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

Performance

DGRG.L vs. XSOP.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 WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.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 6.77% 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
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

29.8%
42.8%

Healthcare

15.8%
4.1%

Industrials

11.2%
8.2%

Financial Services

10.4%
15.6%

Consumer Cyclical

8.4%
12.5%

Consumer Defensive

8.0%
3.3%

Communication Services

8.0%
5.5%

Energy

5.0%
1.5%

Basic Materials

3.2%
4.7%

Utilities

0.3%
0.9%

Real Estate

-

0.9%

Technology

DGRG.L
29.8%
XSOP.L
42.8%

Healthcare

DGRG.L
15.8%
XSOP.L
4.1%

Industrials

DGRG.L
11.2%
XSOP.L
8.2%

Financial Services

DGRG.L
10.4%
XSOP.L
15.6%

Consumer Cyclical

DGRG.L
8.4%
XSOP.L
12.5%

Consumer Defensive

DGRG.L
8.0%
XSOP.L
3.3%

Communication Services

DGRG.L
8.0%
XSOP.L
5.5%

Energy

DGRG.L
5.0%
XSOP.L
1.5%

Basic Materials

DGRG.L
3.2%
XSOP.L
4.7%

Utilities

DGRG.L
0.3%
XSOP.L
0.9%

Real Estate

DGRG.L

-

XSOP.L
0.9%

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Return for Risk

DGRG.L vs. XSOP.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

XSOP.L
XSOP.L Risk / Return Rank: 8282
Overall Rank
XSOP.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XSOP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XSOP.L Omega Ratio Rank: 8383
Omega Ratio Rank
XSOP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XSOP.L Martin Ratio Rank: 8080
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. 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.LXSOP.LDifference
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

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

The current DGRG.L Sharpe Ratio is 2.22, which is comparable to the XSOP.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of DGRG.L and XSOP.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. 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.LXSOP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.57%

-3.50%

+2.93%

Average Drawdown

Average peak-to-trough decline

-4.58%

-12.38%

+7.80%

Ulcer Index

Depth 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.LXSOP.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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