DGRG.L vs. XSOP.L
DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and XSOP.L (WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF) 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 XSOP.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 3 years, DGRG.L returned 13.83%/yr vs 19.59%/yr for XSOP.L. At a 0.42 correlation, their price movements are largely independent. DGRG.L charges 0.33%/yr vs 0.32%/yr for XSOP.L.
Performance
DGRG.L vs. XSOP.L - Performance Comparison
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Returns By Period
In the year-to-date period, DGRG.L achieves a 6.77% return, which is significantly lower than XSOP.L's 24.44% 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%
XSOP.L
- 1D
- 0.51%
- 1M
- 2.01%
- YTD
- 24.44%
- 6M
- 25.63%
- 1Y
- 46.85%
- 3Y*
- 19.59%
- 5Y*
- —
- 10Y*
- —
DGRG.L vs. XSOP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 6.77% | 5.60% | 20.13% | 12.11% | 2.74% | 7.98% |
XSOP.L WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF | 24.44% | 22.58% | 5.55% | 3.86% | -15.50% | 2.66% |
Correlation
The correlation between DGRG.L and XSOP.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2021 | 0.42 |
DGRG.L vs. XSOP.L - Sectors Allocation Comparison
Sectors
DGRG.L
XSOP.L
Technology
Healthcare
Industrials
Financial Services
Consumer Cyclical
Consumer Defensive
Communication Services
Energy
Basic Materials
Utilities
Real Estate
-
Technology
DGRG.L
XSOP.L
Healthcare
DGRG.L
XSOP.L
Industrials
DGRG.L
XSOP.L
Financial Services
DGRG.L
XSOP.L
Consumer Cyclical
DGRG.L
XSOP.L
Consumer Defensive
DGRG.L
XSOP.L
Communication Services
DGRG.L
XSOP.L
Energy
DGRG.L
XSOP.L
Basic Materials
DGRG.L
XSOP.L
Utilities
DGRG.L
XSOP.L
Real Estate
DGRG.L
-
XSOP.L
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Return for Risk
DGRG.L vs. XSOP.L — Risk / Return Rank
DGRG.L
XSOP.L
DGRG.L vs. XSOP.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 WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.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 | XSOP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.43 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 4.28 | -0.95 |
| Martin ratioReturn relative to average drawdown | 12.19 | 13.76 | -1.57 |
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Drawdowns
DGRG.L vs. XSOP.L - Drawdown Comparison
The maximum DGRG.L drawdown since its inception was -32.36%, which is greater than XSOP.L's maximum drawdown of -26.27%. Use the drawdown chart below to compare losses from any high point for DGRG.L and XSOP.L.
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Drawdown Indicators
| DGRG.L | XSOP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.36% | -26.27% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -10.90% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -17.72% | -16.96% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.57% | — | — |
Current DrawdownCurrent decline from peak | -0.57% | -3.50% | +2.93% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -12.38% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 3.39% | -1.75% |
Volatility
DGRG.L vs. XSOP.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) is 2.34%, while WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.L) has a volatility of 8.59%. This indicates that DGRG.L experiences smaller price fluctuations and is considered to be less risky than XSOP.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 | XSOP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 8.59% | -6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 6.41% | 17.33% | -10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 19.75% | -10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.57% | 17.34% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.28% | 17.34% | -3.06% |
DGRG.L vs. XSOP.L - Expense Ratio Comparison
DGRG.L has a 0.33% expense ratio, which is higher than XSOP.L's 0.32% expense ratio.
Dividends
DGRG.L vs. XSOP.L - Dividend Comparison
Neither DGRG.L nor XSOP.L has paid dividends to shareholders.
Frequently Asked Questions
DGRG.L and XSOP.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSOP.L is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSOP.L is cheaper with a 0.32% expense ratio, compared with 0.33% for DGRG.L.
DGRG.L is categorized as Large Cap Blend Equities, while XSOP.L is Emerging Markets Equities. DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while XSOP.L tracks MSCI EM NR USD. Their fees differ too: 0.33% for DGRG.L and 0.32% for XSOP.L.
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