DGRP.L vs. FLXU.L
DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) and FLXU.L (Franklin LibertyQ U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while FLXU.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, DGRP.L returned 12.52%/yr vs 12.81%/yr for FLXU.L. Their correlation of 0.88 suggests significant overlap in exposure. DGRP.L charges 0.33%/yr vs 0.25%/yr for FLXU.L.
Performance
DGRP.L vs. FLXU.L - Performance Comparison
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Different Trading Currencies
DGRP.L is traded in GBp, while FLXU.L is traded in GBP. To make them comparable, the FLXU.L 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 6.66% return, which is significantly lower than FLXU.L's 12.62% return.
DGRP.L
- 1D
- -0.66%
- 1M
- 1.18%
- YTD
- 6.66%
- 6M
- 6.99%
- 1Y
- 20.05%
- 3Y*
- 13.82%
- 5Y*
- 12.52%
- 10Y*
- —
FLXU.L
- 1D
- -0.85%
- 1M
- 1.02%
- YTD
- 12.62%
- 6M
- 12.44%
- 1Y
- 29.08%
- 3Y*
- 16.22%
- 5Y*
- 12.81%
- 10Y*
- —
DGRP.L vs. FLXU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 6.66% | 5.45% | 20.20% | 12.25% | 2.72% | 26.66% | 8.89% | 24.75% | -1.13% | 9.17% |
FLXU.L Franklin LibertyQ U.S. Equity UCITS ETF | 12.62% | 13.11% | 12.50% | 8.51% | 2.19% | 28.57% | 5.69% | 24.32% | 1.87% | 8.87% |
Correlation
The correlation between DGRP.L and FLXU.L is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2017 | 0.88 |
The correlation between DGRP.L and FLXU.L has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
DGRP.L vs. FLXU.L - Sectors Allocation Comparison
Sectors
DGRP.L
FLXU.L
Technology
Healthcare
Industrials
Financial Services
Consumer Cyclical
Consumer Defensive
Communication Services
Energy
Basic Materials
Utilities
Real Estate
-
Technology
DGRP.L
FLXU.L
Healthcare
DGRP.L
FLXU.L
Industrials
DGRP.L
FLXU.L
Financial Services
DGRP.L
FLXU.L
Consumer Cyclical
DGRP.L
FLXU.L
Consumer Defensive
DGRP.L
FLXU.L
Communication Services
DGRP.L
FLXU.L
Energy
DGRP.L
FLXU.L
Basic Materials
DGRP.L
FLXU.L
Utilities
DGRP.L
FLXU.L
Real Estate
DGRP.L
-
FLXU.L
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Return for Risk
DGRP.L vs. FLXU.L — Risk / Return Rank
DGRP.L
FLXU.L
DGRP.L vs. FLXU.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 Franklin LibertyQ U.S. Equity UCITS ETF (FLXU.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.
| DGRP.L | FLXU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 4.91 | -1.61 |
| Martin ratioReturn relative to average drawdown | 12.26 | 17.58 | -5.32 |
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Drawdowns
DGRP.L vs. FLXU.L - Drawdown Comparison
The maximum DGRP.L drawdown since its inception was -22.56%, smaller than the maximum FLXU.L drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for DGRP.L and FLXU.L.
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Drawdown Indicators
| DGRP.L | FLXU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.56% | -24.72% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -5.90% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -17.75% | -20.13% | +2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.75% | -20.13% | +2.38% |
Current DrawdownCurrent decline from peak | -0.66% | -1.07% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -2.80% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.65% | -0.02% |
Volatility
DGRP.L vs. FLXU.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) is 2.38%, while Franklin LibertyQ U.S. Equity UCITS ETF (FLXU.L) has a volatility of 3.84%. This indicates that DGRP.L experiences smaller price fluctuations and is considered to be less risky than FLXU.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.L | FLXU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 3.84% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 8.69% | -2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.96% | 11.66% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.58% | 13.13% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 14.88% | +0.67% |
DGRP.L vs. FLXU.L - Expense Ratio Comparison
DGRP.L has a 0.33% expense ratio, which is higher than FLXU.L's 0.25% expense ratio.
Dividends
DGRP.L vs. FLXU.L - Dividend Comparison
DGRP.L's dividend yield for the trailing twelve months is around 1.01%, while FLXU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 1.01% | 1.11% | 1.16% | 1.33% | 1.47% | 1.34% | 1.68% | 1.80% | 1.90% | 1.36% |
FLXU.L Franklin LibertyQ U.S. Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRP.L and FLXU.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLXU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXU.L is cheaper with a 0.25% expense ratio, compared with 0.33% for DGRP.L.
DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while FLXU.L tracks Russell 1000 TR USD. They also come from different issuers: WisdomTree and Franklin Templeton. Their fees differ too: 0.33% for DGRP.L and 0.25% for FLXU.L.
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