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DGRP.L vs. RCD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRP.L vs. RCD.TO

Last updated Jun 5, 2026

DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) and RCD.TO (RBC Quant Canadian Dividend Leaders ETF) 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 RCD.TO is a Dividend fund managed by RBC. Over the past 5 years, DGRP.L returned 12.90%/yr vs 10.09%/yr for RCD.TO. At a 0.46 correlation, their price movements are largely independent. DGRP.L charges 0.33%/yr vs 0.43%/yr for RCD.TO.

Performance

DGRP.L vs. RCD.TO - 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 RBC Quant Canadian Dividend Leaders ETF (RCD.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRP.L is traded in GBp, while RCD.TO is traded in CAD. To make them comparable, the RCD.TO 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 6.78% return, which is significantly lower than RCD.TO's 12.37% 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*
—

RCD.TO

1D
1.05%
1M
3.37%
YTD
12.37%
6M
5.53%
1Y
23.92%
3Y*
13.49%
5Y*
10.09%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRP.L vs. RCD.TO - 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%
RCD.TO
RBC Quant Canadian Dividend Leaders ETF		12.37%18.48%3.82%7.18%0.89%29.78%-2.87%22.81%-13.41%3.28%

Correlation

The correlation between DGRP.L and RCD.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.36

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

0.40

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

0.46

The correlation between DGRP.L and RCD.TO shifts across timeframes, from 0.31 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

DGRP.L vs. RCD.TO - Sectors Allocation Comparison

Sectors
DGRP.L
RCD.TO

Technology

30.4%
7.0%

Healthcare

15.3%

-

Industrials

10.9%
7.3%

Financial Services

10.3%
29.3%

Communication Services

8.4%
4.6%

Consumer Cyclical

8.2%
4.0%

Consumer Defensive

8.0%
3.4%

Energy

5.2%
20.4%

Basic Materials

3.1%
15.7%

Utilities

0.3%
6.1%

Real Estate

-

2.1%

Technology

DGRP.L
30.4%
RCD.TO
7.0%

Healthcare

DGRP.L
15.3%
RCD.TO

-

Industrials

DGRP.L
10.9%
RCD.TO
7.3%

Financial Services

DGRP.L
10.3%
RCD.TO
29.3%

Communication Services

DGRP.L
8.4%
RCD.TO
4.6%

Consumer Cyclical

DGRP.L
8.2%
RCD.TO
4.0%

Consumer Defensive

DGRP.L
8.0%
RCD.TO
3.4%

Energy

DGRP.L
5.2%
RCD.TO
20.4%

Basic Materials

DGRP.L
3.1%
RCD.TO
15.7%

Utilities

DGRP.L
0.3%
RCD.TO
6.1%

Real Estate

DGRP.L

-

RCD.TO
2.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree US Quality Dividend Growth UCITS ETF - USD

RBC Quant Canadian Dividend Leaders ETF

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 RCD.TO:
RCD.TO vs. XEI.TORCD.TO vs. VDY.TORCD.TO vs. DMEC.TORCD.TO vs. XDIV.TORCD.TO vs. PDC.TORCD.TO vs. XMV.TORCD.TO vs. ZLB.TO

Return for Risk

DGRP.L vs. RCD.TO — 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
RCD.TO
RCD.TO Risk / Return Rank: 5656
Overall Rank
RCD.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RCD.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
RCD.TO Omega Ratio Rank: 6767
Omega Ratio Rank
RCD.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
RCD.TO Martin Ratio Rank: 5454
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. RCD.TO - 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 RBC Quant Canadian Dividend Leaders ETF (RCD.TO). 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.LRCD.TODifference
Sharpe ratioReturn per unit of total volatility
2.36
1.76

+0.60

Sortino ratioReturn per unit of downside risk
3.30
2.07

+1.23

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.46

2.78

+0.69

Martin ratioReturn relative to average drawdown

12.96

8.05

+4.92

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. RCD.TO - Sharpe Ratio Comparison

The current DGRP.L Sharpe Ratio is 2.36, which is higher than the RCD.TO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of DGRP.L and RCD.TO, 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.LRCD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.76

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.71

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.58

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.46

+0.48

Drawdowns

DGRP.L vs. RCD.TO - Drawdown Comparison

The maximum DGRP.L drawdown since its inception was -22.56%, smaller than the maximum RCD.TO drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for DGRP.L and RCD.TO.

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Drawdown Indicators

DGRP.LRCD.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-36.85%

+14.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-8.65%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-18.43%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-17.76%

-18.43%

+0.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.85%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.97%

-7.02%

+4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.98%

-1.36%

Volatility

DGRP.L vs. RCD.TO - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) is 2.40%, while RBC Quant Canadian Dividend Leaders ETF (RCD.TO) has a volatility of 2.66%. This indicates that DGRP.L experiences smaller price fluctuations and is considered to be less risky than RCD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGRP.LRCD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

2.66%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

11.99%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

8.88%

13.67%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

14.39%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

16.72%

-2.37%

DGRP.L vs. RCD.TO - Expense Ratio Comparison

DGRP.L has a 0.33% expense ratio, which is lower than RCD.TO's 0.43% expense ratio.

Dividends

DGRP.L vs. RCD.TO - Dividend Comparison

DGRP.L's dividend yield for the trailing twelve months is around 1.01%, less than RCD.TO's 2.85% 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%
RCD.TO
RBC Quant Canadian Dividend Leaders ETF		2.85%3.07%3.17%3.39%3.36%2.34%3.45%3.12%3.64%3.01%3.08%3.62%

Frequently Asked Questions

DGRP.L and RCD.TO have a correlation of 0.31, 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 0.43% for RCD.TO.

DGRP.L is categorized as Large Cap Blend Equities, while RCD.TO is Dividend. They also come from different issuers: WisdomTree and RBC. Their fees differ too: 0.33% for DGRP.L and 0.43% for RCD.TO.

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