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CHRG.L vs. DPGT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRG.L vs. DPGT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) and Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CHRG.L is traded in GBp, while DPGT.L is traded in GBP. To make them comparable, the DPGT.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHRG.L achieves a 34.75% return, which is significantly higher than DPGT.L's 8.01% return.


CHRG.L

1D
-1.90%
1M
6.41%
YTD
34.75%
6M
34.20%
1Y
109.23%
3Y*
14.83%
5Y*
6.01%
10Y*

DPGT.L

1D
0.04%
1M
2.54%
YTD
8.01%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRG.L vs. DPGT.L - Yearly Performance Comparison


Correlation

The correlation between CHRG.L and DPGT.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 23, 2025

0.34

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Return for Risk

CHRG.L vs. DPGT.L — Risk / Return Rank

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

CHRG.L
CHRG.L Risk / Return Rank: 6666
Overall Rank
CHRG.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CHRG.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
CHRG.L Omega Ratio Rank: 8888
Omega Ratio Rank
CHRG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
CHRG.L Martin Ratio Rank: 4242
Martin Ratio Rank

DPGT.L
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.

CHRG.L vs. DPGT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) and Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.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.


CHRG.LDPGT.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

3.66

Martin ratioReturn relative to average drawdown

6.77

CHRG.L vs. DPGT.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHRG.LDPGT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.68

-1.15

Drawdowns

CHRG.L vs. DPGT.L - Drawdown Comparison

The maximum CHRG.L drawdown since its inception was -52.64%, which is greater than DPGT.L's maximum drawdown of -7.65%. Use the drawdown chart below to compare losses from any high point for CHRG.L and DPGT.L.


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Drawdown Indicators


CHRG.LDPGT.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.64%

-7.65%

-44.99%

Max Drawdown (1Y)

Largest decline over 1 year

-29.68%

Max Drawdown (3Y)

Largest decline over 3 years

-39.46%

Max Drawdown (5Y)

Largest decline over 5 years

-52.64%

Current Drawdown

Current decline from peak

-2.67%

-0.04%

-2.63%

Average Drawdown

Average peak-to-trough decline

-22.35%

-1.98%

-20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.07%

Volatility

CHRG.L vs. DPGT.L - Volatility Comparison


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Volatility by Period


CHRG.LDPGT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

Volatility (6M)

Calculated over the trailing 6-month period

19.04%

Volatility (1Y)

Calculated over the trailing 1-year period

52.32%

10.77%

+41.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

10.77%

+19.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.55%

10.77%

+18.78%

CHRG.L vs. DPGT.L - Expense Ratio Comparison

CHRG.L has a 0.40% expense ratio, which is lower than DPGT.L's 0.44% expense ratio.


Dividends

CHRG.L vs. DPGT.L - Dividend Comparison

Neither CHRG.L nor DPGT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CHRG.L and DPGT.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHRG.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHRG.L is cheaper with a 0.40% expense ratio, compared with 0.44% for DPGT.L.

CHRG.L is categorized as Alternative Energy Equities, while DPGT.L is Global Equities. They also come from different issuers: WisdomTree and Dimensional. Their fees differ too: 0.40% for CHRG.L and 0.44% for DPGT.L.

Portfolio Optimizer

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