ASDV.L vs. GGRG.L
Compare and contrast key facts about SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L).
ASDV.L and GGRG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASDV.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on May 14, 2013. GGRG.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jun 3, 2016. Both ASDV.L and GGRG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASDV.L or GGRG.L.
Key characteristics
| ASDV.L | GGRG.L | |
|---|---|---|
| YTD Return | 5.82% | 11.73% |
| 1Y Return | 15.23% | 17.59% |
| 3Y Return (Ann) | 1.22% | 7.09% |
| 5Y Return (Ann) | 2.17% | 10.78% |
| Sharpe Ratio | 0.21 | 2.00 |
| Sortino Ratio | 0.45 | 2.90 |
| Omega Ratio | 1.05 | 1.37 |
| Calmar Ratio | 0.19 | 3.88 |
| Martin Ratio | 0.61 | 13.03 |
| Ulcer Index | 6.21% | 1.29% |
| Daily Std Dev | 17.06% | 8.37% |
| Max Drawdown | -35.08% | -22.15% |
| Current Drawdown | -9.16% | -0.22% |
Correlation
The correlation between ASDV.L and GGRG.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ASDV.L vs. GGRG.L - Performance Comparison
In the year-to-date period, ASDV.L achieves a 5.82% return, which is significantly lower than GGRG.L's 11.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ASDV.L vs. GGRG.L - Expense Ratio Comparison
ASDV.L has a 0.55% expense ratio, which is higher than GGRG.L's 0.38% expense ratio.
Risk-Adjusted Performance
ASDV.L vs. GGRG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ASDV.L vs. GGRG.L - Dividend Comparison
ASDV.L's dividend yield for the trailing twelve months is around 3.10%, while GGRG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ASDV.L SPDR S&P Pan Asia Dividend Aristocrats UCITS | 3.10% | 2.91% | 3.63% | 2.98% | 2.82% | 2.63% | 2.56% | 1.70% | 2.38% | 3.24% | 2.96% |
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ASDV.L vs. GGRG.L - Drawdown Comparison
The maximum ASDV.L drawdown since its inception was -35.08%, which is greater than GGRG.L's maximum drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for ASDV.L and GGRG.L. For additional features, visit the drawdowns tool.
Volatility
ASDV.L vs. GGRG.L - Volatility Comparison
SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) has a higher volatility of 5.07% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.57%. This indicates that ASDV.L's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.