DGRA.L vs. USDV.L

Last updated Jun 5, 2026

DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - DGRA.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while USDV.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, DGRA.L returned 11.70%/yr vs 5.66%/yr for USDV.L. A 0.70 correlation means they provide meaningful diversification when combined. DGRA.L charges 0.33%/yr vs 0.35%/yr for USDV.L.

Performance

DGRA.L vs. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DGRA.L is traded in USD, while USDV.L is traded in GBP. To make them comparable, the USDV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with DGRA.L having a 6.76% return and USDV.L slightly higher at 6.96%.

DGRA.L

• 1D: 0.12%
• 1M: 3.51%
• YTD: 6.76%
• 6M: 6.13%
• 1Y: 19.90%
• 3Y*: 16.43%
• 5Y*: 11.70%
• 10Y*: —

USDV.L

• 1D: 0.18%
• 1M: 0.89%
• YTD: 6.96%
• 6M: 7.95%
• 1Y: 12.93%
• 3Y*: 9.69%
• 5Y*: 5.66%
• 10Y*: 9.04%

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

DGRA.L vs. USDV.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%
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis	6.96%	8.78%	7.52%	1.58%	-0.35%	25.59%	0.26%	24.49%	-4.25%	16.89%

Correlation

The correlation between DGRA.L and USDV.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016	0.70

Over the past year, the correlation between DGRA.L and USDV.L has dropped to 0.45 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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

Sectors	DGRA.L	USDV.L
Technology	28.9%	8.9%
Healthcare	15.0%	6.2%
Industrials	11.3%	17.5%
Financial Services	10.7%	11.5%
Communication Services	8.6%	3.5%
Consumer Cyclical	8.5%	5.2%
Consumer Defensive	8.2%	17.0%
Energy	5.3%	4.5%
Basic Materials	3.1%	6.4%
Utilities	0.4%	14.8%
Real Estate	-	4.6%

Return for Risk

DGRA.L vs. USDV.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

USDV.L

USDV.L Risk / Return Rank: 41
USDV.L Sharpe Ratio Rank: 42
USDV.L Sortino Ratio Rank: 43
USDV.L Omega Ratio Rank: 39
USDV.L Calmar Ratio Rank: 43
USDV.L Martin Ratio Rank: 35

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. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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	USDV.L	Difference
Sharpe ratio: Return per unit of total volatility	1.84	1.34	+0.51
Sortino ratio: Return per unit of downside risk	2.77	2.05	+0.72
Omega ratio: Gain probability vs. loss probability	1.33	1.23	+0.11
Calmar ratio: Return relative to maximum drawdown	2.63	1.85	+0.78
Martin ratio: Return relative to average drawdown	10.40	4.63	+5.77
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. USDV.L - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 1.84, which is higher than the USDV.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of DGRA.L and USDV.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	USDV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	1.34	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.41	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.74	+0.17

Drawdowns

DGRA.L vs. USDV.L - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum USDV.L drawdown of -35.73%. Use the drawdown chart below to compare losses from any high point for DGRA.L and USDV.L.

Drawdown Indicators

	DGRA.L	USDV.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.66%	-35.73%	+4.07%
Max Drawdown (1Y) Largest decline over 1 year	-7.54%	-6.96%	-0.58%
Max Drawdown (3Y) Largest decline over 3 years	-16.17%	-15.11%	-1.06%
Max Drawdown (5Y) Largest decline over 5 years	-17.94%	-15.11%	-2.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-0.04%	-3.75%	+3.71%
Average Drawdown Average peak-to-trough decline	-3.54%	-3.39%	-0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.79%	-0.88%

Volatility

DGRA.L vs. USDV.L - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) have volatilities of 2.43% and 2.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRA.L	USDV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.43%	2.40%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	7.67%	6.87%	+0.80%
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	9.63%	+1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.10%	13.84%	+0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	15.76%	-0.84%

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

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

Dividends

DGRA.L vs. USDV.L - Dividend Comparison

DGRA.L has not paid dividends to shareholders, while USDV.L's dividend yield for the trailing twelve months is around 2.04%.

Position	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%
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis	2.04%	2.20%	1.99%	2.29%	2.11%	2.12%	2.57%	2.65%	2.19%	3.07%	1.65%	2.00%

Frequently Asked Questions

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

DGRA.L and USDV.L have a correlation of 0.45, 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 USDV.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 USDV.L?

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

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

DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.33% for DGRA.L and 0.35% for USDV.L.