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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.7% (compared to the benchmark's drawdown of -32.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.6%, compared to a Buy-and-Hold benchmark return of 12.4%. The strategy executed 7 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
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.
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DGRW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 12.71% | 12.71% | 8.11% | 11.19% | 12.87% | 13.50% | 11.61% | 12.38% |
| Sharpe Ratio | 1.17 | 1.17 | 0.61 | 0.76 | 0.90 | 0.78 | 0.81 | 0.72 |
| Max Drawdown | -8.30% | -8.30% | -19.66% | -17.27% | -19.66% | -32.04% | -19.66% | -32.04% |
| % Time Invested | 100.0% | 100.0% | 88.5% | 100.0% | 93.0% | 100.0% | 93.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 | 0.6 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-10-26 | 2025-04-08 | Completed | 100% | $60.10 | $73.28 | 21.86% | Stop | |
| 2023-10-04 | 2023-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-06-16 | 2023-10-04 | Completed | 100% | $63.52 | $59.96 | -5.65% | Stop | |
| 2023-01-30 | 2023-06-16 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.90% | Interest Income | |
| 2022-07-13 | 2023-01-30 | Completed | 100% | $53.28 | $58.41 | 9.58% | Signal | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2020-04-01 | 2022-06-17 | Completed | 100% | $33.48 | $51.73 | 54.45% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-16 | 2020-03-10 | Completed | 100% | $34.20 | $38.14 | 11.45% | Stop | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-21 | Completed | 100% | $23.95 | $32.70 | 36.46% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-18 | 2015-08-25 | Completed | 100% | $25.90 | $23.52 | -9.23% | Stop | |
| 2015-05-14 | 2015-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |