WisdomTree U.S. SmallCap Quality Dividend Growth Fund

10-Year Study

DGRS.US · · US · ETF

Executive Summary: WisdomTree U.S. SmallCap Quality Dividend Growth Fund has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 33.1% and an annualized volatility of 17.8%.

1Y CAGR
+26.7%
3Y CAGR
+15.5%
5Y CAGR
+5.7%
10Y CAGR
+9.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
33.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.83.5-4.24.4————————11.5%
20250.7-3.9-5.7-6.44.73.02.17.1-1.1-2.10.91.1-0.3%
2024-2.83.44.5-5.74.7-3.311.3-2.21.1-2.011.4-8.410.4%
202311.9-1.4-5.9-2.3-3.99.56.0-3.5-4.5-5.39.312.121.2%
2022-5.1-0.7-0.0-6.13.5-7.88.5-5.7-10.813.85.4-5.9-13.1%
20212.67.95.51.02.8-2.3-2.41.9-3.43.6-1.56.123.1%
2020-5.0-9.4-22.312.23.93.32.55.1-4.53.716.28.07.9%
201911.15.1-4.05.4-9.98.51.2-6.26.01.83.80.924.2%
20180.8-5.11.10.64.42.02.42.0-1.1-8.11.9-11.0-10.7%
2017-1.0-0.8-0.41.4-2.62.31.1-4.37.90.74.1-0.57.5%
2016———0.9-1.02.25.91.70.5-3.411.82.722.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 83.1% of variance. Idiosyncratic stock-specific factors contribute 2.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110091.810819008642
2016-05-019994.522135552244
2016-06-0110215.040133279612
2016-07-0110815.205827361257
2016-08-0110999.597082697645
2016-09-0111051.523615933796
2016-10-0110671.513746723467
2016-11-0111932.916532738163
2016-12-0112252.624621416186
2017-01-0112131.88524553056
2017-02-0112038.037204206637
2017-03-0111985.295782044375
2017-04-0112152.076382255342
2017-05-0111837.936701239085
2017-06-0112105.627713466944
2017-07-0112240.129657882466
2017-08-0111711.583646084684
2017-09-0112631.774330093398
2017-10-0112715.481531447924
2017-11-0113237.327345408781
2017-12-0113166.024564373962
2018-01-0113274.314248332874
2018-02-0112599.26931626292
2018-03-0112731.73403836316
2018-04-0112809.465387592865
2018-05-0113377.442969093074
2018-06-0113646.17522828208
2018-07-0113976.341058178543
2018-08-0114260.963651426737
2018-09-0114101.15487869473
2018-10-0112963.524666235078
2018-11-0113205.59194889741
2018-12-0111752.64499363934
2019-01-0113056.195645776837
2019-02-0113724.359293581845
2019-03-0113172.407860961841
2019-04-0113890.18919004568
2019-05-0112515.064127231326
2019-06-0113583.700410613475
2019-07-0113751.929702248643
2019-08-0112899.420070714252
2019-09-0113679.58567425268
2019-10-0113931.567438849377
2019-11-0114467.266364554143
2019-12-0114597.24114826904
2020-01-0113872.487991706244
2020-02-0112574.415204016497
2020-03-019767.666112844008
2020-04-0110956.86068568376
2020-05-0111383.907754573565
2020-06-0111759.11883344123
2020-07-0112050.305809705329
2020-08-0112666.090208204121
2020-09-0112096.120675995637
2020-10-0112538.786449302592
2020-11-0114573.111381734716
2020-12-0115743.156064810835
2021-01-0116153.045194645278
2021-02-0117425.222623127454
2021-03-0118378.3710370367
2021-04-0118567.063095038684
2021-05-0119081.348550629504
2021-06-0118641.580160170946
2021-07-0118200.725251144242
2021-08-0118543.612402609455
2021-09-0117915.785756647005
2021-10-0118553.526884543822
2021-11-0118274.563242171407
2021-12-0119381.90674954389
2022-01-0118390.41328450036
2022-02-0118254.00993259058
2022-03-0118253.87411776956
2022-04-0117138.245906314936
2022-05-0117737.641983077476
2022-06-0116347.305660309026
2022-07-0117734.33715576602
2022-08-0116721.973479892615
2022-09-0114921.431126040683
2022-10-0116978.980392867008
2022-11-0117903.92459561137
2022-12-0116841.39997917506
2023-01-0118850.101182041657
2023-02-0118592.415194962177
2023-03-0117504.357392174352
2023-04-0117097.637274830347
2023-05-0116436.219096469267
2023-06-0118003.11468656203
2023-07-0119087.460217575346
2023-08-0118419.070211735307
2023-09-0117593.587729583636
2023-10-0116660.313551150128
2023-11-0118206.02202916397
2023-12-0120404.411265386687
2024-01-0119832.35923925592
2024-02-0120514.919258088903
2024-03-0121431.307127109092
2024-04-0120217.394256843938
2024-05-0121175.975263593933
2024-06-0120471.82068821897
2024-07-0122777.458361439454
2024-08-0122273.087387783005
2024-09-0122510.899139386755
2024-10-0122069.63678589699
2024-11-0124594.0268641716
2024-12-0122525.748226484797
2025-01-0122673.560023360147
2025-02-0121789.496081742414
2025-03-0120553.354852437198
2025-04-0119242.515471571696
2025-05-0120155.507970066414
2025-06-0120757.39398521429
2025-07-0121195.442054606614
2025-08-0122710.00366700017
2025-09-0122469.339804155028
2025-10-0122004.62675823604
2025-11-0122210.47675529338
2025-12-0122447.654704399043
2026-01-0124193.146784131397
2026-02-0125030.671513746725
2026-03-0123975.843070501476
2026-04-0125032.391834812963
Annual Return Matrix
YearAnnual Return
20170.07454728853451176
2018-0.10735051904422965
20190.24203880540671707
20200.07850215701051688
20210.2311322246792944
2022-0.13107620437956202
20230.21156265456656853
20240.10396462478173385
2025-0.0034668558531580906
20260.11514508595445339
Total Factor Risk
0.17763775717595093
VTI.US Exposure
-0.28395999824540535
VEA.US Exposure
0.015773348365669602
VWO.US Exposure
0.004352334223470296
QQQ.US Exposure
0.06251463499857272
VTV.US Exposure
0.32212935341082094
IJR.US Exposure
0.8306920354001076
QUAL.US Exposure
-0.011017953738647905
SHV.US Exposure
0.04389475574488067
TLT.US Exposure
-0.012305598298675448
LQD.US Exposure
0.03656976079914574
HYG.US Exposure
-0.01386540933729695
GLD.US Exposure
-0.010069700984229985
USO.US Exposure
-0.00005134916364202308
VNQ.US Exposure
-0.0205292798496112
BTC-USD.CC Exposure
0.004592524284917792
CPER.US Exposure
0.008440901326207843
VIX.INDX Exposure
-0.0075389096984360545
UUP.US Exposure
-0.007294927345238437
TIP.US Exposure
0.011598703423827648
Idiosyncratic Exposure
0.02607477468356258
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$84
Avg Yield on Cost
0.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$83.750.84%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree U.S. SmallCap Quality Dividend Growth Fund a high-risk investment?

WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS.US) has an annualized volatility of 17.8% and experienced a maximum drawdown of 33.1% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of DGRS.US?

Over the past 10 years, DGRS.US has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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