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USSH vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USSH vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USSH achieves a 0.39% return, which is significantly lower than DGRW's 9.10% return.


USSH

1D
-0.06%
1M
0.06%
YTD
0.39%
6M
0.66%
1Y
3.27%
3Y*
5Y*
10Y*

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

USSH vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024
USSH
WisdomTree 1-3 Year Laddered Treasury Fund
0.39%5.00%3.87%
DGRW
WisdomTree U.S. Dividend Growth Fund
9.10%12.17%9.36%

Correlation

The correlation between USSH and DGRW is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.08

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Return for Risk

USSH vs. DGRW — Risk / Return Rank

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

USSH
USSH Risk / Return Rank: 8282
Overall Rank
USSH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
USSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
USSH Omega Ratio Rank: 8686
Omega Ratio Rank
USSH Calmar Ratio Rank: 7575
Calmar Ratio Rank
USSH Martin Ratio Rank: 7878
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6060
Overall Rank
DGRW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6565
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6363
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5050
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
Martin Ratio Rank
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.

USSH vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and WisdomTree U.S. 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.


USSHDGRWDifference

Sharpe ratio

Return per unit of total volatility

2.54

2.12

+0.43

Sortino ratio

Return per unit of downside risk

4.29

3.09

+1.20

Omega ratio

Gain probability vs. loss probability

1.52

1.39

+0.13

Calmar ratio

Return relative to maximum drawdown

3.76

2.52

+1.24

Martin ratio

Return relative to average drawdown

14.91

11.03

+3.88

USSH vs. DGRW - Sharpe Ratio Comparison

The current USSH Sharpe Ratio is 2.54, which is comparable to the DGRW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of USSH 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.


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Sharpe Ratios by Period


USSHDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.12

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

2.74

0.86

+1.88

Drawdowns

USSH vs. DGRW - Drawdown Comparison

The maximum USSH drawdown since its inception was -1.01%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for USSH and DGRW.


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Drawdown Indicators


USSHDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-1.01%

-32.04%

+31.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-8.30%

+7.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-0.33%

-0.83%

+0.50%

Average Drawdown

Average peak-to-trough decline

-0.20%

-3.01%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

1.89%

-1.67%

Volatility

USSH vs. DGRW - Volatility Comparison

The current volatility for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) is 0.36%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 2.47%. This indicates that USSH 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


USSHDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

2.47%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

7.64%

-6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

1.29%

9.88%

-8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

13.97%

-12.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

16.21%

-14.68%

USSH vs. DGRW - Expense Ratio Comparison

USSH has a 0.15% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Dividends

USSH vs. DGRW - Dividend Comparison

USSH's dividend yield for the trailing twelve months is around 3.64%, more than DGRW's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. 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%
USSH
WisdomTree 1-3 Year Laddered Treasury Fund
3.64%3.67%3.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USSH and DGRW have a correlation of 0.16, 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 USSH (0.36%). In terms of maximum drawdown, USSH dropped -1.01% vs DGRW's -32.04%.

On 1-year performance, DGRW leads with 20.79% vs 3.27% for USSH. On fees, USSH is cheaper at 0.15% per year. On volatility, USSH has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DGRW has performed better with a 20.79% return vs 3.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USSH is cheaper with a 0.15% expense ratio, compared with 0.28% for DGRW.

USSH has the higher dividend yield at 3.64%, compared with 1.27% for DGRW.

USSH is categorized as Government Bonds, while DGRW is Large Cap Growth Equities. USSH tracks Bloomberg US Treasury 1-3 Year Laddered Index, while DGRW tracks WisdomTree U.S. Dividend Growth Index. Their fees differ too: 0.15% for USSH and 0.28% for DGRW.

USSH currently has the higher Sharpe Ratio (2.54 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.

Portfolio Optimizer

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