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DGRP.L vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGRP.L vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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DGRP.L vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
-1.47%5.43%20.19%12.25%2.72%26.66%10.26%25.55%-1.13%15.25%
DGRW
WisdomTree U.S. Dividend Growth Fund
0.59%4.18%19.03%12.73%4.80%25.64%10.52%24.61%0.23%15.92%
Different Trading Currencies

DGRP.L is traded in GBp, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGRP.L achieves a -1.47% return, which is significantly lower than DGRW's 0.59% return.


DGRP.L

1D
0.17%
1M
-3.38%
YTD
-1.47%
6M
0.73%
1Y
8.80%
3Y*
11.55%
5Y*
11.50%
10Y*

DGRW

1D
0.58%
1M
-3.38%
YTD
0.59%
6M
1.09%
1Y
9.28%
3Y*
11.48%
5Y*
11.86%
10Y*
13.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGRP.L vs. DGRW - Expense Ratio Comparison

DGRP.L has a 0.33% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Return for Risk

DGRP.L vs. DGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRP.L
DGRP.L Risk / Return Rank: 4747
Overall Rank
DGRP.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DGRP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
DGRP.L Omega Ratio Rank: 3131
Omega Ratio Rank
DGRP.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
DGRP.L Martin Ratio Rank: 6767
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 3737
Overall Rank
DGRW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 3636
Sortino Ratio Rank
DGRW Omega Ratio Rank: 3939
Omega Ratio Rank
DGRW Calmar Ratio Rank: 3232
Calmar Ratio Rank
DGRW Martin Ratio Rank: 4040
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.

DGRP.L vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


DGRP.LDGRWDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.58

+0.08

Sortino ratio

Return per unit of downside risk

0.98

0.93

+0.06

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

2.25

0.82

+1.43

Martin ratio

Return relative to average drawdown

8.13

3.27

+4.86

DGRP.L vs. DGRW - Sharpe Ratio Comparison

The current DGRP.L Sharpe Ratio is 0.67, which is comparable to the DGRW Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DGRP.L and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGRP.LDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.58

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.88

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.84

+0.04

Correlation

The correlation between DGRP.L and DGRW is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DGRP.L vs. DGRW - Dividend Comparison

DGRP.L's dividend yield for the trailing twelve months is around 1.35%, less than DGRW's 1.43% yield.


TTM20252024202320222021202020192018201720162015
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
1.35%1.10%1.16%1.33%1.47%1.34%2.74%2.32%1.90%1.36%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

DGRP.L vs. DGRW - Drawdown Comparison

The maximum DGRP.L drawdown since its inception was -22.56%, smaller than the maximum DGRW drawdown of -23.81%. Use the drawdown chart below to compare losses from any high point for DGRP.L and DGRW.


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Drawdown Indicators


DGRP.LDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-32.04%

+9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-8.30%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.76%

-17.27%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-4.08%

-5.72%

+1.64%

Average Drawdown

Average peak-to-trough decline

-3.01%

-3.04%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.53%

-0.85%

Volatility

DGRP.L vs. DGRW - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) is 3.11%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 4.07%. This indicates that DGRP.L experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGRP.LDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

4.07%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

7.89%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

15.94%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

13.47%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

16.68%

-2.25%