DGRA.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) and Berkshire Hathaway Inc. (BRK-B).

DGRA.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Dividend Growth UCITS Index. It was launched on Jun 3, 2016.

Performance

DGRA.L vs. BRK-B - 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 Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

DGRA.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRA.L WisdomTree US Quality Dividend Growth UCITS ETF USD Acc	-2.49%	13.09%	18.23%	18.70%	-8.32%	25.27%	12.58%	28.83%	-6.56%	26.91%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Returns By Period

In the year-to-date period, DGRA.L achieves a -2.49% return, which is significantly higher than BRK-B's -4.80% return.

DGRA.L

• 1D: 1.72%
• 1M: -4.61%
• YTD: -2.49%
• 6M: -0.00%
• 1Y: 11.83%
• 3Y*: 14.44%
• 5Y*: 10.68%
• 10Y*: —

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

Return for Risk

DGRA.L vs. BRK-B — 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: 45
DGRA.L Sharpe Ratio Rank: 40
DGRA.L Sortino Ratio Rank: 38
DGRA.L Omega Ratio Rank: 40
DGRA.L Calmar Ratio Rank: 50
DGRA.L Martin Ratio Rank: 55

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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. BRK-B - 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 Berkshire Hathaway Inc. (BRK-B). 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	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.79	-0.56	+1.35
Sortino ratio Return per unit of downside risk	1.16	-0.65	+1.80
Omega ratio Gain probability vs. loss probability	1.17	0.91	+0.25
Calmar ratio Return relative to maximum drawdown	1.40	-0.68	+2.07
Martin ratio Return relative to average drawdown	5.67	-1.16	+6.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRA.L vs. BRK-B - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 0.79, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of DGRA.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGRA.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	-0.56	+1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.77	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.48	+0.38

Correlation

The correlation between DGRA.L and BRK-B is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DGRA.L vs. BRK-B - Dividend Comparison

Neither DGRA.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DGRA.L vs. BRK-B - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DGRA.L and BRK-B.

Drawdown Indicators

	DGRA.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-31.66%	-53.86%	+22.20%
Max Drawdown (1Y) Largest decline over 1 year	-11.11%	-14.95%	+3.84%
Max Drawdown (5Y) Largest decline over 5 years	-17.94%	-26.58%	+8.64%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-5.52%	-11.36%	+5.84%
Average Drawdown Average peak-to-trough decline	-3.58%	-11.07%	+7.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	8.72%	-6.68%

Volatility

DGRA.L vs. BRK-B - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 3.91%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRA.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	4.33%	-0.42%
Volatility (6M) Calculated over the trailing 6-month period	7.36%	11.14%	-3.78%
Volatility (1Y) Calculated over the trailing 1-year period	14.92%	18.30%	-3.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.09%	17.20%	-3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.97%	19.45%	-4.48%