DGRW
WisdomTree U.S. Quality Dividend Growth Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-04
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 11.0%, compared to a Buy-and-Hold benchmark return of 12.7%. 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for DGRW:
Excess Return MMA Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for DGRW:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ DGRW Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-14.6% (vs -32.0% B&H)
+17.5% shallower drawdown
Downside Efficiency
1.13 Sortino
+0.25 vs 0.88 B&H
Capital Sheltered from Risk
16.2% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 DGRW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -8.30% | -8.30% | -11.28% | -17.27% | -12.82% | -32.04% | -14.57% | -32.04% |
| Sharpe Ratio | 1.34 | 1.36 | 0.90 | 0.81 | 1.07 | 0.81 | 0.92 | 0.74 |
| Sortino Ratio | 1.92 | 1.97 | 1.22 | 1.13 | 1.32 | 0.95 | 1.13 | 0.88 |
| CAGR | 14.85% | 15.18% | 9.59% | 11.91% | 13.06% | 14.04% | 11.01% | 12.70% |
| % Time Invested | 97.6% | 100.0% | 79.9% | 100.0% | 85.4% | 100.0% | 83.8% | 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
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Loading Top Diversifiers for DGRW... Top Diversifiers for DGRW
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe 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% | $75.54 | $78.87 | 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% | $60.03 | $73.19 | 21.86% | Stop | |
| 2023-03-21 | 2025-04-07 | Completed | 33.33% | $57.73 | $69.62 | 20.53% | Stop | |
| 2024-01-08 | 2025-02-24 | Completed | 33.33% | $67.06 | $81.53 | 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% | $60.79 | $59.72 | -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% | $63.44 | $59.88 | -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% | $57.27 | $59.88 | 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% | $53.21 | $58.12 | 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% | $52.94 | $53.47 | 0.95% | Signal | |
| 2020-04-01 | 2022-06-17 | Completed | 33.33% | $33.43 | $51.67 | 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% | $42.85 | $54.84 | 27.93% | Stop | |
| 2020-06-30 | 2022-04-12 | Completed | 33.33% | $40.26 | $58.96 | 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% | $31.48 | $38.94 | 23.63% | Signal | |
| 2020-03-24 | 2020-04-02 | Completed | 33.33% | $31.48 | $33.13 | 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% | $34.16 | $38.09 | 11.45% | Stop | |
| 2019-06-21 | 2020-03-02 | Completed | 33.33% | $38.60 | $39.10 | 1.26% | Stop | |
| 2019-03-29 | 2020-03-02 | Completed | 33.33% | $37.43 | $39.10 | 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% | $34.02 | $36.87 | 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% | $23.92 | $32.66 | 36.46% | Stop | |
| 2016-05-31 | 2018-12-18 | Completed | 33.33% | $25.75 | $33.79 | 31.19% | Stop | |
| 2018-06-12 | 2018-12-14 | Completed | 33.33% | $36.21 | $34.70 | -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% | $25.73 | $33.75 | 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% | $25.33 | $24.22 | -4.44% | Signal | |
| 2015-11-25 | 2016-01-07 | Completed | 33.33% | $25.33 | $23.62 | -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% | $23.92 | $24.42 | 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% | $25.87 | $23.49 | -9.23% | Stop | |
| 2015-05-18 | 2015-08-25 | Completed | 33.33% | $25.87 | $23.49 | -9.23% | Stop | |
| 2015-05-18 | 2015-08-12 | Completed | 33.33% | $25.87 | $24.62 | -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 | |