DGRP.L vs. GGRP.L
DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) and GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD) are both exchange-traded funds - DGRP.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index, while GGRP.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth. Both are passively managed. Over the past 5 years, DGRP.L returned 12.90%/yr vs 8.60%/yr for GGRP.L. A 0.70 correlation means they provide meaningful diversification when combined. DGRP.L charges 0.33%/yr vs 0.38%/yr for GGRP.L.
Performance
DGRP.L vs. GGRP.L - Performance Comparison
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Returns By Period
In the year-to-date period, DGRP.L achieves a 6.78% return, which is significantly higher than GGRP.L's 4.80% 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*
- —
GGRP.L
- 1D
- 0.39%
- 1M
- 4.76%
- YTD
- 4.80%
- 6M
- 5.35%
- 1Y
- 16.32%
- 3Y*
- 9.50%
- 5Y*
- 8.60%
- 10Y*
- —
DGRP.L vs. GGRP.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 | 6.78% | 5.43% | 20.19% | 12.25% | 2.72% | 26.66% | 10.26% | 25.55% | -1.13% | 11.35% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 4.80% | 7.06% | 9.85% | 11.62% | -3.21% | 20.07% | 13.17% | 29.78% | -5.75% | 13.25% |
Correlation
The correlation between DGRP.L and GGRP.L is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2017 | 0.70 |
The correlation between DGRP.L and GGRP.L shifts across timeframes, from 0.70 (all time) to 0.88 (5 years), reflecting how their relationship changes across market environments.
DGRP.L vs. GGRP.L - Sectors Allocation Comparison
Sectors
DGRP.L
GGRP.L
Technology
Healthcare
Industrials
Financial Services
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Basic Materials
Utilities
Real Estate
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Technology
DGRP.L
GGRP.L
Healthcare
DGRP.L
GGRP.L
Industrials
DGRP.L
GGRP.L
Financial Services
DGRP.L
GGRP.L
Communication Services
DGRP.L
GGRP.L
Consumer Cyclical
DGRP.L
GGRP.L
Consumer Defensive
DGRP.L
GGRP.L
Energy
DGRP.L
GGRP.L
Basic Materials
DGRP.L
GGRP.L
Utilities
DGRP.L
GGRP.L
Real Estate
DGRP.L
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GGRP.L
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Return for Risk
DGRP.L vs. GGRP.L — Risk / Return Rank
DGRP.L
GGRP.L
DGRP.L vs. GGRP.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 WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.L | GGRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.30 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 1.89 | +1.57 |
| Martin ratioReturn relative to average drawdown | 12.96 | 7.20 | +5.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGRP.L | GGRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.60 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.72 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.90 | +0.04 |
Drawdowns
DGRP.L vs. GGRP.L - Drawdown Comparison
The maximum DGRP.L drawdown since its inception was -22.56%, roughly equal to the maximum GGRP.L drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for DGRP.L and GGRP.L.
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Drawdown Indicators
| DGRP.L | GGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.56% | -22.60% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -8.59% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.76% | -16.46% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -17.76% | -16.46% | -1.30% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -2.93% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.26% | -0.64% |
Volatility
DGRP.L vs. GGRP.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) is 2.40%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) has a volatility of 3.00%. This indicates that DGRP.L experiences smaller price fluctuations and is considered to be less risky than GGRP.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 | GGRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 3.00% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.17% | 8.07% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.88% | 10.17% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 12.07% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.35% | 15.35% | -1.00% |
DGRP.L vs. GGRP.L - Expense Ratio Comparison
DGRP.L has a 0.33% expense ratio, which is lower than GGRP.L's 0.38% expense ratio.
Dividends
DGRP.L vs. GGRP.L - Dividend Comparison
DGRP.L's dividend yield for the trailing twelve months is around 1.01%, more than GGRP.L's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 0.01% | 0.01% | 0.54% | 1.86% | 2.42% | 1.60% | 1.46% | 1.88% | 2.13% | 1.41% |
Frequently Asked Questions
DGRP.L and GGRP.L have a correlation of 0.84, 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 0.38% for GGRP.L.
DGRP.L is categorized as Large Cap Blend Equities, while GGRP.L is Global Equities. DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.33% for DGRP.L and 0.38% for GGRP.L.
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