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DGRA.L vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGRA.L and VUSA.AS is 0.85, 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: 0.9

Performance

DGRA.L vs. VUSA.AS - 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 S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
174.27%
183.65%
DGRA.L
VUSA.AS

Key characteristics

Sharpe Ratio

DGRA.L:

0.38

VUSA.AS:

-0.04

Sortino Ratio

DGRA.L:

0.61

VUSA.AS:

0.07

Omega Ratio

DGRA.L:

1.09

VUSA.AS:

1.01

Calmar Ratio

DGRA.L:

0.37

VUSA.AS:

-0.03

Martin Ratio

DGRA.L:

1.60

VUSA.AS:

-0.12

Ulcer Index

DGRA.L:

3.69%

VUSA.AS:

5.65%

Daily Std Dev

DGRA.L:

15.59%

VUSA.AS:

17.78%

Max Drawdown

DGRA.L:

-31.66%

VUSA.AS:

-33.64%

Current Drawdown

DGRA.L:

-11.50%

VUSA.AS:

-20.82%

Returns By Period

In the year-to-date period, DGRA.L achieves a -7.27% return, which is significantly higher than VUSA.AS's -18.10% return.


DGRA.L

YTD

-7.27%

1M

-6.38%

6M

-10.26%

1Y

5.47%

5Y*

13.89%

10Y*

N/A

VUSA.AS

YTD

-18.10%

1M

-10.46%

6M

-13.29%

1Y

-0.69%

5Y*

13.40%

10Y*

10.50%

*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. VUSA.AS - Expense Ratio Comparison

DGRA.L has a 0.33% expense ratio, which is higher than VUSA.AS's 0.07% 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 VUSA.AS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUSA.AS: 0.07%

Risk-Adjusted Performance

DGRA.L vs. VUSA.AS — 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

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 2626
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 2626
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. VUSA.AS - 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 S&P 500 UCITS ETF (VUSA.AS). 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
VUSA.AS: 0.38
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
VUSA.AS: 0.63
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
VUSA.AS: 1.09
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
VUSA.AS: 0.34
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
VUSA.AS: 1.57

The current DGRA.L Sharpe Ratio is 0.38, which is higher than the VUSA.AS Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of DGRA.L and VUSA.AS, 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
0.38
DGRA.L
VUSA.AS

Dividends

DGRA.L vs. VUSA.AS - Dividend Comparison

DGRA.L has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017201620152014
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%
VUSA.AS
Vanguard S&P 500 UCITS ETF
1.23%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

DGRA.L vs. VUSA.AS - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for DGRA.L and VUSA.AS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.50%
-13.65%
DGRA.L
VUSA.AS

Volatility

DGRA.L vs. VUSA.AS - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 10.96%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 12.73%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than VUSA.AS 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%
12.73%
DGRA.L
VUSA.AS
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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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