DGRA.L vs. MVOL.L

Last updated Jun 5, 2026

DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) and MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) are both exchange-traded funds - DGRA.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index, while MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, DGRA.L returned 11.70%/yr vs 5.18%/yr for MVOL.L. A 0.76 correlation means they provide meaningful diversification when combined. DGRA.L charges 0.33%/yr vs 0.35%/yr for MVOL.L.

Performance

DGRA.L vs. MVOL.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 iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRA.L achieves a 6.76% return, which is significantly higher than MVOL.L's 0.67% 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*: —

MVOL.L

• 1D: 0.04%
• 1M: 0.76%
• YTD: 0.67%
• 6M: 1.44%
• 1Y: 1.44%
• 3Y*: 9.30%
• 5Y*: 5.18%
• 10Y*: 7.05%

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

DGRA.L vs. MVOL.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%
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS	0.67%	11.02%	11.08%	7.28%	-9.62%	14.65%	2.56%	22.56%	-2.40%	17.41%

Correlation

The correlation between DGRA.L and MVOL.L is 0.50, 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	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016	0.76

Over the past year, the correlation between DGRA.L and MVOL.L has dropped to 0.50 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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

Sectors	DGRA.L	MVOL.L
Technology	28.9%	20.1%
Healthcare	15.0%	13.8%
Industrials	11.3%	9.2%
Financial Services	10.7%	14.0%
Communication Services	8.6%	12.1%
Consumer Cyclical	8.5%	5.6%
Consumer Defensive	8.2%	10.9%
Energy	5.3%	4.5%
Basic Materials	3.1%	1.1%
Utilities	0.4%	8.0%
Real Estate	-	0.7%

Return for Risk

DGRA.L vs. MVOL.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

MVOL.L

MVOL.L Risk / Return Rank: 12
MVOL.L Sharpe Ratio Rank: 12
MVOL.L Sortino Ratio Rank: 11
MVOL.L Omega Ratio Rank: 11
MVOL.L Calmar Ratio Rank: 12
MVOL.L Martin Ratio Rank: 12

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. MVOL.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 iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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	MVOL.L	Difference
Sharpe ratio: Return per unit of total volatility	1.84	0.19	+1.66
Sortino ratio: Return per unit of downside risk	2.77	0.31	+2.46
Omega ratio: Gain probability vs. loss probability	1.33	1.04	+0.30
Calmar ratio: Return relative to maximum drawdown	2.63	0.25	+2.38
Martin ratio: Return relative to average drawdown	10.40	0.61	+9.79
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. MVOL.L - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 1.84, which is higher than the MVOL.L Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of DGRA.L and MVOL.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	MVOL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	0.19	+1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.49	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.73	+0.18

Drawdowns

DGRA.L vs. MVOL.L - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, which is greater than MVOL.L's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for DGRA.L and MVOL.L.

Drawdown Indicators

	DGRA.L	MVOL.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.66%	-28.82%	-2.84%
Max Drawdown (1Y) Largest decline over 1 year	-7.54%	-5.78%	-1.76%
Max Drawdown (3Y) Largest decline over 3 years	-16.17%	-8.14%	-8.03%
Max Drawdown (5Y) Largest decline over 5 years	-17.94%	-18.52%	+0.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.82%	—
Current Drawdown Current decline from peak	-0.04%	-3.86%	+3.82%
Average Drawdown Average peak-to-trough decline	-3.54%	-3.34%	-0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.36%	-0.45%

Volatility

DGRA.L vs. MVOL.L - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) has a higher volatility of 2.43% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.01%. This indicates that DGRA.L's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRA.L	MVOL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.43%	2.01%	+0.42%
Volatility (6M) Calculated over the trailing 6-month period	7.67%	5.58%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	7.74%	+3.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.10%	10.64%	+3.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	11.65%	+3.27%

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

DGRA.L has a 0.33% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.

Dividends

DGRA.L vs. MVOL.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

DGRA.L and MVOL.L have a correlation of 0.50, 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 MVOL.L?

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.

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

DGRA.L is cheaper with a 0.33% expense ratio, compared with 0.35% for MVOL.L.

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

DGRA.L is categorized as Large Cap Blend Equities, while MVOL.L is Global Equities. DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while MVOL.L tracks MSCI ACWI NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.33% for DGRA.L and 0.35% for MVOL.L.