WisdomTree Trust WisdomTree U.S. Quality Dividend Growth Fund
Snapshot*
Top 10 Holdings
What is DGRW?
The WisdomTree U.S. Quality Dividend Growth Index is a fundamentally weighted index that consists of dividend-paying stocks with growth characteristics. The primary starting screening universe for this index is the constituents of the WisdomTree U.S. Dividend Index with market capitalization of at least $2 billion. The Index is comprised of the 300 companies in the WisdomTree U.S. Dividend Index with the best combined rank of growth and quality factors. The growth factor ranking is based on long-term earnings growth expectations, while the quality factor ranking is based on three year historical averages for return on equity and return on assets. The Index is dividend weighted annually to reflect the proportionate share of the aggregate cash dividends each component company is projected to pay in the coming year.
DGRWPerformance Measures**
for the time period May 22, 2013 to Aug 5, 2026
1M Trailing Return: 3.3%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 6.0%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -32.0%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 15.5%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.88
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.41
The annualized return divided by the max drawdown for the selected time period.
ETFs related toDGRW
ETFs correlated to DGRW include VIG, QUS, DUHP
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toDGRW
LIQ. El Dorado (MBM) | BT 3/13/17 LIVE 2.5.24-5.12.25 +4%
Category
Leveraged ETFs, momentum and mean reversion, volatility hedge, bond trend filter, global rotation, daily rebalanced
OOS Cumulative Return
85.55%
El Dorado [Diversified] sans Crypto/BULZ/BRZU BT20160112
Category
Tactical allocation, leveraged ETFs, momentum, mean reversion, risk-on/risk-off, sector rotation, volatility hedging, daily rebalancing
OOS Cumulative Return
70.13%
Create your own algorithmic trading strategy with DGRW using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.