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DGRA.L vs. AYEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRA.L vs. AYEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRA.L vs. AYEW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

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

AYEW.DE
AYEW.DE Risk / Return Rank: 6161
Overall Rank
AYEW.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 4949
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.

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.LAYEW.DEDifference
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

DGRA.L vs. AYEW.DE - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 1.84, which is comparable to the AYEW.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DGRA.L and AYEW.DE, 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


DGRA.LAYEW.DEDifference

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.LAYEW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.04%

-2.28%

+2.24%

Average Drawdown

Average peak-to-trough decline

-3.54%

-8.46%

+4.92%

Ulcer Index

Depth 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.LAYEW.DEDifference

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%.


PositionTTM2025202420232022202120202019
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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