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WQTM vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WQTM vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and WisdomTree U.S. Quality 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, WQTM achieves a 53.55% return, which is significantly higher than DGRW's 9.10% return.


WQTM

1D
-3.80%
1M
23.76%
YTD
53.55%
6M
48.21%
1Y
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)

WQTM vs. DGRW - Yearly Performance Comparison


Correlation

The correlation between WQTM and DGRW is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 10, 2025

0.64

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Return for Risk

WQTM vs. DGRW — Risk / Return Rank

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

WQTM

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.

WQTM vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and WisdomTree U.S. Quality 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WQTM vs. DGRW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WQTMDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

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

1.26

0.86

+0.40

Drawdowns

WQTM vs. DGRW - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for WQTM and DGRW.


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Drawdown Indicators


WQTMDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-26.13%

-32.04%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

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

-3.80%

-0.83%

-2.97%

Average Drawdown

Average peak-to-trough decline

-11.75%

-3.01%

-8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

Volatility

WQTM vs. DGRW - Volatility Comparison


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Volatility by Period


WQTMDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

41.98%

9.88%

+32.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.98%

13.97%

+28.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.98%

16.21%

+25.77%

WQTM vs. DGRW - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Dividends

WQTM vs. DGRW - Dividend Comparison

WQTM has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.27%.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality 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%
WQTM
WisdomTree Quantum Computing Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WQTM and DGRW have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRW is cheaper with a 0.28% expense ratio, compared with 0.45% for WQTM.

DGRW has the higher dividend yield at 1.27%, compared with 0.00% for WQTM.

WQTM is categorized as Technology Equities, while DGRW is Dividend. Their fees differ too: 0.45% for WQTM and 0.28% for DGRW.

Portfolio Optimizer

Find the right allocation for WQTM and DGRW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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