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

DGRP.L vs. DJEL.L

Last updated Jun 5, 2026

DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) and DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) are both Large Cap Blend Equities funds - DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while DJEL.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, DGRP.L returned 12.90%/yr vs 10.83%/yr for DJEL.L. A 0.70 correlation means they provide meaningful diversification when combined. DGRP.L charges 0.33%/yr vs 0.50%/yr for DJEL.L.

Performance

DGRP.L vs. DJEL.L - 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 Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.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, DGRP.L achieves a 6.78% return, which is significantly lower than DJEL.L's 7.34% return.

DGRP.L

1D
0.22%
1M
4.26%
YTD
6.78%
6M
6.28%
1Y
21.07%
3Y*
13.46%
5Y*
12.90%
10Y*
—

DJEL.L

1D
1.30%
1M
6.01%
YTD
7.34%
6M
7.63%
1Y
23.69%
3Y*
13.92%
5Y*
10.83%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRP.L vs. DJEL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD		6.78%5.43%20.19%12.25%2.72%26.66%10.26%25.55%-1.13%15.25%
DJEL.L
Lyxor UCITS Dow Jones Industrial Average D-EUR		7.34%6.63%16.67%9.42%3.64%21.33%5.44%23.49%-1.44%14.87%

Correlation

The correlation between DGRP.L and DJEL.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2016

0.70

The correlation between DGRP.L and DJEL.L shifts across timeframes, from 0.70 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

DGRP.L vs. DJEL.L - Sectors Allocation Comparison

Sectors
DGRP.L
DJEL.L

Technology

30.4%
17.1%

Healthcare

15.3%
13.1%

Industrials

10.9%
18.4%

Financial Services

10.3%
27.2%

Communication Services

8.4%
1.9%

Consumer Cyclical

8.2%
11.6%

Consumer Defensive

8.0%
4.4%

Energy

5.2%
2.4%

Basic Materials

3.1%
4.0%

Utilities

0.3%

-

Real Estate

-

-

Technology

DGRP.L
30.4%
DJEL.L
17.1%

Healthcare

DGRP.L
15.3%
DJEL.L
13.1%

Industrials

DGRP.L
10.9%
DJEL.L
18.4%

Financial Services

DGRP.L
10.3%
DJEL.L
27.2%

Communication Services

DGRP.L
8.4%
DJEL.L
1.9%

Consumer Cyclical

DGRP.L
8.2%
DJEL.L
11.6%

Consumer Defensive

DGRP.L
8.0%
DJEL.L
4.4%

Energy

DGRP.L
5.2%
DJEL.L
2.4%

Basic Materials

DGRP.L
3.1%
DJEL.L
4.0%

Utilities

DGRP.L
0.3%
DJEL.L

-

Real Estate

DGRP.L

-

DJEL.L

-

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WisdomTree US Quality Dividend Growth UCITS ETF - USD

Lyxor UCITS Dow Jones Industrial Average D-EUR

Often compared with DGRP.L:
DGRP.L vs. JEPQDGRP.L vs. FUSD.LDGRP.L vs. SPYDGRP.L vs. DGRODGRP.L vs. SCHDDGRP.L vs. SXR8.DEDGRP.L vs. DGRW
Often compared with DJEL.L:
DJEL.L vs. SCHDDJEL.L vs. HSUS.LDJEL.L vs. CSH2.LDJEL.L vs. 100D.LDJEL.L vs. BBUS.LDJEL.L vs. FLXU.LDJEL.L vs. ISDU.L

Return for Risk

DGRP.L vs. DJEL.L — 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: 7272
Overall Rank
DGRP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRP.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRP.L Omega Ratio Rank: 7373
Omega Ratio Rank
DGRP.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
DGRP.L Martin Ratio Rank: 7070
Martin Ratio Rank
DJEL.L
DJEL.L Risk / Return Rank: 6666
Overall Rank
DJEL.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DJEL.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
DJEL.L Omega Ratio Rank: 6565
Omega Ratio Rank
DJEL.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
DJEL.L Martin Ratio Rank: 6262
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. DJEL.L - 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 Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.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.

DGRP.LDJEL.LDifference
Sharpe ratioReturn per unit of total volatility
2.36
2.16

+0.20

Sortino ratioReturn per unit of downside risk
3.30
3.11

+0.19

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

3.46

3.23

+0.23

Martin ratioReturn relative to average drawdown

12.96

10.89

+2.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRP.L vs. DJEL.L - Sharpe Ratio Comparison

The current DGRP.L Sharpe Ratio is 2.36, which is comparable to the DJEL.L Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DGRP.L and DJEL.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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Sharpe Ratios by Period

DGRP.LDJEL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.16

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.89

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.07

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.21

-0.28

Drawdowns

DGRP.L vs. DJEL.L - Drawdown Comparison

The maximum DGRP.L drawdown since its inception was -22.56%, smaller than the maximum DJEL.L drawdown of -28.44%. Use the drawdown chart below to compare losses from any high point for DGRP.L and DJEL.L.

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Drawdown Indicators

DGRP.LDJEL.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-28.44%

+5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-7.34%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-18.99%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.76%

-18.99%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.44%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.97%

-3.80%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.18%

-0.56%

Volatility

DGRP.L vs. DJEL.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) is 2.40%, while Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) has a volatility of 2.90%. This indicates that DGRP.L experiences smaller price fluctuations and is considered to be less risky than DJEL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGRP.LDJEL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

2.90%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

7.95%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

8.88%

10.96%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

13.97%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

18.48%

-4.13%

DGRP.L vs. DJEL.L - Expense Ratio Comparison

DGRP.L has a 0.33% expense ratio, which is lower than DJEL.L's 0.50% expense ratio.

Dividends

DGRP.L vs. DJEL.L - Dividend Comparison

DGRP.L's dividend yield for the trailing twelve months is around 1.01%, more than DJEL.L's 0.74% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD		1.01%1.10%1.16%1.33%1.47%1.34%2.74%2.32%1.90%1.36%0.00%0.00%
DJEL.L
Lyxor UCITS Dow Jones Industrial Average D-EUR		0.74%0.79%1.16%1.05%1.74%1.14%1.60%1.30%1.93%1.70%2.22%2.44%

Frequently Asked Questions

DGRP.L and DJEL.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRP.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRP.L is cheaper with a 0.33% expense ratio, compared with 0.50% for DJEL.L.

DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while DJEL.L tracks Russell 1000 TR USD. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.33% for DGRP.L and 0.50% for DJEL.L.

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