DGRG.L vs. FUQA.L

Last updated Jul 16, 2026

DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and FUQA.L (Fidelity US Quality Income ETF Acc) are both Large Cap Blend Equities funds - DGRG.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while FUQA.L tracks the Fidelity US Quality Income Index. Both are passively managed. Over the past 5 years, DGRG.L returned 11.80%/yr vs 12.29%/yr for FUQA.L. Their correlation of 0.91 suggests significant overlap in exposure. DGRG.L charges 0.33%/yr vs 0.25%/yr for FUQA.L.

Performance

DGRG.L vs. FUQA.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 Fidelity US Quality Income ETF Acc (FUQA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRG.L achieves a 6.68% return, which is significantly lower than FUQA.L's 9.57% 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%

FUQA.L

• 1D: -0.27%
• 1M: 0.64%
• 6M: 9.08%
• YTD: 9.57%
• 1Y: 20.00%
• 3Y*: 15.78%
• 5Y*: 12.29%
• 10Y*: —

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

DGRG.L vs. FUQA.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	6.68%	5.60%	20.13%	12.11%	2.74%	26.71%	8.76%	24.78%	-1.18%	10.23%
FUQA.L Fidelity US Quality Income ETF Acc	9.57%	8.56%	19.50%	11.85%	-0.00%	27.82%	8.23%	27.23%	1.10%	-13.91%

Correlation

The correlation between DGRG.L and FUQA.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 27, 2017	0.91

The correlation between DGRG.L and FUQA.L has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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

Sectors	DGRG.L	FUQA.L
Technology	28.9%	35.3%
Healthcare	16.8%	9.8%
Industrials	11.4%	8.9%
Financial Services	11.0%	12.9%
Consumer Cyclical	8.5%	9.4%
Consumer Defensive	7.8%	4.8%
Communication Services	7.7%	9.6%
Energy	4.6%	3.1%
Basic Materials	3.0%	2.2%
Utilities	0.3%	2.1%
Real Estate	-	2.0%

Return for Risk

DGRG.L vs. FUQA.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: 61
DGRG.L Sharpe Ratio Rank: 62
DGRG.L Sortino Ratio Rank: 61
DGRG.L Omega Ratio Rank: 61
DGRG.L Calmar Ratio Rank: 61
DGRG.L Martin Ratio Rank: 63

FUQA.L

FUQA.L Risk / Return Rank: 82
FUQA.L Sharpe Ratio Rank: 82
FUQA.L Sortino Ratio Rank: 82
FUQA.L Omega Ratio Rank: 82
FUQA.L Calmar Ratio Rank: 79
FUQA.L Martin Ratio Rank: 84

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. FUQA.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 Fidelity US Quality Income ETF Acc (FUQA.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	FUQA.L	Difference
Sharpe ratio: Return per unit of total volatility	1.67	2.08	-0.41
Sortino ratio: Return per unit of downside risk	2.32	2.91	-0.59
Omega ratio: Gain probability vs. loss probability	1.30	1.39	-0.09
Calmar ratio: Return relative to maximum drawdown	2.46	3.31	-0.85
Martin ratio: Return relative to average drawdown	9.01	13.25	-4.24

DGRG.L vs. FUQA.L - Sharpe Ratio Comparison

The current DGRG.L Sharpe Ratio is 1.67, which is comparable to the FUQA.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DGRG.L and FUQA.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.

Drawdowns

DGRG.L vs. FUQA.L - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -32.36%, which is greater than FUQA.L's maximum drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for DGRG.L and FUQA.L.

Drawdown Indicators

	DGRG.L	FUQA.L	Difference
Max Drawdown Largest peak-to-trough decline	-32.36%	-27.34%	-5.02%
Max Drawdown (1Y) Largest decline over 1 year	-5.98%	-6.01%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-17.72%	-20.49%	+2.77%
Max Drawdown (5Y) Largest decline over 5 years	-17.72%	-20.49%	+2.77%
Max Drawdown (10Y) Largest decline over 10 years	-22.57%	—	—
Current Drawdown Current decline from peak	-0.72%	-0.49%	-0.23%
Average Drawdown Average peak-to-trough decline	-4.56%	-7.04%	+2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	1.51%	+0.13%

Volatility

DGRG.L vs. FUQA.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 1.93%, while Fidelity US Quality Income ETF Acc (FUQA.L) has a volatility of 2.42%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than FUQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRG.L	FUQA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.93%	2.42%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	6.38%	6.85%	-0.47%
Volatility (1Y) Calculated over the trailing 1-year period	8.83%	9.58%	-0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.56%	19.12%	-6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.22%	22.35%	-8.13%

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

DGRG.L has a 0.33% expense ratio, which is higher than FUQA.L's 0.25% expense ratio.

Dividends

DGRG.L vs. FUQA.L - Dividend Comparison

Neither DGRG.L nor FUQA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

With a correlation of 0.90, DGRG.L and FUQA.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 FUQA.L?

On fees, FUQA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

FUQA.L is cheaper with a 0.25% expense ratio, compared with 0.33% for DGRG.L.

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

DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while FUQA.L tracks Fidelity US Quality Income Index. They also come from different issuers: WisdomTree and Fidelity. Their fees differ too: 0.33% for DGRG.L and 0.25% for FUQA.L.