BNKR.L vs. GGRP.L
Compare and contrast key facts about Bankers Investment Trust (BNKR.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L).
GGRP.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Nov 2, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNKR.L or GGRP.L.
Key characteristics
| BNKR.L | GGRP.L | |
|---|---|---|
| YTD Return | 16.16% | 11.68% |
| 1Y Return | 19.31% | 17.12% |
| 3Y Return (Ann) | 1.00% | 7.13% |
| 5Y Return (Ann) | 12.06% | 10.81% |
| Sharpe Ratio | 1.54 | 2.03 |
| Sortino Ratio | 2.06 | 2.92 |
| Omega Ratio | 1.28 | 1.37 |
| Calmar Ratio | 1.09 | 4.10 |
| Martin Ratio | 6.95 | 13.60 |
| Ulcer Index | 2.74% | 1.24% |
| Daily Std Dev | 12.40% | 8.33% |
| Max Drawdown | -64.71% | -22.60% |
| Current Drawdown | -0.27% | -0.15% |
Correlation
The correlation between BNKR.L and GGRP.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BNKR.L vs. GGRP.L - Performance Comparison
In the year-to-date period, BNKR.L achieves a 16.16% return, which is significantly higher than GGRP.L's 11.68% 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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Risk-Adjusted Performance
BNKR.L vs. GGRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bankers Investment Trust (BNKR.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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
BNKR.L vs. GGRP.L - Dividend Comparison
BNKR.L's dividend yield for the trailing twelve months is around 2.90%, more than GGRP.L's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNKR.L Bankers Investment Trust | 2.90% | 2.44% | 2.30% | 5.73% | 19.45% | 20.67% | 24.93% | 20.90% | 23.45% | 24.76% | 12.70% | 2.40% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 1.61% | 1.86% | 2.42% | 1.60% | 1.47% | 1.88% | 2.13% | 1.42% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BNKR.L vs. GGRP.L - Drawdown Comparison
The maximum BNKR.L drawdown since its inception was -64.71%, which is greater than GGRP.L's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for BNKR.L and GGRP.L. For additional features, visit the drawdowns tool.
Volatility
BNKR.L vs. GGRP.L - Volatility Comparison
Bankers Investment Trust (BNKR.L) has a higher volatility of 3.69% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) at 2.54%. This indicates that BNKR.L's price experiences larger fluctuations and is considered to be riskier than GGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.