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BULP.L vs. DGRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BULP.L vs. DGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Gold (BULP.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BULP.L is traded in GBp, while DGRA.L is traded in USD. To make them comparable, the DGRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BULP.L achieves a 3.12% return, which is significantly lower than DGRA.L's 7.19% return.


BULP.L

1D
0.71%
1M
-1.50%
YTD
3.12%
6M
4.39%
1Y
31.07%
3Y*
25.79%
5Y*
17.62%
10Y*
12.01%

DGRA.L

1D
0.12%
1M
4.46%
YTD
7.19%
6M
5.39%
1Y
21.06%
3Y*
13.50%
5Y*
12.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULP.L vs. DGRA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BULP.L
WisdomTree Gold
3.12%50.05%26.15%5.12%9.83%-4.73%15.76%12.89%2.70%0.05%
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
7.19%5.03%20.29%12.77%2.58%26.46%9.27%23.93%-1.02%15.94%

Correlation

The correlation between BULP.L and DGRA.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.04

The correlation between BULP.L and DGRA.L shifts across timeframes, from -0.02 (5 years) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BULP.L vs. DGRA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BULP.L
BULP.L Risk / Return Rank: 3636
Overall Rank
BULP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BULP.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
BULP.L Omega Ratio Rank: 4141
Omega Ratio Rank
BULP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
BULP.L Martin Ratio Rank: 3131
Martin Ratio Rank

DGRA.L
DGRA.L Risk / Return Rank: 5757
Overall Rank
DGRA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DGRA.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
DGRA.L Omega Ratio Rank: 5555
Omega Ratio Rank
DGRA.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRA.L Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BULP.L vs. DGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold (BULP.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.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.


BULP.LDGRA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

1.73

3.77

-2.04

Martin ratioReturn relative to average drawdown

4.57

12.10

-7.53

BULP.L vs. DGRA.L - Sharpe Ratio Comparison

The current BULP.L Sharpe Ratio is 1.31, which is comparable to the DGRA.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of BULP.L and DGRA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BULP.LDGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.85

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.92

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.94

-0.37

Drawdowns

BULP.L vs. DGRA.L - Drawdown Comparison

The maximum BULP.L drawdown since its inception was -44.90%, which is greater than DGRA.L's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for BULP.L and DGRA.L.


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Drawdown Indicators


BULP.LDGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.90%

-23.29%

-21.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-5.57%

-12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-18.00%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

-18.00%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-23.68%

Current Drawdown

Current decline from peak

-16.32%

0.00%

-16.32%

Average Drawdown

Average peak-to-trough decline

-16.25%

-2.98%

-13.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.79%

1.74%

+5.05%

Volatility

BULP.L vs. DGRA.L - Volatility Comparison

WisdomTree Gold (BULP.L) has a higher volatility of 5.11% compared to WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) at 3.18%. This indicates that BULP.L's price experiences larger fluctuations and is considered to be riskier than DGRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BULP.LDGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

3.18%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

8.41%

+11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.59%

11.31%

+12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

14.01%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

15.54%

+0.69%

BULP.L vs. DGRA.L - Expense Ratio Comparison

BULP.L has a 0.49% expense ratio, which is higher than DGRA.L's 0.33% expense ratio.


Dividends

BULP.L vs. DGRA.L - Dividend Comparison

Neither BULP.L nor DGRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BULP.L and DGRA.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRA.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRA.L is cheaper with a 0.33% expense ratio, compared with 0.49% for BULP.L.

BULP.L is categorized as Precious Metals, while DGRA.L is Large Cap Blend Equities. BULP.L tracks Gold, while DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. Their fees differ too: 0.49% for BULP.L and 0.33% for DGRA.L.

Portfolio Optimizer

Find the right allocation for BULP.L and DGRA.L

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