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

Performance

DGRA.L vs. FUSD.L - 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 Fidelity US Quality Income ETF Inc (FUSD.L). 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 FUSD.L's 7.97% 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*

FUSD.L

1D
0.00%
1M
3.54%
YTD
7.97%
6M
8.96%
1Y
23.70%
3Y*
18.01%
5Y*
11.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRA.L vs. FUSD.L - 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%19.68%
FUSD.L
Fidelity US Quality Income ETF Inc
7.97%16.45%17.47%18.48%-10.54%26.22%11.82%31.47%-4.52%16.21%

Correlation

The correlation between DGRA.L and FUSD.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.87

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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2017

0.92

The correlation between DGRA.L and FUSD.L shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

DGRA.L vs. FUSD.L - Sectors Allocation Comparison


Sectors
DGRA.L
FUSD.L

Technology

28.9%
35.0%

Healthcare

15.0%
9.1%

Industrials

11.3%
8.8%

Financial Services

10.7%
12.6%

Communication Services

8.6%
10.6%

Consumer Cyclical

8.5%
9.3%

Consumer Defensive

8.2%
4.5%

Energy

5.3%
3.5%

Basic Materials

3.1%
2.2%

Utilities

0.4%
2.3%

Real Estate

-

2.1%

Technology

DGRA.L
28.9%
FUSD.L
35.0%

Healthcare

DGRA.L
15.0%
FUSD.L
9.1%

Industrials

DGRA.L
11.3%
FUSD.L
8.8%

Financial Services

DGRA.L
10.7%
FUSD.L
12.6%

Communication Services

DGRA.L
8.6%
FUSD.L
10.6%

Consumer Cyclical

DGRA.L
8.5%
FUSD.L
9.3%

Consumer Defensive

DGRA.L
8.2%
FUSD.L
4.5%

Energy

DGRA.L
5.3%
FUSD.L
3.5%

Basic Materials

DGRA.L
3.1%
FUSD.L
2.2%

Utilities

DGRA.L
0.4%
FUSD.L
2.3%

Real Estate

DGRA.L

-

FUSD.L
2.1%

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Return for Risk

DGRA.L vs. FUSD.L — 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

FUSD.L
FUSD.L Risk / Return Rank: 7171
Overall Rank
FUSD.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FUSD.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
FUSD.L Omega Ratio Rank: 7171
Omega Ratio Rank
FUSD.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
FUSD.L Martin Ratio Rank: 7171
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. FUSD.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 Fidelity US Quality Income ETF Inc (FUSD.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.LFUSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.33

1.42

-0.08

Calmar ratioReturn relative to maximum drawdown

2.63

2.97

-0.35

Martin ratioReturn relative to average drawdown

10.40

12.99

-2.59

DGRA.L vs. FUSD.L - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 1.84, which is comparable to the FUSD.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of DGRA.L and FUSD.L, 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.LFUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.30

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.80

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.86

+0.05

Drawdowns

DGRA.L vs. FUSD.L - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum FUSD.L drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for DGRA.L and FUSD.L.


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Drawdown Indicators


DGRA.LFUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.66%

-35.82%

+4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-7.94%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-17.61%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-19.41%

+1.47%

Current Drawdown

Current decline from peak

-0.04%

-0.23%

+0.19%

Average Drawdown

Average peak-to-trough decline

-3.54%

-3.88%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.82%

+0.09%

Volatility

DGRA.L vs. FUSD.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 2.43%, while Fidelity US Quality Income ETF Inc (FUSD.L) has a volatility of 2.91%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than FUSD.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.LFUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

2.91%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

7.69%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

10.29%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

14.61%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

15.78%

-0.86%

DGRA.L vs. FUSD.L - Expense Ratio Comparison

DGRA.L has a 0.33% expense ratio, which is higher than FUSD.L's 0.25% expense ratio.


Dividends

DGRA.L vs. FUSD.L - Dividend Comparison

DGRA.L has not paid dividends to shareholders, while FUSD.L's dividend yield for the trailing twelve months is around 1.42%.


PositionTTM202520242023202220212020201920182017
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%
FUSD.L
Fidelity US Quality Income ETF Inc
1.42%1.47%1.85%2.10%2.31%2.30%2.30%1.95%2.19%1.24%

Frequently Asked Questions


DGRA.L and FUSD.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUSD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUSD.L is cheaper with a 0.25% expense ratio, compared with 0.33% for DGRA.L.

DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while FUSD.L tracks Fidelity US Quality Income Index NR. They also come from different issuers: WisdomTree and Fidelity. Their fees differ too: 0.33% for DGRA.L and 0.25% for FUSD.L.

Portfolio Optimizer

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