DGRG.L vs. VUAA.L
Compare and contrast key facts about WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L).
DGRG.L and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGRG.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Dividend Growth UCITS Index. It was launched on Jun 3, 2016. VUAA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. Both DGRG.L and VUAA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DGRG.L vs. VUAA.L - Performance Comparison
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DGRG.L vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | -1.59% | 5.60% | 20.13% | 12.11% | 2.74% | 26.71% | 8.76% | 10.29% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | -2.48% | 9.01% | 27.46% | 20.35% | -8.96% | 30.57% | 14.21% | 8.78% |
Different Trading Currencies
DGRG.L is traded in GBp, while VUAA.L is traded in USD. To make them comparable, the VUAA.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 -1.59% return, which is significantly higher than VUAA.L's -2.48% return.
DGRG.L
- 1D
- 0.87%
- 1M
- -4.19%
- YTD
- -1.59%
- 6M
- 1.10%
- 1Y
- 8.52%
- 3Y*
- 11.66%
- 5Y*
- 11.51%
- 10Y*
- —
VUAA.L
- 1D
- 2.27%
- 1M
- -2.55%
- YTD
- -2.48%
- 6M
- 0.74%
- 1Y
- 15.32%
- 3Y*
- 15.84%
- 5Y*
- 12.75%
- 10Y*
- —
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DGRG.L vs. VUAA.L - Expense Ratio Comparison
DGRG.L has a 0.33% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Return for Risk
DGRG.L vs. VUAA.L — Risk / Return Rank
DGRG.L
VUAA.L
DGRG.L vs. VUAA.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 S&P 500 UCITS ETF USD Accumulation (VUAA.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 | VUAA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.96 | -0.30 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.39 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.14 | -0.69 |
Martin ratioReturn relative to average drawdown | 4.67 | 6.89 | -2.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGRG.L | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.96 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.83 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.79 | +0.16 |
Correlation
The correlation between DGRG.L and VUAA.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGRG.L vs. VUAA.L - Dividend Comparison
Neither DGRG.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
DGRG.L vs. VUAA.L - Drawdown Comparison
The maximum DGRG.L drawdown since its inception was -22.57%, smaller than the maximum VUAA.L drawdown of -26.15%. Use the drawdown chart below to compare losses from any high point for DGRG.L and VUAA.L.
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Drawdown Indicators
| DGRG.L | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.57% | -34.05% | +11.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -11.75% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -24.36% | +6.64% |
Current DrawdownCurrent decline from peak | -4.19% | -5.41% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -5.20% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.05% | -0.20% |
Volatility
DGRG.L vs. VUAA.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 3.23%, while Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) has a volatility of 4.92%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than VUAA.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.L | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 4.92% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 9.13% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.03% | 15.96% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 15.39% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 17.23% | -2.69% |