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DGRA.L vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRA.L vs. DGRO - 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 Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGRA.L achieves a 6.76% return, which is significantly lower than DGRO's 9.64% return.


DGRA.L

1D
0.12%
1M
3.51%
YTD
6.76%
6M
6.13%
1Y
19.90%
3Y*
16.43%
5Y*
11.70%
10Y*

DGRO

1D
0.81%
1M
3.27%
YTD
9.64%
6M
9.87%
1Y
23.89%
3Y*
17.46%
5Y*
10.72%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRA.L vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%28.83%-6.56%26.91%
DGRO
iShares Core Dividend Growth ETF
9.64%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Correlation

The correlation between DGRA.L and DGRO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.52

The correlation between DGRA.L and DGRO has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

DGRA.L vs. DGRO - Sectors Allocation Comparison


Sectors
DGRA.L
DGRO

Technology

28.9%
19.4%

Healthcare

15.0%
16.4%

Industrials

11.3%
10.8%

Financial Services

10.7%
21.2%

Communication Services

8.6%
0.1%

Consumer Cyclical

8.5%
5.7%

Consumer Defensive

8.2%
11.5%

Energy

5.3%
5.6%

Basic Materials

3.1%
2.5%

Utilities

0.4%
6.9%

Real Estate

-

-

Technology

DGRA.L
28.9%
DGRO
19.4%

Healthcare

DGRA.L
15.0%
DGRO
16.4%

Industrials

DGRA.L
11.3%
DGRO
10.8%

Financial Services

DGRA.L
10.7%
DGRO
21.2%

Communication Services

DGRA.L
8.6%
DGRO
0.1%

Consumer Cyclical

DGRA.L
8.5%
DGRO
5.7%

Consumer Defensive

DGRA.L
8.2%
DGRO
11.5%

Energy

DGRA.L
5.3%
DGRO
5.6%

Basic Materials

DGRA.L
3.1%
DGRO
2.5%

Utilities

DGRA.L
0.4%
DGRO
6.9%

Real Estate

DGRA.L

-

DGRO

-

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Return for Risk

DGRA.L vs. DGRO — 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

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8383
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
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. DGRO - 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 Core Dividend Growth ETF (DGRO). 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.LDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.33

1.46

-0.12

Calmar ratioReturn relative to maximum drawdown

2.63

3.71

-1.08

Martin ratioReturn relative to average drawdown

10.40

14.33

-3.93

DGRA.L vs. DGRO - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 1.84, which is comparable to the DGRO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of DGRA.L and DGRO, 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.LDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.53

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.78

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.77

+0.15

Drawdowns

DGRA.L vs. DGRO - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DGRA.L and DGRO.


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Drawdown Indicators


DGRA.LDGRODifference

Max Drawdown

Largest peak-to-trough decline

-31.66%

-35.10%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-6.47%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-14.03%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-19.31%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-0.04%

0.00%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.54%

-3.44%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.67%

+0.24%

Volatility

DGRA.L vs. DGRO - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) has a higher volatility of 2.43% compared to iShares Core Dividend Growth ETF (DGRO) at 2.24%. This indicates that DGRA.L's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGRA.LDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

2.24%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

6.94%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

9.49%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

13.82%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

16.62%

-1.70%

DGRA.L vs. DGRO - Expense Ratio Comparison

DGRA.L has a 0.33% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

DGRA.L vs. DGRO - Dividend Comparison

DGRA.L has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.94%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Frequently Asked Questions


DGRA.L and DGRO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.33% for DGRA.L.

DGRA.L is categorized as Large Cap Blend Equities, while DGRO is Large Cap Growth Equities. DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.33% for DGRA.L and 0.08% for DGRO.

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