DGRA.L vs. HSUS.L

Last updated Jun 5, 2026

DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) and HSUS.L (HSBC USA Sustainable Equity UCITS ETF USD) are both Large Cap Blend Equities funds - DGRA.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while HSUS.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, DGRA.L returned 11.70%/yr vs 12.94%/yr for HSUS.L. Their correlation of 0.83 suggests significant overlap in exposure. DGRA.L charges 0.33%/yr vs 0.12%/yr for HSUS.L.

Performance

DGRA.L vs. HSUS.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 HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DGRA.L is traded in USD, while HSUS.L is traded in GBP. To make them comparable, the HSUS.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 HSUS.L's 14.24% 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*: —

HSUS.L

• 1D: 0.54%
• 1M: 7.73%
• YTD: 14.24%
• 6M: 16.46%
• 1Y: 34.99%
• 3Y*: 21.54%
• 5Y*: 12.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DGRA.L WisdomTree US Quality Dividend Growth UCITS ETF USD Acc	6.76%	13.09%	18.23%	18.70%	-8.32%	25.27%	15.21%
HSUS.L HSBC USA Sustainable Equity UCITS ETF USD	14.24%	19.15%	19.80%	21.17%	-17.59%	28.58%	20.05%

Correlation

The correlation between DGRA.L and HSUS.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jun 8, 2020	0.83

The correlation between DGRA.L and HSUS.L shifts across timeframes, from 0.64 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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

Sectors	DGRA.L	HSUS.L
Technology	28.9%	45.5%
Healthcare	15.0%	13.8%
Industrials	11.3%	2.8%
Financial Services	10.7%	14.4%
Communication Services	8.6%	6.5%
Consumer Cyclical	8.5%	8.2%
Consumer Defensive	8.2%	2.0%
Energy	5.3%	2.2%
Basic Materials	3.1%	4.0%
Utilities	0.4%	0.2%
Real Estate	-	0.6%

Return for Risk

DGRA.L vs. HSUS.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: 57
DGRA.L Sharpe Ratio Rank: 55
DGRA.L Sortino Ratio Rank: 60
DGRA.L Omega Ratio Rank: 55
DGRA.L Calmar Ratio Rank: 54
DGRA.L Martin Ratio Rank: 59

HSUS.L

HSUS.L Risk / Return Rank: 93
HSUS.L Sharpe Ratio Rank: 94
HSUS.L Sortino Ratio Rank: 94
HSUS.L Omega Ratio Rank: 93
HSUS.L Calmar Ratio Rank: 93
HSUS.L Martin Ratio Rank: 92

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. HSUS.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 HSBC USA Sustainable Equity UCITS ETF USD (HSUS.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	HSUS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.84	3.24	-1.39
Sortino ratio: Return per unit of downside risk	2.77	4.61	-1.83
Omega ratio: Gain probability vs. loss probability	1.33	1.57	-0.24
Calmar ratio: Return relative to maximum drawdown	2.63	4.35	-1.73
Martin ratio: Return relative to average drawdown	10.40	17.11	-6.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DGRA.L Sharpe Ratio is 1.84, which is lower than the HSUS.L Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of DGRA.L and HSUS.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.

Sharpe Ratios by Period

	DGRA.L	HSUS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	3.24	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.86	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	1.08	-0.17

Drawdowns

DGRA.L vs. HSUS.L - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, which is greater than HSUS.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for DGRA.L and HSUS.L.

Drawdown Indicators

	DGRA.L	HSUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.66%	-25.41%	-6.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.54%	-8.00%	+0.46%
Max Drawdown (3Y) Largest decline over 3 years	-16.17%	-20.00%	+3.83%
Max Drawdown (5Y) Largest decline over 5 years	-17.94%	-25.41%	+7.47%
Current Drawdown Current decline from peak	-0.04%	0.00%	-0.04%
Average Drawdown Average peak-to-trough decline	-3.54%	-5.22%	+1.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.04%	-0.13%

Volatility

DGRA.L vs. HSUS.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 2.43%, while HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) has a volatility of 2.84%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than HSUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRA.L	HSUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.43%	2.84%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	7.67%	7.98%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	10.77%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.10%	15.04%	-0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	15.37%	-0.45%

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

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

Dividends

DGRA.L vs. HSUS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGRA.L and HSUS.L in my portfolio?

DGRA.L and HSUS.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGRA.L or HSUS.L?

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

Which ETF is cheaper, DGRA.L or HSUS.L?

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

What is the main difference between DGRA.L and HSUS.L?

DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while HSUS.L tracks Russell 1000 TR USD. They also come from different issuers: WisdomTree and HSBC. Their fees differ too: 0.33% for DGRA.L and 0.12% for HSUS.L.