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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.2% (compared to the benchmark's drawdown of -32.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.3%, compared to a Buy-and-Hold benchmark return of 12.4%. The strategy executed 6 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
Switch to MMA to enable
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% | 10.30% | 11.19% | 10.81% | 13.50% | 8.35% | 12.38% |
| Sharpe Ratio | 1.17 | 1.17 | 0.84 | 0.76 | 0.85 | 0.78 | 0.67 | 0.72 |
| Max Drawdown | -8.30% | -8.30% | -14.85% | -17.27% | -16.28% | -32.04% | -19.23% | -32.04% |
| % Time Invested | 100.0% | 100.0% | 87.8% | 100.0% | 87.6% | 100.0% | 84.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 | 0.5 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-12-16 | 2025-04-08 | Completed | 100% | $57.35 | $73.28 | 27.71% | Stop | |
| 2022-06-02 | 2022-12-16 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.68% | Interest Income | |
| 2020-07-20 | 2022-06-02 | Completed | 100% | $42.53 | $56.76 | 33.39% | Signal | |
| 2020-03-10 | 2020-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2019-03-28 | 2020-03-10 | Completed | 100% | $37.22 | $38.14 | 2.40% | Stop | |
| 2018-12-18 | 2019-03-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2016-04-14 | 2018-12-18 | Completed | 100% | $25.81 | $33.83 | 31.03% | Signal | |
| 2016-01-12 | 2016-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-11-25 | 2016-01-12 | Completed | 100% | $25.36 | $23.59 | -7.03% | Signal | |
| 2015-08-25 | 2015-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | 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 | |