DGRP.L vs. JGGI.L
Compare and contrast key facts about WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) and JP Morgan Global Growth & Income plc (JGGI.L).
DGRP.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Dividend Growth UCITS Index. It was launched on Jul 31, 2023.
Performance
DGRP.L vs. JGGI.L - Performance Comparison
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DGRP.L vs. JGGI.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 | -1.64% | 5.43% | 20.19% | 12.25% | 2.72% | 26.66% | 10.26% | 25.55% | -1.13% | 15.25% |
JGGI.L JP Morgan Global Growth & Income plc | -4.63% | 2.93% | 19.85% | 22.62% | -4.97% | 24.82% | 15.81% | 26.22% | -10.15% | 24.11% |
Returns By Period
In the year-to-date period, DGRP.L achieves a -1.64% return, which is significantly higher than JGGI.L's -4.63% return.
DGRP.L
- 1D
- 0.00%
- 1M
- -4.25%
- YTD
- -1.64%
- 6M
- 1.13%
- 1Y
- 8.56%
- 3Y*
- 11.48%
- 5Y*
- 11.47%
- 10Y*
- —
JGGI.L
- 1D
- 0.93%
- 1M
- -5.29%
- YTD
- -4.63%
- 6M
- -3.31%
- 1Y
- 6.11%
- 3Y*
- 10.08%
- 5Y*
- 9.64%
- 10Y*
- 14.48%
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Return for Risk
DGRP.L vs. JGGI.L — Risk / Return Rank
DGRP.L
JGGI.L
DGRP.L vs. JGGI.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 JP Morgan Global Growth & Income plc (JGGI.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 | JGGI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.46 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.76 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.10 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 0.63 | +1.59 |
Martin ratioReturn relative to average drawdown | 8.00 | 2.11 | +5.89 |
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 | JGGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.46 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.58 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.53 | +0.35 |
Correlation
The correlation between DGRP.L and JGGI.L 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. JGGI.L - Dividend Comparison
DGRP.L's dividend yield for the trailing twelve months is around 1.35%, less than JGGI.L's 4.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JGGI.L JP Morgan Global Growth & Income plc | 4.23% | 3.99% | 3.55% | 3.52% | 3.99% | 3.23% | 3.39% | 3.69% | 4.32% | 3.17% | 1.96% | 1.51% |
Drawdowns
DGRP.L vs. JGGI.L - Drawdown Comparison
The maximum DGRP.L drawdown since its inception was -22.56%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for DGRP.L and JGGI.L.
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Drawdown Indicators
| DGRP.L | JGGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.56% | -54.88% | +32.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.79% | -9.77% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.76% | -20.49% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.54% | — |
Current DrawdownCurrent decline from peak | -4.25% | -7.06% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -11.13% | +8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.89% | -1.21% |
Volatility
DGRP.L vs. JGGI.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) is 3.10%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 5.39%. This indicates that DGRP.L experiences smaller price fluctuations and is considered to be less risky than JGGI.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 | JGGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 5.39% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 9.81% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 16.77% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.59% | 16.70% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.43% | 19.84% | -5.41% |