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DGRA.L vs. EXI3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGRA.L vs. EXI3.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 Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE). The values are adjusted to include any dividend payments, if applicable.

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DGRA.L vs. EXI3.DE - 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%
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
-3.34%14.69%13.75%14.73%-8.48%21.06%7.42%24.80%-5.78%27.00%
Different Trading Currencies

DGRA.L is traded in USD, while EXI3.DE is traded in EUR. To make them comparable, the EXI3.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 -2.49% return, which is significantly higher than EXI3.DE's -3.34% 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*

EXI3.DE

1D
1.93%
1M
-4.15%
YTD
-3.34%
6M
0.73%
1Y
12.05%
3Y*
13.17%
5Y*
8.01%
10Y*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGRA.L vs. EXI3.DE - Expense Ratio Comparison

DGRA.L has a 0.33% expense ratio, which is lower than EXI3.DE's 0.51% expense ratio.


Return for Risk

DGRA.L vs. EXI3.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: 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

EXI3.DE
EXI3.DE Risk / Return Rank: 2020
Overall Rank
EXI3.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXI3.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
EXI3.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EXI3.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EXI3.DE Martin Ratio Rank: 2323
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. EXI3.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 Dow Jones Industrial Average UCITS ETF (DE) (EXI3.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.LEXI3.DEDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.72

+0.07

Sortino ratio

Return per unit of downside risk

1.16

1.11

+0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

1.40

1.23

+0.16

Martin ratio

Return relative to average drawdown

5.67

4.51

+1.16

DGRA.L vs. EXI3.DE - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 0.79, which is comparable to the EXI3.DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DGRA.L and EXI3.DE, 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.LEXI3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.72

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.55

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.48

+0.38

Correlation

The correlation between DGRA.L and EXI3.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DGRA.L vs. EXI3.DE - Dividend Comparison

DGRA.L has not paid dividends to shareholders, while EXI3.DE's dividend yield for the trailing twelve months is around 0.65%.


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%
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
0.65%0.63%0.75%0.91%0.93%0.67%1.08%1.06%0.73%1.23%1.43%1.95%

Drawdowns

DGRA.L vs. EXI3.DE - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum EXI3.DE drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for DGRA.L and EXI3.DE.


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Drawdown Indicators


DGRA.LEXI3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.66%

-53.00%

+21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-12.48%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-21.22%

+3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.35%

Current Drawdown

Current decline from peak

-5.52%

-5.88%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.58%

-13.60%

+10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.59%

-0.55%

Volatility

DGRA.L vs. EXI3.DE - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 3.91%, while iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) has a volatility of 4.69%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than EXI3.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.LEXI3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

4.69%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

8.88%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

16.61%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

14.48%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

16.17%

-1.20%