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DGRA.L vs. VGWE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGRA.L and VGWE.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

DGRA.L vs. VGWE.DE - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
77.15%
62.00%
DGRA.L
VGWE.DE

Key characteristics

Sharpe Ratio

DGRA.L:

0.38

VGWE.DE:

0.21

Sortino Ratio

DGRA.L:

0.61

VGWE.DE:

0.34

Omega Ratio

DGRA.L:

1.09

VGWE.DE:

1.05

Calmar Ratio

DGRA.L:

0.37

VGWE.DE:

0.17

Martin Ratio

DGRA.L:

1.60

VGWE.DE:

0.86

Ulcer Index

DGRA.L:

3.69%

VGWE.DE:

3.31%

Daily Std Dev

DGRA.L:

15.59%

VGWE.DE:

13.55%

Max Drawdown

DGRA.L:

-31.66%

VGWE.DE:

-16.43%

Current Drawdown

DGRA.L:

-11.50%

VGWE.DE:

-11.76%

Returns By Period

In the year-to-date period, DGRA.L achieves a -7.27% return, which is significantly lower than VGWE.DE's -5.45% return.


DGRA.L

YTD

-7.27%

1M

-6.38%

6M

-10.26%

1Y

5.47%

5Y*

13.89%

10Y*

N/A

VGWE.DE

YTD

-5.45%

1M

-8.48%

6M

-6.39%

1Y

3.55%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DGRA.L vs. VGWE.DE - Expense Ratio Comparison

DGRA.L has a 0.33% expense ratio, which is higher than VGWE.DE's 0.29% expense ratio.


DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
Expense ratio chart for DGRA.L: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGRA.L: 0.33%
Expense ratio chart for VGWE.DE: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGWE.DE: 0.29%

Risk-Adjusted Performance

DGRA.L vs. VGWE.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRA.L
The Risk-Adjusted Performance Rank of DGRA.L is 5959
Overall Rank
The Sharpe Ratio Rank of DGRA.L is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRA.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DGRA.L is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DGRA.L is 6262
Calmar Ratio Rank
The Martin Ratio Rank of DGRA.L is 6262
Martin Ratio Rank

VGWE.DE
The Risk-Adjusted Performance Rank of VGWE.DE is 4646
Overall Rank
The Sharpe Ratio Rank of VGWE.DE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWE.DE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VGWE.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VGWE.DE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VGWE.DE is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGRA.L vs. VGWE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for DGRA.L, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
DGRA.L: 0.34
VGWE.DE: 0.61
The chart of Sortino ratio for DGRA.L, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.00
DGRA.L: 0.55
VGWE.DE: 0.87
The chart of Omega ratio for DGRA.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
DGRA.L: 1.08
VGWE.DE: 1.13
The chart of Calmar ratio for DGRA.L, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
DGRA.L: 0.33
VGWE.DE: 0.69
The chart of Martin ratio for DGRA.L, currently valued at 1.43, compared to the broader market0.0020.0040.0060.00
DGRA.L: 1.43
VGWE.DE: 3.14

The current DGRA.L Sharpe Ratio is 0.38, which is higher than the VGWE.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of DGRA.L and VGWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.34
0.61
DGRA.L
VGWE.DE

Dividends

DGRA.L vs. VGWE.DE - Dividend Comparison

Neither DGRA.L nor VGWE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DGRA.L vs. VGWE.DE - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for DGRA.L and VGWE.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.50%
-4.61%
DGRA.L
VGWE.DE

Volatility

DGRA.L vs. VGWE.DE - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) has a higher volatility of 10.96% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 10.21%. This indicates that DGRA.L's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.96%
10.21%
DGRA.L
VGWE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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