DGRG.L vs. VHYL.L
DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and VHYL.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) 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 VHYL.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 10 years, DGRG.L returned 13.95%/yr vs 10.76%/yr for VHYL.L. Their correlation of 0.81 suggests significant overlap in exposure. DGRG.L charges 0.33%/yr vs 0.29%/yr for VHYL.L.
Performance
DGRG.L vs. VHYL.L - Performance Comparison
Loading charts...
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%
DGRG.L vs. VHYL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
Healthcare
Industrials
Financial Services
Consumer Cyclical
Consumer Defensive
Communication Services
Energy
Basic Materials
Utilities
Real Estate
-
Technology
DGRG.L
VHYL.L
Healthcare
DGRG.L
VHYL.L
Industrials
DGRG.L
VHYL.L
Financial Services
DGRG.L
VHYL.L
Consumer Cyclical
DGRG.L
VHYL.L
Consumer Defensive
DGRG.L
VHYL.L
Communication Services
DGRG.L
VHYL.L
Energy
DGRG.L
VHYL.L
Basic Materials
DGRG.L
VHYL.L
Utilities
DGRG.L
VHYL.L
Real Estate
DGRG.L
-
VHYL.L
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. VHYL.L — Risk / Return Rank
DGRG.L
VHYL.L
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.L | VHYL.L | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| DGRG.L | VHYL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.57% | 0.00% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -3.60% | -0.98% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| DGRG.L | VHYL.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for DGRG.L and VHYL.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