DGRA.L vs. FEXD.L
DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) and FEXD.L (First Trust US Large Cap Core AlphaDEX UCITS Class B) are both Large Cap Blend Equities funds - DGRA.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while FEXD.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, DGRA.L returned 11.70%/yr vs 9.73%/yr for FEXD.L. A 0.62 correlation means they provide meaningful diversification when combined. DGRA.L charges 0.33%/yr vs 0.75%/yr for FEXD.L.
Performance
DGRA.L vs. FEXD.L - Performance Comparison
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Different Trading Currencies
DGRA.L is traded in USD, while FEXD.L is traded in GBp. To make them comparable, the FEXD.L 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 FEXD.L's 13.78% 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*
- —
FEXD.L
- 1D
- -0.06%
- 1M
- 4.38%
- YTD
- 13.78%
- 6M
- 14.88%
- 1Y
- 27.72%
- 3Y*
- 19.32%
- 5Y*
- 9.73%
- 10Y*
- 11.58%
DGRA.L vs. FEXD.L - 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 | 6.76% | 13.09% | 18.23% | 18.70% | -8.32% | 25.27% | 12.58% | 28.83% | -6.56% | 26.91% |
FEXD.L First Trust US Large Cap Core AlphaDEX UCITS Class B | 13.78% | 14.59% | 15.47% | 12.65% | -13.37% | 26.02% | 12.81% | 25.76% | -12.54% | 20.07% |
Correlation
The correlation between DGRA.L and FEXD.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.62 |
The correlation between DGRA.L and FEXD.L shifts across timeframes, from 0.48 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DGRA.L vs. FEXD.L — Risk / Return Rank
DGRA.L
FEXD.L
DGRA.L vs. FEXD.L - 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 First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L). 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 | FEXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.51 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 6.93 | -4.30 |
| Martin ratioReturn relative to average drawdown | 10.40 | 24.43 | -14.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGRA.L | FEXD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.98 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.68 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.68 | +0.23 |
Drawdowns
DGRA.L vs. FEXD.L - Drawdown Comparison
The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum FEXD.L drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for DGRA.L and FEXD.L.
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Drawdown Indicators
| DGRA.L | FEXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.66% | -39.16% | +7.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.54% | -5.43% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.17% | -20.26% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -21.85% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.16% | — |
Current DrawdownCurrent decline from peak | -0.04% | -0.06% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -5.26% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.18% | -1.27% |
Volatility
DGRA.L vs. FEXD.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 2.43%, while First Trust US Large Cap Core AlphaDEX UCITS Class B (FEXD.L) has a volatility of 4.09%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than FEXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRA.L | FEXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 4.09% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 9.35% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 12.63% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 18.16% | -4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 19.68% | -4.76% |
DGRA.L vs. FEXD.L - Expense Ratio Comparison
DGRA.L has a 0.33% expense ratio, which is lower than FEXD.L's 0.75% expense ratio.
Dividends
DGRA.L vs. FEXD.L - Dividend Comparison
DGRA.L has not paid dividends to shareholders, while FEXD.L's dividend yield for the trailing twelve months is around 0.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FEXD.L First Trust US Large Cap Core AlphaDEX UCITS Class B | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% |
Frequently Asked Questions
DGRA.L and FEXD.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGRA.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGRA.L is cheaper with a 0.33% expense ratio, compared with 0.75% for FEXD.L.
DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while FEXD.L tracks Russell 1000 TR USD. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.33% for DGRA.L and 0.75% for FEXD.L.
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