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

Performance

DGRA.L vs. GLDW.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 WisdomTree Core Physical Gold (GLDW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRA.L is traded in USD, while GLDW.L is traded in GBp. To make them comparable, the GLDW.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 higher than GLDW.L's 3.71% 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*

GLDW.L

1D
0.68%
1M
-2.18%
YTD
3.71%
6M
6.15%
1Y
32.41%
3Y*
31.46%
5Y*
18.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRA.L vs. GLDW.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
6.76%13.09%18.23%18.70%-8.32%19.95%
GLDW.L
WisdomTree Core Physical Gold
3.71%65.15%26.05%12.92%-0.13%6.27%

Correlation

The correlation between DGRA.L and GLDW.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.10

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.07

The correlation between DGRA.L and GLDW.L shifts across timeframes, from 0.07 (5 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DGRA.L vs. GLDW.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

GLDW.L
GLDW.L Risk / Return Rank: 4040
Overall Rank
GLDW.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GLDW.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
GLDW.L Omega Ratio Rank: 4747
Omega Ratio Rank
GLDW.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
GLDW.L Martin Ratio Rank: 3434
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. GLDW.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 WisdomTree Core Physical Gold (GLDW.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.LGLDW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

2.63

1.82

+0.81

Martin ratioReturn relative to average drawdown

10.40

4.75

+5.65

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

The current DGRA.L Sharpe Ratio is 1.84, which is higher than the GLDW.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of DGRA.L and GLDW.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.LGLDW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.34

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.07

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.16

-0.25

Drawdowns

DGRA.L vs. GLDW.L - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, which is greater than GLDW.L's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for DGRA.L and GLDW.L.


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Drawdown Indicators


DGRA.LGLDW.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.66%

-21.42%

-10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-17.74%

+10.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-17.74%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-21.42%

+3.48%

Current Drawdown

Current decline from peak

-0.04%

-15.82%

+15.78%

Average Drawdown

Average peak-to-trough decline

-3.54%

-5.39%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

6.81%

-4.90%

Volatility

DGRA.L vs. GLDW.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 2.43%, while WisdomTree Core Physical Gold (GLDW.L) has a volatility of 5.73%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than GLDW.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.LGLDW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

5.73%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

20.82%

-13.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

24.07%

-13.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

17.35%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

17.18%

-2.26%

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

DGRA.L has a 0.33% expense ratio, which is higher than GLDW.L's 0.12% expense ratio.


Dividends

DGRA.L vs. GLDW.L - Dividend Comparison

Neither DGRA.L nor GLDW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DGRA.L and GLDW.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDW.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDW.L is cheaper with a 0.12% expense ratio, compared with 0.33% for DGRA.L.

DGRA.L is categorized as Large Cap Blend Equities, while GLDW.L is Precious Metals. DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while GLDW.L tracks Gold. Their fees differ too: 0.33% for DGRA.L and 0.12% for GLDW.L.

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