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

Performance

DGRG.L vs. VHYL.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRG.L is traded in GBp, while VHYL.L is traded in GBP. To make them comparable, the VHYL.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 6.77% return, which is significantly lower than VHYL.L's 13.74% return. Over the past 10 years, DGRG.L has outperformed VHYL.L with an annualized return of 13.95%, while VHYL.L has yielded a comparatively lower 10.76% annualized return.


DGRG.L

1D
-0.57%
1M
1.28%
YTD
6.77%
6M
7.07%
1Y
19.99%
3Y*
13.83%
5Y*
12.52%
10Y*
13.95%

VHYL.L

1D
0.35%
1M
2.35%
YTD
13.74%
6M
14.45%
1Y
30.96%
3Y*
17.52%
5Y*
12.08%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
6.77%5.60%20.13%12.11%2.74%26.71%8.76%24.78%-1.18%15.61%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
13.74%18.23%11.22%5.25%5.95%19.23%-3.53%17.00%-6.59%8.80%

Correlation

The correlation between DGRG.L and VHYL.L is 0.69, 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

0.69

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

0.69

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

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.81

The correlation between DGRG.L and VHYL.L shifts across timeframes, from 0.69 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.

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


Sectors
DGRG.L
VHYL.L

Technology

29.8%
7.7%

Healthcare

15.8%
11.2%

Industrials

11.2%
12.3%

Financial Services

10.4%
28.6%

Consumer Cyclical

8.4%
7.0%

Consumer Defensive

8.0%
8.7%

Communication Services

8.0%
3.5%

Energy

5.0%
9.4%

Basic Materials

3.2%
5.1%

Utilities

0.3%
5.7%

Real Estate

-

0.9%

Technology

DGRG.L
29.8%
VHYL.L
7.7%

Healthcare

DGRG.L
15.8%
VHYL.L
11.2%

Industrials

DGRG.L
11.2%
VHYL.L
12.3%

Financial Services

DGRG.L
10.4%
VHYL.L
28.6%

Consumer Cyclical

DGRG.L
8.4%
VHYL.L
7.0%

Consumer Defensive

DGRG.L
8.0%
VHYL.L
8.7%

Communication Services

DGRG.L
8.0%
VHYL.L
3.5%

Energy

DGRG.L
5.0%
VHYL.L
9.4%

Basic Materials

DGRG.L
3.2%
VHYL.L
5.1%

Utilities

DGRG.L
0.3%
VHYL.L
5.7%

Real Estate

DGRG.L

-

VHYL.L
0.9%

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Return for Risk

DGRG.L vs. VHYL.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: 7777
Overall Rank
DGRG.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7878
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 7474
Martin Ratio Rank

VHYL.L
VHYL.L Risk / Return Rank: 9292
Overall Rank
VHYL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VHYL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VHYL.L Omega Ratio Rank: 9696
Omega Ratio Rank
VHYL.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
VHYL.L Martin Ratio Rank: 8787
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. VHYL.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.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.LVHYL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.40

1.69

-0.29

Calmar ratioReturn relative to maximum drawdown

3.33

4.43

-1.10

Martin ratioReturn relative to average drawdown

12.19

16.03

-3.84

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

The current DGRG.L Sharpe Ratio is 2.22, which is lower than the VHYL.L Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of DGRG.L and VHYL.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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Drawdowns

DGRG.L vs. VHYL.L - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -32.36%, which is greater than VHYL.L's maximum drawdown of -27.87%. Use the drawdown chart below to compare losses from any high point for DGRG.L and VHYL.L.


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Drawdown Indicators


DGRG.LVHYL.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.36%

-27.87%

-4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-6.95%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.72%

-12.79%

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-12.79%

-4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.57%

-27.87%

+5.30%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-4.58%

-3.60%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.93%

-0.29%

Volatility

DGRG.L vs. VHYL.L - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) has a higher volatility of 2.34% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) at 2.22%. This indicates that DGRG.L's price experiences larger fluctuations and is considered to be riskier than VHYL.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.LVHYL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.22%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.41%

6.89%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

8.71%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.57%

10.77%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.28%

13.03%

+1.25%

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

DGRG.L has a 0.33% expense ratio, which is higher than VHYL.L's 0.29% expense ratio.


Dividends

DGRG.L vs. VHYL.L - Dividend Comparison

DGRG.L has not paid dividends to shareholders, while VHYL.L's dividend yield for the trailing twelve months is around 2.52%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.52%2.79%3.08%3.37%3.67%3.08%3.28%3.34%3.63%3.09%2.88%3.20%

Frequently Asked Questions


DGRG.L and VHYL.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VHYL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VHYL.L is cheaper with a 0.29% expense ratio, compared with 0.33% for DGRG.L.

DGRG.L is categorized as Large Cap Blend Equities, while VHYL.L is Dividend. DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while VHYL.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.33% for DGRG.L and 0.29% for VHYL.L.

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