DGRG.L vs. COPA.L
DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and COPA.L (WisdomTree Copper) are both exchange-traded funds - DGRG.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index, while COPA.L is a Metals fund tracking the Bloomberg Copper Subindex. Both are passively managed. Over the past 5 years, DGRG.L returned 12.91%/yr vs 8.15%/yr for COPA.L. At a 0.24 correlation, their price movements are largely independent. DGRG.L charges 0.33%/yr vs 0.49%/yr for COPA.L.
Performance
DGRG.L vs. COPA.L - Performance Comparison
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Different Trading Currencies
DGRG.L is traded in GBp, while COPA.L is traded in USD. To make them comparable, the COPA.L 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 lower than COPA.L's 14.05% 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*
- —
COPA.L
- 1D
- 0.00%
- 1M
- 9.70%
- YTD
- 14.05%
- 6M
- 19.87%
- 1Y
- 31.14%
- 3Y*
- 15.98%
- 5Y*
- 8.15%
- 10Y*
- 11.12%
DGRG.L vs. COPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COPA.L WisdomTree Copper | 14.40% | 26.65% | 6.64% | -2.47% | -3.31% | 25.53% | 17.85% | 0.91% | -15.65% | 15.87% |
Correlation
The correlation between DGRG.L and COPA.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.24 |
The correlation between DGRG.L and COPA.L shifts across timeframes, from 0.11 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGRG.L vs. COPA.L — Risk / Return Rank
DGRG.L
COPA.L
DGRG.L vs. COPA.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 (DGRG.L) and WisdomTree Copper (COPA.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.
| DGRG.L | COPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.30 | +2.22 |
| Martin ratioReturn relative to average drawdown | 12.98 | 2.87 | +10.12 |
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
| DGRG.L | COPA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 0.96 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.33 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.14 | +0.87 |
Drawdowns
DGRG.L vs. COPA.L - Drawdown Comparison
The maximum DGRG.L drawdown since its inception was -22.57%, smaller than the maximum COPA.L drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for DGRG.L and COPA.L.
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Drawdown Indicators
| DGRG.L | COPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.57% | -58.32% | +35.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -23.82% | +17.84% |
Max Drawdown (3Y)Largest decline over 3 years | -17.72% | -23.82% | +6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -26.80% | +9.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.28% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.27% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -2.96% | -25.46% | +22.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 10.84% | -9.21% |
Volatility
DGRG.L vs. COPA.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.40%, while WisdomTree Copper (COPA.L) has a volatility of 8.17%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than COPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRG.L | COPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 8.17% | -5.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.19% | 17.79% | -11.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.86% | 32.35% | -23.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 24.65% | -12.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 22.69% | -8.24% |
DGRG.L vs. COPA.L - Expense Ratio Comparison
DGRG.L has a 0.33% expense ratio, which is lower than COPA.L's 0.49% expense ratio.
Dividends
DGRG.L vs. COPA.L - Dividend Comparison
Neither DGRG.L nor COPA.L has paid dividends to shareholders.
Frequently Asked Questions
DGRG.L and COPA.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGRG.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGRG.L is cheaper with a 0.33% expense ratio, compared with 0.49% for COPA.L.
DGRG.L is categorized as Large Cap Blend Equities, while COPA.L is Metals. DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while COPA.L tracks Bloomberg Copper Subindex. Their fees differ too: 0.33% for DGRG.L and 0.49% for COPA.L.
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