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DGRA.L's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DGRA.L Sharpe Ratio Rank


DGRA.L Sharpe Ratio Rank: 49.850
Average

DGRA.L ranks above 49.8% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

DGRA.L Sharpe Ratio Market Positioning

The chart shows DGRA.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.


  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.95+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares WisdomTree US Quality Dividend Growth UCITS ETF USD Acc's Sharpe Ratio with other ETFs in the Large Cap Blend Equities, Dividend category across multiple time periods, showing how DGRA.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VHYL.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing3.55
VHYG.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating3.33
WQDS.LiShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)3.24
TDGB.LVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF3.21
HSUS.LHSBC USA Sustainable Equity UCITS ETF USD3.14
FEX.LFirst Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD3.07
USFM.LUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis3.01
FGQD.LFidelity Global Quality Income ETF2.73
FUQA.LFidelity US Quality Income ETF Acc2.50
VHYD.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing2.50
DGRA.LWisdomTree US Quality Dividend Growth UCITS ETF USD Acc1.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DGRA.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DGRA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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