PortfoliosLab logoPortfoliosLab logo
DGRG.L vs. GGRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

Loading charts...

Returns By Period

In the year-to-date period, DGRG.L achieves a 6.87% return, which is significantly higher than GGRP.L's 4.80% return.


DGRG.L

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

GGRP.L

1D
0.39%
1M
4.76%
YTD
4.80%
6M
5.35%
1Y
16.32%
3Y*
9.50%
5Y*
8.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRG.L vs. GGRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%11.57%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
4.80%7.06%9.85%11.62%-3.21%20.07%13.17%29.78%-5.75%13.25%

Correlation

The correlation between DGRG.L and GGRP.L is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2017

0.71

The correlation between DGRG.L and GGRP.L shifts across timeframes, from 0.71 (all time) to 0.88 (5 years), reflecting how their relationship changes across market environments.

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


Sectors
DGRG.L
GGRP.L

Technology

30.4%
21.6%

Healthcare

15.3%
15.7%

Industrials

10.9%
18.8%

Financial Services

10.3%
8.4%

Communication Services

8.4%
8.6%

Consumer Cyclical

8.2%
15.4%

Consumer Defensive

8.0%
7.2%

Energy

5.2%
0.0%

Basic Materials

3.1%
3.7%

Utilities

0.3%
0.4%

Real Estate

-

0.2%

Technology

DGRG.L
30.4%
GGRP.L
21.6%

Healthcare

DGRG.L
15.3%
GGRP.L
15.7%

Industrials

DGRG.L
10.9%
GGRP.L
18.8%

Financial Services

DGRG.L
10.3%
GGRP.L
8.4%

Communication Services

DGRG.L
8.4%
GGRP.L
8.6%

Consumer Cyclical

DGRG.L
8.2%
GGRP.L
15.4%

Consumer Defensive

DGRG.L
8.0%
GGRP.L
7.2%

Energy

DGRG.L
5.2%
GGRP.L
0.0%

Basic Materials

DGRG.L
3.1%
GGRP.L
3.7%

Utilities

DGRG.L
0.3%
GGRP.L
0.4%

Real Estate

DGRG.L

-

GGRP.L
0.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DGRG.L vs. GGRP.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: 7373
Overall Rank
DGRG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7474
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 7070
Martin Ratio Rank

GGRP.L
GGRP.L Risk / Return Rank: 4646
Overall Rank
GGRP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 4545
Martin Ratio Rank
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. GGRP.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 Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.LGGRP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.43

1.30

+0.14

Calmar ratioReturn relative to maximum drawdown

3.53

1.89

+1.63

Martin ratioReturn relative to average drawdown

12.98

7.20

+5.78

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

The current DGRG.L Sharpe Ratio is 2.38, which is higher than the GGRP.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DGRG.L and GGRP.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.


Loading charts...

Sharpe Ratios by Period


DGRG.LGGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.60

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.72

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.90

+0.11

Drawdowns

DGRG.L vs. GGRP.L - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -22.57%, roughly equal to the maximum GGRP.L drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for DGRG.L and GGRP.L.


Loading charts...

Drawdown Indicators


DGRG.LGGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.57%

-22.60%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-8.59%

+2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.72%

-16.46%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-16.46%

-1.26%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.96%

-2.93%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.26%

-0.63%

Volatility

DGRG.L vs. GGRP.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.40%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) has a volatility of 3.00%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than GGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DGRG.LGGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

3.00%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

8.07%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

8.86%

10.17%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

12.07%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

15.35%

-0.90%

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

DGRG.L has a 0.33% expense ratio, which is lower than GGRP.L's 0.38% expense ratio.


Dividends

DGRG.L vs. GGRP.L - Dividend Comparison

DGRG.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM202520242023202220212020201920182017
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%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
0.01%0.01%0.54%1.86%2.42%1.60%1.46%1.88%2.13%1.41%

Frequently Asked Questions


DGRG.L and GGRP.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRG.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRG.L is cheaper with a 0.33% expense ratio, compared with 0.38% for GGRP.L.

DGRG.L is categorized as Large Cap Blend Equities, while GGRP.L is Global Equities. DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.33% for DGRG.L and 0.38% for GGRP.L.

Portfolio Optimizer

Find the right allocation for DGRG.L and GGRP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer