DGRA.L vs. AYEW.DE
DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) and AYEW.DE (iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)) are both exchange-traded funds - DGRA.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index, while AYEW.DE is a Technology Equities fund tracking the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. Both are passively managed. Over the past 5 years, DGRA.L returned 11.70%/yr vs 20.36%/yr for AYEW.DE. A 0.71 correlation means they provide meaningful diversification when combined. DGRA.L charges 0.33%/yr vs 0.18%/yr for AYEW.DE.
Performance
DGRA.L vs. AYEW.DE - Performance Comparison
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Different Trading Currencies
DGRA.L is traded in USD, while AYEW.DE is traded in EUR. To make them comparable, the AYEW.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DGRA.L achieves a 6.76% return, which is significantly lower than AYEW.DE's 23.17% return.
DGRA.L
- 1D
- 0.12%
- 1M
- 2.33%
- YTD
- 6.76%
- 6M
- 6.74%
- 1Y
- 19.10%
- 3Y*
- 16.43%
- 5Y*
- 11.70%
- 10Y*
- —
AYEW.DE
- 1D
- -1.55%
- 1M
- 14.33%
- YTD
- 23.17%
- 6M
- 23.04%
- 1Y
- 47.76%
- 3Y*
- 31.48%
- 5Y*
- 20.36%
- 10Y*
- —
DGRA.L vs. AYEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGRA.L WisdomTree US Quality Dividend Growth UCITS ETF USD Acc | 6.76% | 13.09% | 18.23% | 18.70% | -8.32% | 25.27% | 12.58% | 6.61% |
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 23.15% | 23.78% | 26.08% | 60.69% | -33.56% | 30.70% | 43.79% | 12.74% |
Correlation
The correlation between DGRA.L and AYEW.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.71 |
The correlation between DGRA.L and AYEW.DE shifts across timeframes, from 0.51 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGRA.L vs. AYEW.DE — Risk / Return Rank
DGRA.L
AYEW.DE
DGRA.L vs. AYEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). 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.
| DGRA.L | AYEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 3.05 | -0.42 |
| Martin ratioReturn relative to average drawdown | 10.40 | 9.61 | +0.79 |
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
| DGRA.L | AYEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.38 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.85 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.01 | -0.10 |
Drawdowns
DGRA.L vs. AYEW.DE - Drawdown Comparison
The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum AYEW.DE drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for DGRA.L and AYEW.DE.
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Drawdown Indicators
| DGRA.L | AYEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.66% | -39.13% | +7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.54% | -15.60% | +8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.17% | -25.47% | +9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -39.13% | +21.19% |
Current DrawdownCurrent decline from peak | -0.04% | -2.28% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -8.46% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 4.96% | -3.05% |
Volatility
DGRA.L vs. AYEW.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 2.43%, while iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) has a volatility of 6.85%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRA.L | AYEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 6.85% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 15.32% | -7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 19.97% | -9.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 23.70% | -9.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 24.33% | -9.41% |
DGRA.L vs. AYEW.DE - Expense Ratio Comparison
DGRA.L has a 0.33% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.
Dividends
DGRA.L vs. AYEW.DE - Dividend Comparison
DGRA.L has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 0.25% | 0.31% | 0.38% | 0.46% | 0.82% | 0.40% | 0.65% | 0.12% |
DGRA.L WisdomTree US Quality Dividend Growth UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRA.L and AYEW.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AYEW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AYEW.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for DGRA.L.
DGRA.L is categorized as Large Cap Blend Equities, while AYEW.DE is Technology Equities. DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.33% for DGRA.L and 0.18% for AYEW.DE.
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