DGRG.L vs. FSWD.L
DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) 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 FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index. Both are passively managed. Over the past 10 years, DGRG.L returned 13.03%/yr vs 11.49%/yr for FSWD.L. Their correlation of 0.88 suggests significant overlap in exposure. DGRG.L charges 0.33%/yr vs 0.30%/yr for FSWD.L.
Performance
DGRG.L vs. FSWD.L - Performance Comparison
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Returns By Period
In the year-to-date period, DGRG.L achieves a 7.24% return, which is significantly lower than FSWD.L's 12.10% return. Over the past 10 years, DGRG.L has outperformed FSWD.L with an annualized return of 13.03%, while FSWD.L has yielded a comparatively lower 11.49% annualized return.
DGRG.L
- 1D
- -0.35%
- 1M
- 0.59%
- 6M
- 5.35%
- YTD
- 7.24%
- 1Y
- 15.27%
- 3Y*
- 13.52%
- 5Y*
- 11.92%
- 10Y*
- 13.03%
FSWD.L
- 1D
- -0.82%
- 1M
- -0.61%
- 6M
- 10.73%
- YTD
- 12.10%
- 1Y
- 24.41%
- 3Y*
- 18.45%
- 5Y*
- 11.68%
- 10Y*
- 11.49%
DGRG.L vs. FSWD.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 | 7.24% | 5.60% | 20.13% | 12.11% | 2.74% | 26.71% | 8.76% | 24.78% | -1.18% | 15.61% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 17.63% | -7.35% | 15.20% |
Correlation
The correlation between DGRG.L and FSWD.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.88 |
The correlation between DGRG.L and FSWD.L shifts across timeframes, from 0.78 (1 year) to 0.88 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DGRG.L vs. FSWD.L — Risk / Return Rank
DGRG.L
FSWD.L
DGRG.L vs. FSWD.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 STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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 | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.12 | -1.58 |
| Martin ratioReturn relative to average drawdown | 9.30 | 15.80 | -6.49 |
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Drawdowns
DGRG.L vs. FSWD.L - Drawdown Comparison
The maximum DGRG.L drawdown since its inception was -32.36%, smaller than the maximum FSWD.L drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for DGRG.L and FSWD.L.
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Drawdown Indicators
| DGRG.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.36% | -37.43% | +5.07% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -5.90% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.72% | -19.93% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -19.93% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -22.57% | -26.27% | +3.70% |
Current DrawdownCurrent decline from peak | -0.35% | -1.42% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -7.38% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.54% | +0.10% |
Volatility
DGRG.L vs. FSWD.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.14%, while iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) has a volatility of 2.86%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than FSWD.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 | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.14% | 2.86% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | 8.36% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 10.94% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 18.86% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 17.40% | -3.19% |
DGRG.L vs. FSWD.L - Expense Ratio Comparison
DGRG.L has a 0.33% expense ratio, which is higher than FSWD.L's 0.30% expense ratio.
Dividends
DGRG.L vs. FSWD.L - Dividend Comparison
Neither DGRG.L nor FSWD.L has paid dividends to shareholders.
Frequently Asked Questions
DGRG.L and FSWD.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.33% for DGRG.L.
DGRG.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.33% for DGRG.L and 0.30% for FSWD.L.
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