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DGRG.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRG.L vs. BRK-B

Last updated Jun 5, 2026

DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) is Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, DGRG.L returned 12.91%/yr vs 11.38%/yr for BRK-B. At a 0.44 correlation, their price movements are largely independent.

Performance

DGRG.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRG.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGRG.L achieves a 6.87% return, which is significantly higher than BRK-B's -5.08% return.

DGRG.L

1D
0.15%
1M
4.47%
YTD
6.87%
6M
6.31%
1Y
21.18%
3Y*
13.50%
5Y*
12.91%
10Y*
—

BRK-B

1D
0.00%
1M
3.02%
YTD
-5.08%
6M
-6.22%
1Y
-2.28%
3Y*
10.25%
5Y*
11.38%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRG.L vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc		6.87%5.60%20.13%12.11%2.74%26.71%8.76%24.78%-1.18%15.61%
BRK-B
Berkshire Hathaway Inc.		-4.39%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%9.11%11.10%

Correlation

The correlation between DGRG.L and BRK-B is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.44

Over the past year, the correlation between DGRG.L and BRK-B has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

DGRG.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRG.L
DGRG.L Risk / Return Rank: 7373
Overall Rank
DGRG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7474
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 7070
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
Martin Ratio Rank
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.

DGRG.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) and Berkshire Hathaway Inc. (BRK-B). 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.

DGRG.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility
2.38
-0.15

+2.53

Sortino ratioReturn per unit of downside risk
3.32
-0.10

+3.42

Omega ratioGain probability vs. loss probability

1.43

0.99

+0.45

Calmar ratioReturn relative to maximum drawdown

3.53

-0.19

+3.72

Martin ratioReturn relative to average drawdown

12.98

-0.42

+13.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRG.L vs. BRK-B - Sharpe Ratio Comparison

The current DGRG.L Sharpe Ratio is 2.38, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of DGRG.L and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DGRG.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

-0.15

+2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.68

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.69

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.59

+0.42

Drawdowns

DGRG.L vs. BRK-B - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -22.57%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for DGRG.L and BRK-B.

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Drawdown Indicators

DGRG.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-22.57%

-37.92%

+15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-11.88%

+5.90%

Max Drawdown (3Y)

Largest decline over 3 years

-17.72%

-17.26%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-20.84%

+3.12%

Max Drawdown (10Y)

Largest decline over 10 years

—

-21.44%

—

Current Drawdown

Current decline from peak

0.00%

-14.52%

+14.52%

Average Drawdown

Average peak-to-trough decline

-2.96%

-7.39%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

5.50%

-3.87%

Volatility

DGRG.L vs. BRK-B - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.40%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.82%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGRG.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

3.82%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

11.92%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

8.86%

15.39%

-6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

16.89%

-4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

19.85%

-5.40%

Dividends

DGRG.L vs. BRK-B - Dividend Comparison

Neither DGRG.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

DGRG.L and BRK-B 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.

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