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

Performance

DGRA.L vs. DIA - 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 SPDR Dow Jones Industrial Average ETF (DIA). The values are adjusted to include any dividend payments, if applicable.

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DGRA.L vs. DIA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DIA
SPDR Dow Jones Industrial Average ETF
-2.78%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%

Returns By Period

In the year-to-date period, DGRA.L achieves a -2.49% return, which is significantly higher than DIA's -2.78% 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*

DIA

1D
0.49%
1M
-4.64%
YTD
-2.78%
6M
1.02%
1Y
12.67%
3Y*
13.76%
5Y*
8.92%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGRA.L vs. DIA - Expense Ratio Comparison

DGRA.L has a 0.33% expense ratio, which is higher than DIA's 0.16% expense ratio.


Return for Risk

DGRA.L vs. DIA — 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: 4545
Overall Rank
DGRA.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DGRA.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
DGRA.L Omega Ratio Rank: 4040
Omega Ratio Rank
DGRA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
DGRA.L Martin Ratio Rank: 5555
Martin Ratio Rank

DIA
DIA Risk / Return Rank: 4141
Overall Rank
DIA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 4040
Sortino Ratio Rank
DIA Omega Ratio Rank: 3939
Omega Ratio Rank
DIA Calmar Ratio Rank: 4343
Calmar Ratio Rank
DIA Martin Ratio Rank: 4444
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. DIA - 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 SPDR Dow Jones Industrial Average ETF (DIA). 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.LDIADifference

Sharpe ratio

Return per unit of total volatility

0.79

0.76

+0.04

Sortino ratio

Return per unit of downside risk

1.16

1.19

-0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

1.40

1.17

+0.23

Martin ratio

Return relative to average drawdown

5.67

4.26

+1.41

DGRA.L vs. DIA - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 0.79, which is comparable to the DIA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DGRA.L and DIA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGRA.LDIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.76

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.61

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.47

+0.38

Correlation

The correlation between DGRA.L and DIA is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DGRA.L vs. DIA - Dividend Comparison

DGRA.L has not paid dividends to shareholders, while DIA's dividend yield for the trailing twelve months is around 1.51%.


TTM20252024202320222021202020192018201720162015
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%
DIA
SPDR Dow Jones Industrial Average ETF
1.51%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%

Drawdowns

DGRA.L vs. DIA - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for DGRA.L and DIA.


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Drawdown Indicators


DGRA.LDIADifference

Max Drawdown

Largest peak-to-trough decline

-31.66%

-51.87%

+20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-10.79%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-20.76%

+2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-5.52%

-6.94%

+1.42%

Average Drawdown

Average peak-to-trough decline

-3.58%

-7.17%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.95%

-0.91%

Volatility

DGRA.L vs. DIA - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 3.91%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.94%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGRA.LDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

4.94%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

9.24%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

16.81%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

14.73%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

17.50%

-2.53%