DGRG.L vs. EEDM.L
DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and EEDM.L (iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)) 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 EEDM.L is a Emerging Markets Equities fund tracking the MSCI EM ESG Enhanced CTB Index. Both are passively managed. Over the past 5 years, DGRG.L returned 11.80%/yr vs 6.71%/yr for EEDM.L. At a 0.47 correlation, their price movements are largely independent. DGRG.L charges 0.33%/yr vs 0.18%/yr for EEDM.L.
Performance
DGRG.L vs. EEDM.L - Performance Comparison
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Different Trading Currencies
DGRG.L is traded in GBp, while EEDM.L is traded in USD. To make them comparable, the EEDM.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 6.68% return, which is significantly lower than EEDM.L's 18.62% return.
DGRG.L
- 1D
- -0.23%
- 1M
- 0.19%
- 6M
- 5.56%
- YTD
- 6.68%
- 1Y
- 14.79%
- 3Y*
- 13.77%
- 5Y*
- 11.80%
- 10Y*
- 13.04%
EEDM.L
- 1D
- 0.00%
- 1M
- -7.27%
- 6M
- 13.23%
- YTD
- 18.62%
- 1Y
- 33.73%
- 3Y*
- 18.46%
- 5Y*
- 6.71%
- 10Y*
- —
DGRG.L vs. EEDM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 6.68% | 5.60% | 20.13% | 12.11% | 2.74% | 26.71% | 8.76% | 4.57% |
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 18.62% | 25.83% | 8.57% | 2.77% | -12.38% | -1.93% | 16.24% | 3.81% |
Correlation
The correlation between DGRG.L and EEDM.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2019 | 0.47 |
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Return for Risk
DGRG.L vs. EEDM.L — Risk / Return Rank
DGRG.L
EEDM.L
DGRG.L vs. EEDM.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 iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGRG.L | EEDM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 3.04 | -0.58 |
| Martin ratioReturn relative to average drawdown | 9.01 | 8.60 | +0.40 |
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Drawdowns
DGRG.L vs. EEDM.L - Drawdown Comparison
The maximum DGRG.L drawdown since its inception was -32.36%, which is greater than EEDM.L's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for DGRG.L and EEDM.L.
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Drawdown Indicators
| DGRG.L | EEDM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.36% | -27.49% | -4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -11.08% | +5.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.72% | -15.81% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -22.89% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -22.57% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -10.27% | +9.55% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -11.96% | +7.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 3.92% | -2.28% |
Volatility
DGRG.L vs. EEDM.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 1.93%, while iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) has a volatility of 8.97%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than EEDM.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 | EEDM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 8.97% | -7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 18.83% | -12.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.83% | 20.75% | -11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.56% | 17.79% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 19.28% | -5.06% |
DGRG.L vs. EEDM.L - Expense Ratio Comparison
DGRG.L has a 0.33% expense ratio, which is higher than EEDM.L's 0.18% expense ratio.
Dividends
DGRG.L vs. EEDM.L - Dividend Comparison
DGRG.L has not paid dividends to shareholders, while EEDM.L's dividend yield for the trailing twelve months is around 1.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 1.65% | 1.89% | 2.37% | 2.37% | 2.59% | 1.97% | 1.54% | 0.05% |
Frequently Asked Questions
DGRG.L and EEDM.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEDM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDM.L is cheaper with a 0.18% expense ratio, compared with 0.33% for DGRG.L.
DGRG.L is categorized as Large Cap Blend Equities, while EEDM.L is Emerging Markets Equities. DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while EEDM.L tracks MSCI EM ESG Enhanced CTB Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.33% for DGRG.L and 0.18% for EEDM.L.
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