DGRG.L vs. DGRP.L

Last updated Jun 5, 2026

DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds from WisdomTree tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, DGRG.L returned 12.91%/yr vs 12.90%/yr for DGRP.L. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.33% expense ratio.

Performance

DGRG.L vs. DGRP.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 (DGRG.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DGRG.L having a 6.87% return and DGRP.L slightly lower at 6.78%.

DGRG.L

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

DGRP.L

• 1D: 0.22%
• 1M: 4.26%
• YTD: 6.78%
• 6M: 6.28%
• 1Y: 21.07%
• 3Y*: 13.46%
• 5Y*: 12.90%
• 10Y*: —

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

DGRG.L vs. DGRP.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%
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD	6.78%	5.43%	20.19%	12.25%	2.72%	26.66%	10.26%	25.55%	-1.13%	15.25%

Correlation

The correlation between DGRG.L and DGRP.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Nov 9, 2016	0.99

The correlation between DGRG.L and DGRP.L has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

DGRG.L vs. DGRP.L - Sectors Allocation Comparison

Sectors	DGRG.L	DGRP.L
Technology	30.4%	30.4%
Healthcare	15.3%	15.3%
Industrials	10.9%	10.9%
Financial Services	10.3%	10.3%
Communication Services	8.4%	8.4%
Consumer Cyclical	8.2%	8.2%
Consumer Defensive	8.0%	8.0%
Energy	5.2%	5.2%
Basic Materials	3.1%	3.1%
Utilities	0.3%	0.3%
Real Estate	-	-

Return for Risk

DGRG.L vs. DGRP.L — 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: 73
DGRG.L Sharpe Ratio Rank: 74
DGRG.L Sortino Ratio Rank: 75
DGRG.L Omega Ratio Rank: 74
DGRG.L Calmar Ratio Rank: 72
DGRG.L Martin Ratio Rank: 70

DGRP.L

DGRP.L Risk / Return Rank: 72
DGRP.L Sharpe Ratio Rank: 74
DGRP.L Sortino Ratio Rank: 75
DGRP.L Omega Ratio Rank: 73
DGRP.L Calmar Ratio Rank: 70
DGRP.L Martin Ratio Rank: 70

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. DGRP.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 US Quality Dividend Growth UCITS ETF - USD (DGRP.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	DGRP.L	Difference
Sharpe ratio: Return per unit of total volatility	2.38	2.36	+0.02
Sortino ratio: Return per unit of downside risk	3.32	3.30	+0.02
Omega ratio: Gain probability vs. loss probability	1.43	1.43	0.00
Calmar ratio: Return relative to maximum drawdown	3.53	3.46	+0.06
Martin ratio: Return relative to average drawdown	12.98	12.96	+0.02
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. DGRP.L - Sharpe Ratio Comparison

The current DGRG.L Sharpe Ratio is 2.38, which is comparable to the DGRP.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of DGRG.L and DGRP.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

	DGRG.L	DGRP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	2.36	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	1.03	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.94	+0.07

Drawdowns

DGRG.L vs. DGRP.L - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -22.57%, roughly equal to the maximum DGRP.L drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for DGRG.L and DGRP.L.

Drawdown Indicators

	DGRG.L	DGRP.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.57%	-22.56%	-0.01%
Max Drawdown (1Y) Largest decline over 1 year	-5.98%	-6.06%	+0.08%
Max Drawdown (3Y) Largest decline over 3 years	-17.72%	-17.76%	+0.04%
Max Drawdown (5Y) Largest decline over 5 years	-17.72%	-17.76%	+0.04%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.96%	-2.97%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.62%	+0.01%

Volatility

DGRG.L vs. DGRP.L - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) have volatilities of 2.40% and 2.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRG.L	DGRP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	2.40%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	6.19%	6.17%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	8.86%	8.88%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.55%	12.55%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	14.35%	+0.10%

DGRG.L vs. DGRP.L - Expense Ratio Comparison

Both DGRG.L and DGRP.L have an expense ratio of 0.33%.

Dividends

DGRG.L vs. DGRP.L - Dividend Comparison

DGRG.L has not paid dividends to shareholders, while DGRP.L's dividend yield for the trailing twelve months is around 1.01%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRG.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%
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD	1.01%	1.10%	1.16%	1.33%	1.47%	1.34%	2.74%	2.32%	1.90%	1.36%

Frequently Asked Questions

Can I hold both DGRG.L and DGRP.L in my portfolio?

With a correlation of 0.96, DGRG.L and DGRP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, DGRG.L or DGRP.L?

Both ETFs have the same 0.33% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DGRG.L or DGRP.L?

DGRG.L and DGRP.L have the same expense ratio: 0.33% per year.

What is the main difference between DGRG.L and DGRP.L?

Both ETFs track WisdomTree U.S. Quality Dividend Growth UCITS Index.