USSH vs. QGRW

Last updated Jun 4, 2026

USSH (WisdomTree 1-3 Year Laddered Treasury Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - USSH is a Government Bonds fund tracking the Bloomberg US Treasury 1-3 Year Laddered 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 year, USSH returned 3.27% vs 35.66% for QGRW. At a correlation of -0.02, they often move in opposite directions. USSH charges 0.15%/yr vs 0.28%/yr for QGRW.

Performance

USSH vs. QGRW - 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. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USSH achieves a 0.39% return, which is significantly lower than QGRW's 15.43% return.

USSH

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

QGRW

• 1D: -1.04%
• 1M: 9.03%
• YTD: 15.43%
• 6M: 14.57%
• 1Y: 35.66%
• 3Y*: 29.10%
• 5Y*: —
• 10Y*: —

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

USSH vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
USSH WisdomTree 1-3 Year Laddered Treasury Fund	0.39%	5.00%	3.87%
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	21.32%

Correlation

The correlation between USSH and QGRW is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024	-0.02

The correlation between USSH and QGRW shifts across timeframes, from -0.02 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

USSH vs. QGRW — Risk / Return Rank

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

USSH

USSH Risk / Return Rank: 82
USSH Sharpe Ratio Rank: 79
USSH Sortino Ratio Rank: 91
USSH Omega Ratio Rank: 86
USSH Calmar Ratio Rank: 75
USSH Martin Ratio Rank: 78

QGRW

QGRW Risk / Return Rank: 54
QGRW Sharpe Ratio Rank: 60
QGRW Sortino Ratio Rank: 56
QGRW Omega Ratio Rank: 57
QGRW Calmar Ratio Rank: 46
QGRW Martin Ratio Rank: 52

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. QGRW - 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. 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.

	USSH	QGRW	Difference
Sharpe ratio Return per unit of total volatility	2.54	2.06	+0.48
Sortino ratio Return per unit of downside risk	4.29	2.75	+1.54
Omega ratio Gain probability vs. loss probability	1.52	1.35	+0.17
Calmar ratio Return relative to maximum drawdown	3.76	2.32	+1.44
Martin ratio Return relative to average drawdown	14.91	9.08	+5.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USSH vs. QGRW - Sharpe Ratio Comparison

The current USSH Sharpe Ratio is 2.54, which is comparable to the QGRW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of USSH 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

	USSH	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.54	2.06	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	2.74	1.66	+1.08

Drawdowns

USSH vs. QGRW - Drawdown Comparison

The maximum USSH drawdown since its inception was -1.01%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for USSH and QGRW.

Drawdown Indicators

	USSH	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-1.01%	-24.40%	+23.39%
Max Drawdown (1Y) Largest decline over 1 year	-0.87%	-15.44%	+14.57%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.40%	—
Current Drawdown Current decline from peak	-0.33%	-1.33%	+1.00%
Average Drawdown Average peak-to-trough decline	-0.20%	-3.26%	+3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.22%	3.94%	-3.72%

Volatility

USSH vs. QGRW - Volatility Comparison

The current volatility for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) is 0.36%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.71%. This indicates that USSH 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

	USSH	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.36%	4.71%	-4.35%
Volatility (6M) Calculated over the trailing 6-month period	0.88%	13.67%	-12.79%
Volatility (1Y) Calculated over the trailing 1-year period	1.29%	17.40%	-16.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.53%	21.08%	-19.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.53%	21.08%	-19.55%

USSH vs. QGRW - Expense Ratio Comparison

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

Dividends

USSH vs. QGRW - Dividend Comparison

USSH's dividend yield for the trailing twelve months is around 3.64%, more than QGRW's 0.07% yield.

Position	TTM	2025	2024	2023
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%
USSH WisdomTree 1-3 Year Laddered Treasury Fund	3.64%	3.67%	3.22%	0.00%

Frequently Asked Questions

Can I hold both USSH and QGRW in my portfolio?

USSH and QGRW have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USSH or QGRW?

QGRW has higher volatility (4.71%) compared to USSH (0.36%). In terms of maximum drawdown, USSH dropped -1.01% vs QGRW's -24.40%.

Which ETF is better, USSH or QGRW?

On 1-year performance, QGRW leads with 35.66% 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.

Which ETF has performed better, USSH or QGRW?

Over the 1-year period, QGRW has performed better with a 35.66% return vs 3.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USSH or QGRW?

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

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

USSH has the higher dividend yield at 3.64%, compared with 0.07% for QGRW.

What is the main difference between USSH and QGRW?

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

Which has better risk-adjusted returns?

USSH currently has the higher Sharpe Ratio (2.54 vs 2.06), 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.