DGRW WisdomTree U.S. Quality Dividend Growth Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for DGRW (WisdomTree U.S. Quality Dividend Growth Fund) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -14.4% (compared to the benchmark's drawdown of -32.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.2%, compared to a Buy-and-Hold benchmark return of 12.7%. The strategy executed 28 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
DGRW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.75% | 21.90% | 10.18% | 12.39% | 13.42% | 14.20% | 11.21% | 12.72% |
| Sharpe Ratio | 1.87 | 2.02 | 0.95 | 0.84 | 1.09 | 0.82 | 0.93 | 0.74 |
| Max Drawdown | -8.30% | -8.30% | -11.51% | -17.27% | -12.65% | -32.04% | -14.38% | -32.04% |
| % Time Invested | 100.0% | 100.0% | 98.2% | 100.0% | 98.2% | 100.0% | 97.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.5 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-30 | Open | Open | 33.33% | $87.83 | $97.11 | 10.56% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $76.93 | $97.11 | 26.23% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $76.93 | $97.11 | 26.23% | Mark-to-Market |
| 2025-06-03 | 2025-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2025-05-12 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-04-30 | 2025-05-12 | Completed | 33.33% | $75.76 | $79.10 | 4.41% | Signal |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-02-24 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-10-26 | 2025-04-08 | Completed | 33.33% | $60.20 | $73.40 | 21.93% | Stop |
| 2023-03-21 | 2025-04-07 | Completed | 33.33% | $57.90 | $69.82 | 20.59% | Stop |
| 2024-01-08 | 2025-02-24 | Completed | 33.33% | $67.26 | $81.77 | 21.58% | Signal |
| 2023-10-31 | 2024-01-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2023-06-06 | 2023-10-31 | Completed | 33.33% | $60.96 | $59.90 | -1.75% | Signal |
| 2023-10-04 | 2023-10-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-06-16 | 2023-10-04 | Completed | 33.33% | $63.63 | $60.06 | -5.61% | Stop |
| 2023-06-02 | 2023-06-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-06-02 | 2023-06-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-05-10 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2022-12-27 | 2023-05-10 | Completed | 33.33% | $57.44 | $60.05 | 4.55% | Signal |
| 2023-01-09 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2022-12-02 | 2023-03-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2022-07-13 | 2023-01-09 | Completed | 33.33% | $53.37 | $58.29 | 9.24% | Signal |
| 2022-12-02 | 2022-12-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-07-01 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-04-12 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-06-17 | 2022-07-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-06-15 | 2022-07-01 | Completed | 33.33% | $53.10 | $53.63 | 1.00% | Signal |
| 2020-04-01 | 2022-06-17 | Completed | 33.33% | $33.53 | $51.82 | 54.53% | Stop |
| 2022-05-23 | 2022-06-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-07-23 | 2022-05-23 | Completed | 33.33% | $42.97 | $55.00 | 27.99% | Stop |
| 2020-06-30 | 2022-04-12 | Completed | 33.33% | $40.38 | $59.13 | 46.44% | Signal |
| 2020-06-15 | 2020-07-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2020-06-02 | 2020-06-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2020-03-24 | 2020-06-15 | Completed | 33.33% | $31.57 | $39.05 | 23.69% | Signal |
| 2020-04-02 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-24 | 2020-04-02 | Completed | 33.33% | $31.57 | $33.23 | 5.24% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $34.26 | $38.20 | 11.50% | Stop |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-06-21 | 2020-03-02 | Completed | 33.33% | $38.71 | $39.22 | 1.31% | Stop |
| 2019-03-29 | 2020-03-02 | Completed | 33.33% | $37.54 | $39.22 | 4.47% | Stop |
| 2019-03-04 | 2019-06-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2019-03-04 | 2019-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-02-28 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-12-14 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2019-01-11 | 2019-02-28 | Completed | 33.33% | $34.12 | $36.98 | 8.37% | Signal |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $23.99 | $32.75 | 36.53% | Stop |
| 2016-05-31 | 2018-12-18 | Completed | 33.33% | $25.82 | $33.89 | 31.26% | Stop |
| 2018-06-12 | 2018-12-14 | Completed | 33.33% | $36.31 | $34.80 | -4.17% | Signal |
| 2018-05-04 | 2018-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-04-22 | 2018-05-04 | Completed | 33.33% | $25.80 | $33.85 | 31.17% | Signal |
| 2016-04-04 | 2016-05-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2016-04-04 | 2016-04-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-26 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-11-25 | 2016-02-26 | Completed | 33.33% | $25.40 | $24.29 | -4.39% | Signal |
| 2016-01-07 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2015-11-25 | 2016-01-07 | Completed | 33.33% | $25.40 | $23.69 | -6.75% | Stop |
| 2015-11-03 | 2015-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2015-11-03 | 2015-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2015-10-12 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-17 | 2015-10-12 | Completed | 33.33% | $23.99 | $24.49 | 2.10% | Signal |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-12 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-05-18 | 2015-08-25 | Completed | 33.33% | $25.94 | $23.56 | -9.19% | Stop |
| 2015-05-18 | 2015-08-25 | Completed | 33.33% | $25.94 | $23.56 | -9.19% | Stop |
| 2015-05-18 | 2015-08-12 | Completed | 33.33% | $25.94 | $24.69 | -4.83% | Signal |
| 2015-05-14 | 2015-05-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-05-14 | 2015-05-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-05-14 | 2015-05-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |