DGRA.L vs. XFRM.L

Last updated Jun 5, 2026

DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) and XFRM.L (WisdomTree Broad Commodities Ex-Agriculture and Livestock) 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 XFRM.L is a Commodities fund tracking the Bloomberg Commodity ex-Agriculture and Livestock. Both are passively managed. Over the past 5 years, DGRA.L returned 11.70%/yr vs 14.85%/yr for XFRM.L. At a 0.21 correlation, their price movements are largely independent. DGRA.L charges 0.33%/yr vs 0.49%/yr for XFRM.L.

Performance

DGRA.L vs. XFRM.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 WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRA.L achieves a 6.76% return, which is significantly lower than XFRM.L's 36.57% 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*: —

XFRM.L

• 1D: -1.20%
• 1M: -3.00%
• YTD: 36.57%
• 6M: 38.59%
• 1Y: 57.89%
• 3Y*: 22.90%
• 5Y*: 14.85%
• 10Y*: 8.89%

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

DGRA.L vs. XFRM.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%
XFRM.L WisdomTree Broad Commodities Ex-Agriculture and Livestock	36.57%	23.14%	6.70%	-9.42%	15.17%	26.88%	-9.12%	10.10%	-12.43%	6.62%

Correlation

The correlation between DGRA.L and XFRM.L is -0.19, 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	-0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016	0.21

The correlation between DGRA.L and XFRM.L shifts across timeframes, from -0.19 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DGRA.L vs. XFRM.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

XFRM.L

XFRM.L Risk / Return Rank: 78
XFRM.L Sharpe Ratio Rank: 80
XFRM.L Sortino Ratio Rank: 65
XFRM.L Omega Ratio Rank: 77
XFRM.L Calmar Ratio Rank: 92
XFRM.L Martin Ratio Rank: 78

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. XFRM.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 Broad Commodities Ex-Agriculture and Livestock (XFRM.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	XFRM.L	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.54	-0.70
Sortino ratio: Return per unit of downside risk	2.77	2.96	-0.19
Omega ratio: Gain probability vs. loss probability	1.33	1.45	-0.12
Calmar ratio: Return relative to maximum drawdown	2.63	6.22	-3.59
Martin ratio: Return relative to average drawdown	10.40	14.95	-4.55
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. XFRM.L - Sharpe Ratio Comparison

The current DGRA.L Sharpe Ratio is 1.84, which is comparable to the XFRM.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of DGRA.L and XFRM.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	XFRM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	2.54	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.71	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.14	+0.77

Drawdowns

DGRA.L vs. XFRM.L - Drawdown Comparison

The maximum DGRA.L drawdown since its inception was -31.66%, smaller than the maximum XFRM.L drawdown of -56.89%. Use the drawdown chart below to compare losses from any high point for DGRA.L and XFRM.L.

Drawdown Indicators

	DGRA.L	XFRM.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.66%	-56.89%	+25.23%
Max Drawdown (1Y) Largest decline over 1 year	-7.54%	-9.26%	+1.72%
Max Drawdown (3Y) Largest decline over 3 years	-16.17%	-12.77%	-3.40%
Max Drawdown (5Y) Largest decline over 5 years	-17.94%	-33.87%	+15.93%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.47%	—
Current Drawdown Current decline from peak	-0.04%	-4.72%	+4.68%
Average Drawdown Average peak-to-trough decline	-3.54%	-30.77%	+27.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	3.86%	-1.95%

Volatility

DGRA.L vs. XFRM.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) is 2.43%, while WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) has a volatility of 6.86%. This indicates that DGRA.L experiences smaller price fluctuations and is considered to be less risky than XFRM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRA.L	XFRM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.43%	6.86%	-4.43%
Volatility (6M) Calculated over the trailing 6-month period	7.67%	20.44%	-12.77%
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	22.66%	-11.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.10%	20.93%	-6.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	18.45%	-3.53%

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

DGRA.L has a 0.33% expense ratio, which is lower than XFRM.L's 0.49% expense ratio.

Dividends

DGRA.L vs. XFRM.L - Dividend Comparison

Neither DGRA.L nor XFRM.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

DGRA.L and XFRM.L have a correlation of -0.19, 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 XFRM.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 XFRM.L?

DGRA.L is cheaper with a 0.33% expense ratio, compared with 0.49% for XFRM.L.

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

DGRA.L is categorized as Large Cap Blend Equities, while XFRM.L is Commodities. DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while XFRM.L tracks Bloomberg Commodity ex-Agriculture and Livestock. Their fees differ too: 0.33% for DGRA.L and 0.49% for XFRM.L.