CHRG.L vs. DPGT.L
CHRG.L (WisdomTree Battery Solutions UCITS ETF - USD Acc) and DPGT.L (Dimensional Global Targeted Value UCITS ETF USD Acc) are both exchange-traded funds - CHRG.L is a Alternative Energy Equities fund tracking the WisdomTree Battery Solutions Index, while DPGT.L is a Global Equities fund actively managed by Dimensional. CHRG.L is passively managed, while DPGT.L is actively managed. At a 0.34 correlation, their price movements are largely independent. CHRG.L charges 0.40%/yr vs 0.44%/yr for DPGT.L.
Performance
CHRG.L vs. DPGT.L - Performance Comparison
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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*
- —
CHRG.L vs. DPGT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHRG.L WisdomTree Battery Solutions UCITS ETF - USD Acc | 34.75% | -1.38% |
DPGT.L Dimensional Global Targeted Value UCITS ETF USD Acc | 8.01% | -0.48% |
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
CHRG.L
DPGT.L
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.L | DPGT.L | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHRG.L | DPGT.L | Difference | |
|---|---|---|---|
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.L | DPGT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.67% | -0.04% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -22.35% | -1.98% | -20.37% |
Ulcer IndexDepth 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.L | DPGT.L | Difference | |
|---|---|---|---|
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.
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.
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