DGRW
WisdomTree U.S. Quality Dividend Growth Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for DGRW (WisdomTree U.S. Quality Dividend Growth Fund) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -14.6% (compared to the benchmark's drawdown of -32.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.7%, compared to a Buy-and-Hold benchmark return of 12.4%. The strategy executed 28 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
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 | 11.69% | 12.71% | 8.88% | 11.19% | 12.53% | 13.50% | 10.68% | 12.38% |
| Sharpe Ratio | 1.11 | 1.17 | 0.84 | 0.76 | 1.03 | 0.78 | 0.89 | 0.72 |
| Max Drawdown | -8.30% | -8.30% | -11.28% | -17.27% | -12.82% | -32.04% | -14.57% | -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 | 1.9 | 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 or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-05-12 | 2025-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income | |
| 2025-04-30 | 2025-05-12 | Completed | 33.33% | $75.63 | $78.96 | 4.36% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-24 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-10-26 | 2025-04-08 | Completed | 33.33% | $60.10 | $73.28 | 21.86% | Stop | |
| 2023-03-21 | 2025-04-07 | Completed | 33.33% | $57.80 | $69.70 | 20.53% | Stop | |
| 2024-01-08 | 2025-02-24 | Completed | 33.33% | $67.15 | $81.63 | 21.51% | Signal | |
| 2023-10-31 | 2024-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2023-06-06 | 2023-10-31 | Completed | 33.33% | $60.86 | $59.80 | -1.80% | Signal | |
| 2023-10-04 | 2023-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-06-16 | 2023-10-04 | Completed | 33.33% | $63.52 | $59.96 | -5.65% | Stop | |
| 2023-01-09 | 2023-06-16 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.16% | Interest Income | |
| 2023-05-10 | 2023-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-12-27 | 2023-05-10 | Completed | 33.33% | $57.34 | $59.95 | 4.49% | Signal | |
| 2022-07-01 | 2023-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.73% | Interest Income | |
| 2022-07-13 | 2023-01-09 | Completed | 33.33% | $53.28 | $58.20 | 9.18% | Signal | |
| 2022-04-12 | 2022-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.91% | Interest Income | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-15 | 2022-07-01 | Completed | 33.33% | $53.01 | $53.54 | 0.95% | Signal | |
| 2020-04-01 | 2022-06-17 | Completed | 33.33% | $33.48 | $51.73 | 54.45% | Stop | |
| 2022-05-23 | 2022-06-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-07-23 | 2022-05-23 | Completed | 33.33% | $42.90 | $54.91 | 27.93% | Stop | |
| 2020-06-30 | 2022-04-12 | Completed | 33.33% | $40.31 | $59.03 | 46.37% | Signal | |
| 2020-06-15 | 2020-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-02 | 2020-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-06-15 | Completed | 33.33% | $31.52 | $38.99 | 23.63% | Signal | |
| 2020-03-24 | 2020-04-02 | Completed | 33.33% | $31.52 | $33.17 | 5.19% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $34.20 | $38.14 | 11.45% | Stop | |
| 2019-06-21 | 2020-03-02 | Completed | 33.33% | $38.64 | $39.15 | 1.26% | Stop | |
| 2019-03-29 | 2020-03-02 | Completed | 33.33% | $37.48 | $39.15 | 4.42% | Stop | |
| 2019-02-28 | 2019-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2018-12-14 | 2019-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2019-01-11 | 2019-02-28 | Completed | 33.33% | $34.06 | $36.91 | 8.31% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $23.95 | $32.70 | 36.46% | Stop | |
| 2016-05-31 | 2018-12-18 | Completed | 33.33% | $25.78 | $33.83 | 31.19% | Stop | |
| 2018-06-12 | 2018-12-14 | Completed | 33.33% | $36.25 | $34.74 | -4.22% | Signal | |
| 2018-05-04 | 2018-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2016-04-22 | 2018-05-04 | Completed | 33.33% | $25.76 | $33.79 | 31.10% | Signal | |
| 2016-01-07 | 2016-05-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-02-26 | 2016-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-11-25 | 2016-02-26 | Completed | 33.33% | $25.36 | $24.25 | -4.44% | Signal | |
| 2015-11-25 | 2016-01-07 | Completed | 33.33% | $25.36 | $23.65 | -6.80% | Stop | |
| 2015-10-12 | 2015-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-08-12 | 2015-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-10-12 | Completed | 33.33% | $23.95 | $24.45 | 2.05% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-18 | 2015-08-25 | Completed | 33.33% | $25.90 | $23.52 | -9.23% | Stop | |
| 2015-05-18 | 2015-08-25 | Completed | 33.33% | $25.90 | $23.52 | -9.23% | Stop | |
| 2015-05-18 | 2015-08-12 | Completed | 33.33% | $25.90 | $24.65 | -4.88% | Signal | |
| 2015-05-14 | 2015-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-14 | 2015-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-14 | 2015-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |