DGRA.L vs. WCOG.L
DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) and WCOG.L (WisdomTree Enhanced Commodity UCITS ETF USD) 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 WCOG.L is a Commodities fund tracking the Optimised Roll Commodity. Both are passively managed. Over the past 5 years, DGRA.L returned 11.70%/yr vs 11.53%/yr for WCOG.L. At a 0.17 correlation, their price movements are largely independent. DGRA.L charges 0.33%/yr vs 0.35%/yr for WCOG.L.
Performance
DGRA.L vs. WCOG.L - Performance Comparison
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Different Trading Currencies
DGRA.L is traded in USD, while WCOG.L is traded in GBp. To make them comparable, the WCOG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DGRA.L achieves a 6.76% return, which is significantly lower than WCOG.L's 30.86% 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*
- —
WCOG.L
- 1D
- -1.13%
- 1M
- -2.76%
- YTD
- 30.86%
- 6M
- 32.52%
- 1Y
- 43.95%
- 3Y*
- 16.01%
- 5Y*
- 11.53%
- 10Y*
- 8.06%
DGRA.L vs. WCOG.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% |
WCOG.L WisdomTree Enhanced Commodity UCITS ETF USD | 30.86% | 16.09% | 2.71% | -7.51% | 12.84% | 27.21% | 0.92% | 7.21% | -9.13% | 4.80% |
Correlation
The correlation between DGRA.L and WCOG.L is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.17 |
The correlation between DGRA.L and WCOG.L shifts across timeframes, from -0.23 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGRA.L vs. WCOG.L — Risk / Return Rank
DGRA.L
WCOG.L
DGRA.L vs. WCOG.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 WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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 | WCOG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.45 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 7.44 | -4.81 |
| Martin ratioReturn relative to average drawdown | 10.40 | 16.61 | -6.21 |
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 | WCOG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.55 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.74 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.61 | +0.31 |
Drawdowns
DGRA.L vs. WCOG.L - Drawdown Comparison
The maximum DGRA.L drawdown since its inception was -31.66%, which is greater than WCOG.L's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for DGRA.L and WCOG.L.
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Drawdown Indicators
| DGRA.L | WCOG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.66% | -28.45% | -3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.54% | -5.88% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.17% | -9.71% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -24.47% | +6.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.45% | — |
Current DrawdownCurrent decline from peak | -0.04% | -3.96% | +3.92% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -10.17% | +6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.64% | -0.73% |
Volatility
DGRA.L vs. WCOG.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 2.43%, while WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) has a volatility of 6.24%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than WCOG.L 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 | WCOG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 6.24% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 15.44% | -7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 17.19% | -6.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 15.67% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 13.68% | +1.24% |
DGRA.L vs. WCOG.L - Expense Ratio Comparison
DGRA.L has a 0.33% expense ratio, which is lower than WCOG.L's 0.35% expense ratio.
Dividends
DGRA.L vs. WCOG.L - Dividend Comparison
DGRA.L has not paid dividends to shareholders, while WCOG.L's dividend yield for the trailing twelve months is around 2.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
WCOG.L WisdomTree Enhanced Commodity UCITS ETF USD | 2.68% | 4.56% | 4.54% | 0.65% | 0.00% | 0.30% | 1.64% | 1.64% | 0.46% |
Frequently Asked Questions
DGRA.L and WCOG.L have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
DGRA.L is cheaper with a 0.33% expense ratio, compared with 0.35% for WCOG.L.
DGRA.L is categorized as Large Cap Blend Equities, while WCOG.L is Commodities. DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while WCOG.L tracks Optimised Roll Commodity. Their fees differ too: 0.33% for DGRA.L and 0.35% for WCOG.L.
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