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WisdomTree Global Quality Dividend Growth UCITS ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BZ56RN96
IssuerWisdomTree
Inception DateNov 2, 2016
CategoryGlobal Equities, Dividend
Leveraged1x
Index TrackedWisdomTree Global Developed Quality Dividend Growth
DomicileIreland
Distribution PolicyDistributing
Home Pagewww.wisdomtree.eu
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

GGRP.L features an expense ratio of 0.38%, falling within the medium range.


Expense ratio chart for GGRP.L: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: GGRP.L vs. FGQD.L, GGRP.L vs. MOGB.L, GGRP.L vs. GGRG.L, GGRP.L vs. HMWO.L, GGRP.L vs. VHYG.L, GGRP.L vs. VOO, GGRP.L vs. QWLD, GGRP.L vs. SCHD, GGRP.L vs. DGRW, GGRP.L vs. VUSA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in WisdomTree Global Quality Dividend Growth UCITS ETF - USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


130.00%140.00%150.00%160.00%170.00%JuneJulyAugustSeptemberOctoberNovember
146.38%
167.65%
GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD)
Benchmark (^GSPC)

Returns By Period

WisdomTree Global Quality Dividend Growth UCITS ETF - USD had a return of 11.58% year-to-date (YTD) and 17.82% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.58%25.70%
1 month1.05%3.51%
6 months3.81%14.80%
1 year17.82%37.91%
5 years (annualized)10.78%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of GGRP.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.21%2.71%2.54%-2.59%1.28%3.41%0.12%0.71%-0.78%0.98%11.58%
20231.87%-0.29%1.36%1.01%-1.55%3.41%1.11%-0.77%-1.21%-2.74%4.45%4.71%11.62%
2022-5.65%-0.56%5.85%-2.25%-1.70%-5.27%6.91%0.02%-3.52%2.79%2.77%-1.74%-3.21%
2021-1.02%-1.38%5.15%3.18%0.22%2.84%1.83%2.35%-2.26%2.20%2.41%3.93%20.96%
2020-0.55%-6.28%-5.77%7.54%6.28%3.14%-2.37%5.03%1.93%-3.77%6.50%1.31%12.35%
20194.55%3.00%4.19%3.95%-2.32%5.11%5.48%-1.75%1.52%-1.88%3.77%1.16%29.78%
2018-1.35%-0.52%-4.59%1.88%5.17%0.15%4.49%3.25%-0.48%-5.47%-0.38%-6.87%-5.39%
2017-0.09%4.97%1.22%-0.61%3.35%-1.34%0.47%3.67%-1.83%3.49%0.92%2.16%17.37%
20160.62%3.73%4.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GGRP.L is 70, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of GGRP.L is 7070
Combined Rank
The Sharpe Ratio Rank of GGRP.L is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of GGRP.L is 6666Sortino Ratio Rank
The Omega Ratio Rank of GGRP.L is 6363Omega Ratio Rank
The Calmar Ratio Rank of GGRP.L is 8888Calmar Ratio Rank
The Martin Ratio Rank of GGRP.L is 7272Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GGRP.L
Sharpe ratio
The chart of Sharpe ratio for GGRP.L, currently valued at 2.17, compared to the broader market-2.000.002.004.002.17
Sortino ratio
The chart of Sortino ratio for GGRP.L, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.0012.003.11
Omega ratio
The chart of Omega ratio for GGRP.L, currently valued at 1.39, compared to the broader market1.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for GGRP.L, currently valued at 4.40, compared to the broader market0.005.0010.0015.004.40
Martin ratio
The chart of Martin ratio for GGRP.L, currently valued at 14.58, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.39

Sharpe Ratio

The current WisdomTree Global Quality Dividend Growth UCITS ETF - USD Sharpe ratio is 2.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Global Quality Dividend Growth UCITS ETF - USD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.17
2.11
GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Global Quality Dividend Growth UCITS ETF - USD provided a 1.61% dividend yield over the last twelve months, with an annual payout of £0.44 per share.


1.40%1.60%1.80%2.00%2.20%2.40%£0.00£0.10£0.20£0.30£0.40£0.50£0.602017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend£0.44£0.46£0.55£0.39£0.30£0.35£0.31£0.22

Dividend yield

1.61%1.86%2.42%1.60%1.47%1.88%2.13%1.42%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Global Quality Dividend Growth UCITS ETF - USD. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.14£0.00£0.00£0.00£0.00£0.00£0.23£0.00£0.00£0.07£0.00£0.44
2023£0.23£0.00£0.00£0.00£0.00£0.00£0.23£0.00£0.00£0.00£0.00£0.00£0.46
2022£0.20£0.00£0.00£0.00£0.00£0.00£0.35£0.00£0.00£0.00£0.00£0.00£0.55
2021£0.16£0.00£0.00£0.00£0.00£0.00£0.23£0.00£0.00£0.00£0.00£0.00£0.39
2020£0.13£0.00£0.00£0.00£0.00£0.00£0.17£0.00£0.00£0.00£0.00£0.00£0.30
2019£0.14£0.00£0.00£0.00£0.00£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.35
2018£0.11£0.00£0.00£0.00£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.00£0.31
2017£0.22£0.00£0.00£0.00£0.00£0.00£0.00£0.22

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.15%
-0.39%
GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Global Quality Dividend Growth UCITS ETF - USD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Global Quality Dividend Growth UCITS ETF - USD was 22.60%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.

The current WisdomTree Global Quality Dividend Growth UCITS ETF - USD drawdown is 0.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.6%Feb 20, 202023Mar 23, 202071Jul 6, 202094
-16.2%Aug 29, 201884Dec 24, 201881Apr 23, 2019165
-12.42%Dec 31, 2021114Jun 16, 202246Aug 19, 2022160
-10.36%Jan 10, 201854Mar 26, 201851Jun 11, 2018105
-9.34%Aug 22, 202237Oct 13, 202277Feb 2, 2023114

Volatility

Volatility Chart

The current WisdomTree Global Quality Dividend Growth UCITS ETF - USD volatility is 1.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.88%
3.92%
GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD)
Benchmark (^GSPC)