VALQ vs. DGRE

Last updated Aug 4, 2026

VALQ (American Century STOXX U.S. Quality Value ETF) and DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) are both Quality Factor funds. VALQ is passively managed, while DGRE is actively managed. Over the past 5 years, VALQ returned 8.85%/yr vs 8.18%/yr for DGRE. Their 0.54 correlation means they have sometimes moved together and sometimes differently. VALQ charges 0.29%/yr vs 0.32%/yr for DGRE.

Performance

VALQ vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century STOXX U.S. Quality Value ETF (VALQ) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VALQ achieves a 7.41% return, which is significantly lower than DGRE's 24.33% return.

VALQ

• 1D: 0.64%
• 1M: 1.46%
• 6M: 2.65%
• YTD: 7.41%
• 1Y: 17.62%
• 3Y*: 14.02%
• 5Y*: 8.85%
• 10Y*: —
• ALL TIME*: 8.86%

DGRE

• 1D: 1.17%
• 1M: -2.01%
• 6M: 14.83%
• YTD: 24.33%
• 1Y: 43.98%
• 3Y*: 20.91%
• 5Y*: 8.18%
• 10Y*: 8.04%
• ALL TIME*: 5.91%

*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)
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	$229.67K	$448.89K	$491.47K
VALQ American Century STOXX U.S. Quality Value ETF	$217.95K	$474.87K	$401.20K

VALQ vs. DGRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VALQ American Century STOXX U.S. Quality Value ETF	7.41%	10.58%	16.71%	13.87%	-7.73%	27.05%	0.64%	24.52%	-10.92%
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	24.33%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-18.23%

Correlation

The correlation between VALQ and DGRE is 0.48, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.49
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (5Y) Shows whether the relationship held over a longer period.	0.52
Correlation (All Time) Calculated using the full available price history since Jan 16, 2018	0.54

The correlation between VALQ and DGRE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

VALQ vs. DGRE - Sectors Allocation Comparison

Sectors	VALQ	DGRE
Technology	34.6%	38.6%
Healthcare	14.8%	2.6%
Consumer Cyclical	12.1%	2.6%
Consumer Defensive	12.1%	2.3%
Industrials	11.6%	8.0%
Communication Services	6.5%	0.8%
Financial Services	5.5%	11.8%
Energy	1.9%	1.1%
Basic Materials	0.7%	4.4%
Real Estate	0.3%	0.3%
Utilities	-	0.9%

Return for Risk

VALQ vs. DGRE — Risk / Return Rank

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

VALQ

VALQ Risk / Return Rank: 62
VALQ Sharpe Ratio Rank: 65
VALQ Sortino Ratio Rank: 68
VALQ Omega Ratio Rank: 62
VALQ Calmar Ratio Rank: 60
VALQ Martin Ratio Rank: 52

DGRE

DGRE Risk / Return Rank: 77
DGRE Sharpe Ratio Rank: 77
DGRE Sortino Ratio Rank: 72
DGRE Omega Ratio Rank: 77
DGRE Calmar Ratio Rank: 83
DGRE Martin Ratio Rank: 76

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.

VALQ vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Value ETF (VALQ) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). 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.

	VALQ	DGRE	Difference
Sharpe ratio: Return per unit of total volatility	1.59	1.82	-0.23
Sortino ratio: Return per unit of downside risk	2.35	2.42	-0.07
Omega ratio: Gain probability vs. loss probability	1.28	1.33	-0.05
Calmar ratio: Return relative to maximum drawdown	2.25	3.23	-0.98
Martin ratio: Return relative to average drawdown	6.47	10.12	-3.65

VALQ vs. DGRE - Sharpe Ratio Comparison

The current VALQ Sharpe Ratio is 1.59, which is comparable to the DGRE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of VALQ and DGRE, 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

VALQ vs. DGRE - Drawdown Comparison

The maximum VALQ drawdown since its inception was -38.19%, roughly equal to the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for VALQ and DGRE.

Drawdown Indicators

	VALQ	DGRE	Difference
Max Drawdown Largest peak-to-trough decline	-38.19%	-36.95%	-1.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-13.68%	+5.83%
Max Drawdown (3Y) Largest decline over 3 years	-15.62%	-20.65%	+5.03%
Max Drawdown (5Y) Largest decline over 5 years	-20.19%	-33.43%	+13.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.95%	—
Current Drawdown Current decline from peak	-0.45%	-8.09%	+7.64%
Average Drawdown Average peak-to-trough decline	-4.87%	-11.93%	+7.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	4.36%	-1.63%

Volatility

VALQ vs. DGRE - Volatility Comparison

The current volatility for American Century STOXX U.S. Quality Value ETF (VALQ) is 3.08%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 9.02%. This indicates that VALQ experiences smaller price fluctuations and is considered to be less risky than DGRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VALQ	DGRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	9.02%	-5.94%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	22.59%	-14.55%
Volatility (1Y) Calculated over the trailing 1-year period	11.16%	24.31%	-13.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.48%	19.08%	-4.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	19.99%	-2.44%

VALQ vs. DGRE - Expense Ratio Comparison

VALQ has a 0.29% expense ratio, which is lower than DGRE's 0.32% expense ratio.

Dividends

VALQ vs. DGRE - Dividend Comparison

VALQ's dividend yield for the trailing twelve months is around 1.78%, more than DGRE's 1.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.33%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%
VALQ American Century STOXX U.S. Quality Value ETF	1.78%	1.88%	1.58%	1.76%	2.71%	1.58%	2.08%	2.31%	2.35%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VALQ and DGRE in my portfolio?

VALQ and DGRE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VALQ or DGRE?

DGRE has higher volatility (9.02%) compared to VALQ (3.08%). In terms of maximum drawdown, VALQ dropped -38.19% vs DGRE's -36.95%.

Which ETF is better, VALQ or DGRE?

On 5-year performance, VALQ leads with 8.85% vs 8.18% for DGRE. On fees, VALQ is cheaper at 0.29% per year. On volatility, VALQ has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VALQ or DGRE?

Over the 5-year period, VALQ has performed better with a 8.85% return vs 8.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VALQ or DGRE?

VALQ is cheaper with a 0.29% expense ratio, compared with 0.32% for DGRE.

Which ETF pays a higher dividend yield, VALQ or DGRE?

VALQ has the higher dividend yield at 1.78%, compared with 1.33% for DGRE.

What is the main difference between VALQ and DGRE?

They also come from different issuers: American Century and WisdomTree. Their fees differ too: 0.29% for VALQ and 0.32% for DGRE.

Which has better risk-adjusted returns?

DGRE currently has the higher Sharpe Ratio (1.82 vs 1.59), 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.