VTWV vs. DGRS

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Russell 2000 Value ETF (VTWV) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS).

VTWV and DGRS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWV is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Value Index. It was launched on Sep 20, 2010. DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013. Both VTWV and DGRS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VTWV vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 Value ETF (VTWV) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

VTWV vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTWV Vanguard Russell 2000 Value ETF	5.55%	12.72%	7.83%	14.67%	-14.46%	27.90%	4.88%	22.44%	-13.34%	8.06%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	7.71%	-0.43%	10.40%	21.16%	-13.11%	23.11%	7.86%	24.20%	-10.75%	7.25%

Returns By Period

In the year-to-date period, VTWV achieves a 5.55% return, which is significantly lower than DGRS's 7.71% return. Both investments have delivered pretty close results over the past 10 years, with VTWV having a 9.64% annualized return and DGRS not far behind at 9.19%.

VTWV

• 1D: 0.57%
• 1M: -3.81%
• YTD: 5.55%
• 6M: 8.39%
• 1Y: 28.79%
• 3Y*: 13.98%
• 5Y*: 5.59%
• 10Y*: 9.64%

DGRS

• 1D: 0.55%
• 1M: -3.85%
• YTD: 7.71%
• 6M: 7.61%
• 1Y: 16.95%
• 3Y*: 11.33%
• 5Y*: 5.47%
• 10Y*: 9.19%

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

VTWV vs. DGRS - Expense Ratio Comparison

VTWV has a 0.10% expense ratio, which is lower than DGRS's 0.38% expense ratio.

DGRS

WisdomTree U.S. SmallCap Quality Dividend Growth Fund

VTWV

Vanguard Russell 2000 Value ETF

Return for Risk

VTWV vs. DGRS — Risk / Return Rank

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

VTWV

VTWV Risk / Return Rank: 72
VTWV Sharpe Ratio Rank: 71
VTWV Sortino Ratio Rank: 72
VTWV Omega Ratio Rank: 65
VTWV Calmar Ratio Rank: 75
VTWV Martin Ratio Rank: 75

DGRS

DGRS Risk / Return Rank: 41
DGRS Sharpe Ratio Rank: 39
DGRS Sortino Ratio Rank: 42
DGRS Omega Ratio Rank: 37
DGRS Calmar Ratio Rank: 45
DGRS Martin Ratio Rank: 42

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.

VTWV vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value ETF (VTWV) 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.

	VTWV	DGRS	Difference
Sharpe ratio Return per unit of total volatility	1.30	0.77	+0.54
Sortino ratio Return per unit of downside risk	1.88	1.25	+0.63
Omega ratio Gain probability vs. loss probability	1.25	1.16	+0.09
Calmar ratio Return relative to maximum drawdown	2.07	1.25	+0.82
Martin ratio Return relative to average drawdown	8.17	4.18	+3.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTWV vs. DGRS - Sharpe Ratio Comparison

The current VTWV Sharpe Ratio is 1.30, which is higher than the DGRS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VTWV and DGRS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VTWV	DGRS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	0.77	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.27	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.39	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.39	+0.06

Correlation

The correlation between VTWV and DGRS is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VTWV vs. DGRS - Dividend Comparison

VTWV's dividend yield for the trailing twelve months is around 1.76%, less than DGRS's 2.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTWV Vanguard Russell 2000 Value ETF	1.76%	1.79%	1.78%	2.02%	2.07%	1.60%	1.49%	1.82%	2.04%	1.63%	1.57%	2.03%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.39%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%

Drawdowns

VTWV vs. DGRS - Drawdown Comparison

The maximum VTWV drawdown since its inception was -45.73%, roughly equal to the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for VTWV and DGRS.

Drawdown Indicators

	VTWV	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-45.73%	-44.83%	-0.90%
Max Drawdown (1Y) Largest decline over 1 year	-13.90%	-14.03%	+0.13%
Max Drawdown (5Y) Largest decline over 5 years	-26.72%	-27.57%	+0.85%
Max Drawdown (10Y) Largest decline over 10 years	-45.73%	-44.83%	-0.90%
Current Drawdown Current decline from peak	-4.82%	-5.39%	+0.57%
Average Drawdown Average peak-to-trough decline	-7.89%	-6.80%	-1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	4.19%	-0.66%

Volatility

VTWV vs. DGRS - Volatility Comparison

Vanguard Russell 2000 Value ETF (VTWV) has a higher volatility of 6.40% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.78%. This indicates that VTWV'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

	VTWV	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	4.78%	+1.62%
Volatility (6M) Calculated over the trailing 6-month period	13.23%	12.48%	+0.75%
Volatility (1Y) Calculated over the trailing 1-year period	22.20%	22.24%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.82%	20.51%	+1.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.50%	23.63%	-0.13%