DGRG.L's Sortino Ratio of 3.22 indicates that for each unit of downside volatility, it generates 3.22 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
DGRG.L Sortino Ratio Rank
DGRG.L ranks above 82.5% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
DGRG.L Sortino Ratio Market Positioning
The chart shows DGRG.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.26 or lower
- Yellow zone (middle 50%): 1.26 to 2.90
- Green zone (top 25%): 2.90 or higher
- Top 1%: 15.22+
- Median: 2.16 — 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 Sortino Ratio with other ETFs in the Large Cap Blend Equities, Dividend category across multiple time periods, showing how DGRG.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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CAPS.L | First Trust Capital Strength UCITS ETF Acc | 139.68 | |||
| VHYL.L | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 4.60 | |||
| WQDS.L | iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 4.47 | |||
| HSUS.L | HSBC USA Sustainable Equity UCITS ETF USD | 4.42 | |||
| VHYG.L | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 4.33 | |||
| TDGB.L | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.32 | |||
| USFM.L | UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis | 4.01 | |||
| FGQD.L | Fidelity Global Quality Income ETF | 3.96 | |||
| FEX.L | First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD | 3.88 | |||
| FUQA.L | Fidelity US Quality Income ETF Acc | 3.72 | |||
| DGRG.L | WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 3.22 |
Historical Sortino Ratio
The chart shows DGRG.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DGRG.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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