DFEP.L vs. GGRG.L
Compare and contrast key facts about WisdomTree Europe SmallCap Dividend UCITS ETF Acc (DFEP.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L).
DFEP.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. DFEP.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe Small Cap NR EUR. It was launched on Nov 3, 2016. 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 DFEP.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: DFEP.L or GGRG.L.
Key characteristics
DFEP.L | GGRG.L | |
---|---|---|
YTD Return | 7.58% | 7.47% |
1Y Return | 12.39% | 14.41% |
3Y Return (Ann) | 3.66% | 10.18% |
5Y Return (Ann) | 6.93% | 11.80% |
Sharpe Ratio | 0.92 | 1.56 |
Daily Std Dev | 13.37% | 9.29% |
Max Drawdown | -38.39% | -22.15% |
Current Drawdown | -0.03% | -0.57% |
Correlation
The correlation between DFEP.L and GGRG.L is 0.78, 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
DFEP.L vs. GGRG.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFEP.L having a 7.58% return and GGRG.L slightly lower at 7.47%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFEP.L vs. GGRG.L - Expense Ratio Comparison
Both DFEP.L and GGRG.L have an expense ratio of 0.38%.
Risk-Adjusted Performance
DFEP.L vs. GGRG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend UCITS ETF Acc (DFEP.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
DFEP.L vs. GGRG.L - Dividend Comparison
Neither DFEP.L nor GGRG.L has paid dividends to shareholders.
Drawdowns
DFEP.L vs. GGRG.L - Drawdown Comparison
The maximum DFEP.L drawdown since its inception was -38.39%, 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 DFEP.L and GGRG.L. For additional features, visit the drawdowns tool.
Volatility
DFEP.L vs. GGRG.L - Volatility Comparison
The current volatility for WisdomTree Europe SmallCap Dividend UCITS ETF Acc (DFEP.L) is 2.91%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) has a volatility of 3.20%. This indicates that DFEP.L experiences smaller price fluctuations and is considered to be less risky than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.