DGRA.L vs. NVO
Compare and contrast key facts about WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) and Novo Nordisk A/S (NVO).
DGRA.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Dividend Growth UCITS Index. It was launched on Jun 3, 2016.
Performance
DGRA.L vs. NVO - Performance Comparison
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DGRA.L vs. NVO - 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 | -2.49% | 13.09% | 18.23% | 18.70% | -8.32% | 25.27% | 12.58% | 28.83% | -6.56% | 26.91% |
NVO Novo Nordisk A/S | -25.80% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
Returns By Period
In the year-to-date period, DGRA.L achieves a -2.49% return, which is significantly higher than NVO's -25.80% return.
DGRA.L
- 1D
- 1.72%
- 1M
- -4.61%
- YTD
- -2.49%
- 6M
- -0.00%
- 1Y
- 11.83%
- 3Y*
- 14.44%
- 5Y*
- 10.68%
- 10Y*
- —
NVO
- 1D
- -0.73%
- 1M
- -0.01%
- YTD
- -25.80%
- 6M
- -36.19%
- 1Y
- -43.88%
- 3Y*
- -20.88%
- 5Y*
- 3.69%
- 10Y*
- 5.04%
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Return for Risk
DGRA.L vs. NVO — Risk / Return Rank
DGRA.L
NVO
DGRA.L vs. NVO - 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 Novo Nordisk A/S (NVO). 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 | NVO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | -0.81 | +1.60 |
Sortino ratioReturn per unit of downside risk | 1.16 | -0.99 | +2.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 0.86 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | -0.82 | +2.21 |
Martin ratioReturn relative to average drawdown | 5.67 | -1.41 | +7.08 |
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 | NVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | -0.81 | +1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.10 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.46 | +0.40 |
Correlation
The correlation between DGRA.L and NVO is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DGRA.L vs. NVO - Dividend Comparison
DGRA.L has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 4.94%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
NVO Novo Nordisk A/S | 4.94% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
Drawdowns
DGRA.L vs. NVO - Drawdown Comparison
The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for DGRA.L and NVO.
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Drawdown Indicators
| DGRA.L | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.66% | -74.70% | +43.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -55.03% | +43.92% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -74.70% | +56.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.70% | — |
Current DrawdownCurrent decline from peak | -5.52% | -73.49% | +67.97% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -17.56% | +13.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 31.83% | -29.79% |
Volatility
DGRA.L vs. NVO - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 3.91%, while Novo Nordisk A/S (NVO) has a volatility of 9.39%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than NVO 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 | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 9.39% | -5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.36% | 38.79% | -31.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 54.16% | -39.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 37.82% | -23.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 32.28% | -17.31% |