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DGRG.L vs. UC95.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRG.L vs. UC95.L

Last updated Jun 5, 2026

DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - DGRG.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while UC95.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, DGRG.L returned 12.91%/yr vs 6.97%/yr for UC95.L. Their correlation of 0.81 suggests significant overlap in exposure. DGRG.L charges 0.33%/yr vs 0.25%/yr for UC95.L.

Performance

DGRG.L vs. UC95.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGRG.L achieves a 6.87% return, which is significantly higher than UC95.L's -0.22% 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*
—

UC95.L

1D
0.03%
1M
-0.38%
YTD
-0.22%
6M
0.15%
1Y
1.00%
3Y*
5.98%
5Y*
6.97%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRG.L vs. UC95.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%15.61%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		-0.22%-0.82%15.46%0.42%4.20%26.08%0.43%24.54%3.98%5.75%

Correlation

The correlation between DGRG.L and UC95.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

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

0.56

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.81

Over the past year, the correlation between DGRG.L and UC95.L has dropped to 0.42 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

DGRG.L vs. UC95.L - Sectors Allocation Comparison

Sectors
DGRG.L
UC95.L

Technology

30.4%
7.0%

Healthcare

15.3%
9.2%

Industrials

10.9%
12.9%

Financial Services

10.3%
15.3%

Communication Services

8.4%
3.0%

Consumer Cyclical

8.2%
7.4%

Consumer Defensive

8.0%
16.1%

Energy

5.2%

-

Basic Materials

3.1%
1.7%

Utilities

0.3%
19.4%

Real Estate

-

8.0%

Technology

DGRG.L
30.4%
UC95.L
7.0%

Healthcare

DGRG.L
15.3%
UC95.L
9.2%

Industrials

DGRG.L
10.9%
UC95.L
12.9%

Financial Services

DGRG.L
10.3%
UC95.L
15.3%

Communication Services

DGRG.L
8.4%
UC95.L
3.0%

Consumer Cyclical

DGRG.L
8.2%
UC95.L
7.4%

Consumer Defensive

DGRG.L
8.0%
UC95.L
16.1%

Energy

DGRG.L
5.2%
UC95.L

-

Basic Materials

DGRG.L
3.1%
UC95.L
1.7%

Utilities

DGRG.L
0.3%
UC95.L
19.4%

Real Estate

DGRG.L

-

UC95.L
8.0%

Compare stocks, funds, or ETFs

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WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

Often compared with DGRG.L:
DGRG.L vs. GGRG.LDGRG.L vs. AAPLDGRG.L vs. GDEDGRG.L vs. VUAA.LDGRG.L vs. JEPQDGRG.L vs. VHYG.LDGRG.L vs. SCHD
Often compared with UC95.L:
UC95.L vs. ISDU.LUC95.L vs. USFM.LUC95.L vs. CU2U.LUC95.L vs. FLXU.LUC95.L vs. XMUS.LUC95.L vs. XZMD.LUC95.L vs. 5HEP.L

Return for Risk

DGRG.L vs. UC95.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
UC95.L
UC95.L Risk / Return Rank: 1010
Overall Rank
UC95.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UC95.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
UC95.L Omega Ratio Rank: 1010
Omega Ratio Rank
UC95.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
UC95.L Martin Ratio Rank: 1111
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. UC95.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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.LUC95.LDifference
Sharpe ratioReturn per unit of total volatility
2.38
0.10

+2.28

Sortino ratioReturn per unit of downside risk
3.32
0.22

+3.10

Omega ratioGain probability vs. loss probability

1.43

1.02

+0.41

Calmar ratioReturn relative to maximum drawdown

3.53

0.11

+3.42

Martin ratioReturn relative to average drawdown

12.98

0.30

+12.68

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. UC95.L - Sharpe Ratio Comparison

The current DGRG.L Sharpe Ratio is 2.38, which is higher than the UC95.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of DGRG.L and UC95.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.

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Sharpe Ratios by Period

DGRG.LUC95.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

0.10

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.59

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.71

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.80

+0.21

Drawdowns

DGRG.L vs. UC95.L - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -22.57%, smaller than the maximum UC95.L drawdown of -28.11%. Use the drawdown chart below to compare losses from any high point for DGRG.L and UC95.L.

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Drawdown Indicators

DGRG.LUC95.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.57%

-28.11%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-8.92%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-17.72%

-10.14%

-7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-11.32%

-6.40%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.11%

—

Current Drawdown

Current decline from peak

0.00%

-7.45%

+7.45%

Average Drawdown

Average peak-to-trough decline

-2.96%

-4.11%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

3.26%

-1.63%

Volatility

DGRG.L vs. UC95.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.40%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a volatility of 3.56%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than UC95.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.LUC95.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

3.56%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

7.62%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

8.86%

9.90%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

11.91%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

13.94%

+0.51%

DGRG.L vs. UC95.L - Expense Ratio Comparison

DGRG.L has a 0.33% expense ratio, which is higher than UC95.L's 0.25% expense ratio.

Dividends

DGRG.L vs. UC95.L - Dividend Comparison

DGRG.L has not paid dividends to shareholders, while UC95.L's dividend yield for the trailing twelve months is around 1.89%.

PositionTTM2025202420232022202120202019201820172016
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%0.00%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		1.89%1.99%1.61%1.54%1.29%1.13%1.79%1.66%1.64%1.68%1.37%

Frequently Asked Questions

DGRG.L and UC95.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC95.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC95.L is cheaper with a 0.25% expense ratio, compared with 0.33% for DGRG.L.

DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while UC95.L tracks Russell 1000 TR USD. They also come from different issuers: WisdomTree and UBS. Their fees differ too: 0.33% for DGRG.L and 0.25% for UC95.L.

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