio: Return per unit of downside risk	0.94	2.71	-1.77
Omega ratio: Gain probability vs. loss probability	1.11	1.35	-0.24
Calmar ratio: Return relative to maximum drawdown	1.04	2.28	-1.24
Martin ratio: Return relative to average drawdown	3.11	8.92	-5.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USMF vs. QGRW - Sharpe Ratio Comparison

The current USMF Sharpe Ratio is 0.62, which is lower than the QGRW Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of USMF and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	USMF	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	2.02	-1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	1.65	-1.03

Drawdowns

USMF vs. QGRW - Drawdown Comparison

The maximum USMF drawdown since its inception was -36.24%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for USMF and QGRW.

Drawdown Indicators

	USMF	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-36.24%	-24.40%	-11.84%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-15.44%	+8.97%
Max Drawdown (3Y) Largest decline over 3 years	-15.39%	-24.40%	+9.01%
Max Drawdown (5Y) Largest decline over 5 years	-18.10%	—	—
Current Drawdown Current decline from peak	-0.49%	-1.33%	+0.84%
Average Drawdown Average peak-to-trough decline	-4.16%	-3.26%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	3.94%	-1.79%

Volatility

USMF vs. QGRW - Volatility Comparison

The current volatility for WisdomTree US Multifactor Fund (USMF) is 2.25%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.69%. This indicates that USMF experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USMF	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.25%	4.69%	-2.44%
Volatility (6M) Calculated over the trailing 6-month period	7.42%	13.67%	-6.25%
Volatility (1Y) Calculated over the trailing 1-year period	10.79%	17.39%	-6.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	21.07%	-6.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.96%	21.07%	-4.11%

USMF vs. QGRW - Expense Ratio Comparison

Both USMF and QGRW have an expense ratio of 0.28%.

Dividends

USMF vs. QGRW - Dividend Comparison

USMF's dividend yield for the trailing twelve months is around 1.31%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USMF WisdomTree US Multifactor Fund	1.31%	1.37%	1.22%	1.33%	1.74%	1.42%	1.34%	1.38%	1.45%	0.67%

Frequently Asked Questions

Can I hold both USMF and QGRW in my portfolio?

USMF and QGRW have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USMF or QGRW?

QGRW has higher volatility (4.69%) compared to USMF (2.25%). In terms of maximum drawdown, USMF dropped -36.24% vs QGRW's -24.40%.

Which ETF is better, USMF or QGRW?

On 3-year performance, QGRW leads with 29.12% vs 14.35% for USMF. Both ETFs have the same 0.28% expense ratio. On volatility, USMF has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USMF or QGRW?

Over the 3-year period, QGRW has performed better with a 29.12% return vs 14.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USMF or QGRW?

USMF and QGRW have the same expense ratio: 0.28% per year.

Which ETF pays a higher dividend yield, USMF or QGRW?

USMF has the higher dividend yield at 1.31%, compared with 0.07% for QGRW.

What is the main difference between USMF and QGRW?

USMF is categorized as Mid Cap Blend Equities, while QGRW is Large Cap Growth Equities. USMF tracks WisdomTree US Multifactor Index, while QGRW tracks WisdomTree U.S. Quality Growth Index.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.02 vs 0.62), 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.