DGRG.L vs. G500.L
DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and G500.L (Invesco S&P 500 UCITS ETF GBP Hedged (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 G500.L is a US Equities fund tracking the S&P 500 GBP Daily Hedged Index. Both are passively managed. Over the past 5 years, DGRG.L returned 11.92%/yr vs 11.89%/yr for G500.L. A 0.67 correlation means they provide meaningful diversification when combined. DGRG.L charges 0.33%/yr vs 0.05%/yr for G500.L.
Performance
DGRG.L vs. G500.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 G500.L's 8.63% 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%
G500.L
- 1D
- -1.25%
- 1M
- -0.62%
- 6M
- 7.69%
- YTD
- 8.63%
- 1Y
- 19.40%
- 3Y*
- 18.98%
- 5Y*
- 11.89%
- 10Y*
- —
DGRG.L vs. G500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 7.24% | 5.60% | 20.13% | 12.11% | 2.74% | 26.71% | 8.42% |
G500.L Invesco S&P 500 UCITS ETF GBP Hedged (Acc) | 8.63% | 17.45% | 24.98% | 24.88% | -19.98% | 28.95% | 20.65% |
Correlation
The correlation between DGRG.L and G500.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.67 |
The correlation between DGRG.L and G500.L has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.
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Return for Risk
DGRG.L vs. G500.L — Risk / Return Rank
DGRG.L
G500.L
DGRG.L vs. G500.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 Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.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 | G500.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.35 | +0.19 |
| Martin ratioReturn relative to average drawdown | 9.30 | 9.47 | -0.17 |
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Drawdowns
DGRG.L vs. G500.L - Drawdown Comparison
The maximum DGRG.L drawdown since its inception was -32.36%, which is greater than G500.L's maximum drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for DGRG.L and G500.L.
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Drawdown Indicators
| DGRG.L | G500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.36% | -25.20% | -7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -8.21% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -17.72% | -18.22% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -25.20% | +7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -22.57% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -1.81% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -5.31% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 2.04% | -0.40% |
Volatility
DGRG.L vs. G500.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.14%, while Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.L) has a volatility of 3.04%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than G500.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 | G500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.14% | 3.04% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | 9.37% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 12.11% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 16.00% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 15.87% | -1.66% |
DGRG.L vs. G500.L - Expense Ratio Comparison
DGRG.L has a 0.33% expense ratio, which is higher than G500.L's 0.05% expense ratio.
Dividends
DGRG.L vs. G500.L - Dividend Comparison
Neither DGRG.L nor G500.L has paid dividends to shareholders.
Frequently Asked Questions
DGRG.L and G500.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, G500.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
G500.L is cheaper with a 0.05% expense ratio, compared with 0.33% for DGRG.L.
DGRG.L is categorized as Large Cap Blend Equities, while G500.L is US Equities. DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while G500.L tracks S&P 500 GBP Daily Hedged Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.33% for DGRG.L and 0.05% for G500.L.
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