WisdomTree U.S. Quality Dividend Growth Fund

10-Year Study

DGRW.US · · US · ETF

Executive Summary: WisdomTree U.S. Quality Dividend Growth Fund has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 19.3% and an annualized volatility of 10.9%.

1Y CAGR
+17.6%
3Y CAGR
+16.2%
5Y CAGR
+11.4%
10Y CAGR
+13.8%

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 →
19.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.41.7-5.65.7————————3.9%
20252.90.1-3.9-2.64.23.81.72.81.90.21.1-0.412.2%
20241.34.03.2-4.14.13.12.32.91.7-1.44.1-4.917.0%
20233.4-2.22.61.9-1.36.72.6-1.7-5.1-1.57.94.718.7%
2022-3.2-2.52.8-3.70.6-6.46.1-3.2-7.911.16.0-4.3-6.3%
2021-1.71.26.92.41.70.62.81.9-5.46.0-0.66.824.5%
2020-1.5-8.6-10.411.04.11.94.66.7-1.9-3.510.42.913.9%
20196.34.31.83.1-7.46.92.1-1.12.92.03.92.129.5%
20185.3-4.2-3.0-0.62.8-0.24.52.91.3-6.32.3-9.2-5.4%
20171.84.60.61.41.70.90.90.82.52.64.71.626.9%
2016———-0.41.10.93.8-0.7-0.2-2.14.51.38.3%

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 10.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 68.7% of variance. Idiosyncratic stock-specific factors contribute 2.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019958.258307415288
2016-05-0110067.581787994293
2016-06-0110154.494929417175
2016-07-0110543.538417167489
2016-08-0110474.085853034941
2016-09-0110449.960635752092
2016-10-0110231.391623599839
2016-11-0110688.36766987037
2016-12-0110829.182548776591
2017-01-0111021.248898970292
2017-02-0111531.074371146395
2017-03-0111601.306425336545
2017-04-0111766.59729205154
2017-05-0111969.810350068983
2017-06-0112079.40665216815
2017-07-0112190.951679411328
2017-08-0112293.220774969013
2017-09-0112599.794214624791
2017-10-0112931.584157644069
2017-11-0113533.428431120361
2017-12-0113745.761522811774
2018-01-0114470.68727638379
2018-02-0113863.191699989866
2018-03-0113453.88147074184
2018-04-0113377.140674570695
2018-05-0113750.555386666043
2018-06-0113728.33992002432
2018-07-0114342.928855942442
2018-08-0114754.070886825837
2018-09-0114940.174138078868
2018-10-0113994.769621713474
2018-11-0114320.596465792078
2018-12-0113005.94750913952
2019-01-0113828.972086461037
2019-02-0114423.76197491601
2019-03-0114688.00910444387
2019-04-0115138.359485224766
2019-05-0114015.114312216945
2019-06-0114988.346623638816
2019-07-0115307.703700239303
2019-08-0115140.191286860136
2019-09-0115574.87391748318
2019-10-0115882.577617722483
2019-11-0116498.764508258697
2019-12-0116848.911442134555
2020-01-0116601.579246856705
2020-02-0115181.465285410284
2020-03-0113601.283040634815
2020-04-0115094.669067496043
2020-05-0115711.830320604258
2020-06-0116003.164729633872
2020-07-0116736.781797348176
2020-08-0117853.518228374996
2020-09-0117508.437979873564
2020-10-0116894.160839978485
2020-11-0118644.817560352018
2020-12-0119184.770323254525
2021-01-0118866.114787705883
2021-02-0119098.753595397888
2021-03-0120419.833345025683
2021-04-0120919.447497447167
2021-05-0121284.287818908866
2021-06-0121415.86574063248
2021-07-0122024.257730592646
2021-08-0122432.047954228343
2021-09-0121218.342960035545
2021-10-0122489.652269485297
2021-11-0122353.592279930464
2021-12-0123877.534317049784
2022-01-0123121.701782693763
2022-02-0122539.617582177736
2022-03-0123169.796319247947
2022-04-0122301.24952256234
2022-05-0122426.04588078479
2022-06-0120981.45593152959
2022-07-0122269.0176086804
2022-08-0121567.437582333638
2022-09-0119856.651778406565
2022-10-0122058.12657359555
2022-11-0123372.931428259628
2022-12-0122365.40155430317
2023-01-0123130.58796935045
2023-02-0122619.04761904762
2023-03-0123196.260006703615
2023-04-0123639.166257434386
2023-05-0123343.34978057355
2023-06-0124915.152507229766
2023-07-0125557.997957736046
2023-08-0125119.10608080194
2023-09-0123846.43266375137
2023-10-0123497.026245430243
2023-11-0125350.302831887377
2023-12-0126538.713373710914
2024-01-0126880.44181496465
2024-02-0127964.283765560573
2024-03-0128867.86864033549
2024-04-0127683.66734482301
2024-05-0128813.811004840634
2024-06-0129694.08912689319
2024-07-0130364.177754912733
2024-08-0131245.858959068977
2024-09-0131777.97784689256
2024-10-0131344.113680829996
2024-11-0132640.3666721231
2024-12-0131045.802835784827
2025-01-0131956.13029955803
2025-02-0131986.99810583916
2025-03-0130736.07246139575
2025-04-0129924.272540903738
2025-05-0131166.89661623366
2025-06-0132361.387180506514
2025-07-0132925.38721168611
2025-08-0133847.71882234642
2025-09-0134503.932527340614
2025-10-0134567.694814052644
2025-11-0134952.72392800629
2025-12-0134824.69268604479
2026-01-0135663.85270755871
2026-02-0136261.877479752744
2026-03-0134235.20332998152
2026-04-0136176.133573416264
Annual Return Matrix
YearAnnual Return
20170.26932586655533686
2018-0.053821246094259534
20190.2954774290988422
20200.1386355960824046
20210.2446088180741468
2022-0.0633286813733891
20230.18659677579563883
20240.16983074494254136
20250.12171983022143773
20260.038806972384656024
Total Factor Risk
0.10886923029399483
VTI.US Exposure
-0.1356640017985272
VEA.US Exposure
-0.06428525202733815
VWO.US Exposure
0.03454910839941773
QQQ.US Exposure
0.21209580597239858
VTV.US Exposure
0.6871707975488115
IJR.US Exposure
-0.06910305077363887
QUAL.US Exposure
0.20768037426234026
SHV.US Exposure
0.04813911445648938
TLT.US Exposure
0.01593378406533307
LQD.US Exposure
-0.058037595679821835
HYG.US Exposure
0.04992782432683298
GLD.US Exposure
-0.004571907590170686
USO.US Exposure
0.016158247061050658
VNQ.US Exposure
-0.01463311532567474
BTC-USD.CC Exposure
-0.011990329550924985
CPER.US Exposure
-0.018150545975936797
VIX.INDX Exposure
0.028818739696338705
UUP.US Exposure
0.021889506815422326
TIP.US Exposure
0.02722593310141953
Idiosyncratic Exposure
0.02684656301617861
Value Score
42.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.9%

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 →19.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.34%
Market Cap$389.1B
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
$88
Avg Yield on Cost
0.88%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$87.690.88%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 →
+2.3%
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 →
+4.7%
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 →
0.8% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

WisdomTree U.S. Quality Dividend Growth Fund (DGRW.US) has an annualized volatility of 10.9% and experienced a maximum drawdown of 19.3% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, DGRW.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 80% 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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