DGRG.L vs. HIUS.L

Last updated Jun 5, 2026

DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and HIUS.L (HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating) are both Large Cap Blend Equities funds - DGRG.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while HIUS.L tracks the MSCI USA Islamic ESG Universal Screened Select Index. Both are passively managed. Over the past 3 years, DGRG.L returned 13.50%/yr vs 19.10%/yr for HIUS.L. A 0.79 correlation means they provide meaningful diversification when combined. DGRG.L charges 0.33%/yr vs 0.30%/yr for HIUS.L.

Performance

DGRG.L vs. HIUS.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 HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DGRG.L is traded in GBp, while HIUS.L is traded in GBP. To make them comparable, the HIUS.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 6.87% return, which is significantly lower than HIUS.L's 27.34% 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*: —

HIUS.L

• 1D: -0.76%
• 1M: 14.96%
• YTD: 27.34%
• 6M: 27.08%
• 1Y: 49.89%
• 3Y*: 19.10%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc	6.87%	5.60%	20.13%	12.11%	-2.80%
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating	27.34%	10.31%	9.54%	23.06%	-3.81%

Correlation

The correlation between DGRG.L and HIUS.L is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (All Time) Calculated using the full available price history since Nov 21, 2022	0.79

The correlation between DGRG.L and HIUS.L shifts across timeframes, from 0.64 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DGRG.L vs. HIUS.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: 73
DGRG.L Sharpe Ratio Rank: 74
DGRG.L Sortino Ratio Rank: 75
DGRG.L Omega Ratio Rank: 74
DGRG.L Calmar Ratio Rank: 72
DGRG.L Martin Ratio Rank: 70

HIUS.L

HIUS.L Risk / Return Rank: 92
HIUS.L Sharpe Ratio Rank: 93
HIUS.L Sortino Ratio Rank: 93
HIUS.L Omega Ratio Rank: 92
HIUS.L Calmar Ratio Rank: 94
HIUS.L Martin Ratio Rank: 90

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. HIUS.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 HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.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.L	HIUS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.38	3.44	-1.06
Sortino ratio: Return per unit of downside risk	3.32	4.54	-1.23
Omega ratio: Gain probability vs. loss probability	1.43	1.60	-0.16
Calmar ratio: Return relative to maximum drawdown	3.53	7.20	-3.68
Martin ratio: Return relative to average drawdown	12.98	20.58	-7.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DGRG.L Sharpe Ratio is 2.38, which is lower than the HIUS.L Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of DGRG.L and HIUS.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.

Sharpe Ratios by Period

	DGRG.L	HIUS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	3.44	-1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	1.18	-0.17

Drawdowns

DGRG.L vs. HIUS.L - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -22.57%, smaller than the maximum HIUS.L drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for DGRG.L and HIUS.L.

Drawdown Indicators

	DGRG.L	HIUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.57%	-25.20%	+2.63%
Max Drawdown (1Y) Largest decline over 1 year	-5.98%	-6.86%	+0.88%
Max Drawdown (3Y) Largest decline over 3 years	-17.72%	-25.20%	+7.48%
Max Drawdown (5Y) Largest decline over 5 years	-17.72%	—	—
Current Drawdown Current decline from peak	0.00%	-0.76%	+0.76%
Average Drawdown Average peak-to-trough decline	-2.96%	-3.87%	+0.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	2.41%	-0.78%

Volatility

DGRG.L vs. HIUS.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.40%, while HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a volatility of 5.46%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than HIUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRG.L	HIUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	5.46%	-3.06%
Volatility (6M) Calculated over the trailing 6-month period	6.19%	10.84%	-4.65%
Volatility (1Y) Calculated over the trailing 1-year period	8.86%	14.36%	-5.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.55%	15.67%	-3.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	15.67%	-1.22%

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

DGRG.L has a 0.33% expense ratio, which is higher than HIUS.L's 0.30% expense ratio.

Dividends

DGRG.L vs. HIUS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

DGRG.L and HIUS.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGRG.L or HIUS.L?

On fees, HIUS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

HIUS.L is cheaper with a 0.30% expense ratio, compared with 0.33% for DGRG.L.

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

DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while HIUS.L tracks MSCI USA Islamic ESG Universal Screened Select Index. They also come from different issuers: WisdomTree and HSBC. Their fees differ too: 0.33% for DGRG.L and 0.30% for HIUS.L.