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

Performance

DGRP.L vs. UDVD.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L). 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 UDVD.L is traded in USD. To make them comparable, the UDVD.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 UDVD.L's 12.33% 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*

UDVD.L

1D
0.66%
1M
4.20%
YTD
12.33%
6M
12.91%
1Y
20.70%
3Y*
9.41%
5Y*
7.83%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%15.25%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
12.33%0.84%9.52%-3.05%11.52%26.23%-2.19%17.98%1.76%5.73%

Correlation

The correlation between DGRP.L and UDVD.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.62

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

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2016

0.75

Over the past year, the correlation between DGRP.L and UDVD.L has dropped to 0.54 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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


Sectors
DGRP.L
UDVD.L

Technology

29.8%
12.1%

Healthcare

15.8%
7.5%

Industrials

11.2%
17.3%

Financial Services

10.4%
12.0%

Consumer Cyclical

8.4%
5.1%

Consumer Defensive

8.0%
16.3%

Communication Services

8.0%
2.6%

Energy

5.0%
3.1%

Basic Materials

3.2%
5.4%

Utilities

0.3%
14.2%

Real Estate

-

4.5%

Technology

DGRP.L
29.8%
UDVD.L
12.1%

Healthcare

DGRP.L
15.8%
UDVD.L
7.5%

Industrials

DGRP.L
11.2%
UDVD.L
17.3%

Financial Services

DGRP.L
10.4%
UDVD.L
12.0%

Consumer Cyclical

DGRP.L
8.4%
UDVD.L
5.1%

Consumer Defensive

DGRP.L
8.0%
UDVD.L
16.3%

Communication Services

DGRP.L
8.0%
UDVD.L
2.6%

Energy

DGRP.L
5.0%
UDVD.L
3.1%

Basic Materials

DGRP.L
3.2%
UDVD.L
5.4%

Utilities

DGRP.L
0.3%
UDVD.L
14.2%

Real Estate

DGRP.L

-

UDVD.L
4.5%

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Return for Risk

DGRP.L vs. UDVD.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: 7777
Overall Rank
DGRP.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
DGRP.L Omega Ratio Rank: 7979
Omega Ratio Rank
DGRP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGRP.L Martin Ratio Rank: 7474
Martin Ratio Rank

UDVD.L
UDVD.L Risk / Return Rank: 5353
Overall Rank
UDVD.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 5252
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 4141
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. UDVD.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.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.LUDVD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.41

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

3.29

3.18

+0.11

Martin ratioReturn relative to average drawdown

12.26

8.34

+3.92

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

The current DGRP.L Sharpe Ratio is 2.23, which is comparable to the UDVD.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DGRP.L and UDVD.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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Drawdowns

DGRP.L vs. UDVD.L - Drawdown Comparison

The maximum DGRP.L drawdown since its inception was -22.56%, smaller than the maximum UDVD.L drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for DGRP.L and UDVD.L.


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Drawdown Indicators


DGRP.LUDVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-28.19%

+5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-6.47%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

-16.57%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-16.57%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.19%

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-3.90%

-4.19%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.48%

-0.85%

Volatility

DGRP.L vs. UDVD.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) is 2.38%, while SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) has a volatility of 3.09%. This indicates that DGRP.L experiences smaller price fluctuations and is considered to be less risky than UDVD.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.LUDVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

3.09%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

8.23%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

10.76%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.58%

13.77%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

15.87%

-0.32%

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

DGRP.L has a 0.33% expense ratio, which is lower than UDVD.L's 0.35% expense ratio.


Dividends

DGRP.L vs. UDVD.L - Dividend Comparison

DGRP.L's dividend yield for the trailing twelve months is around 1.01%, less than UDVD.L's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.04%2.17%2.03%2.24%2.13%2.15%2.36%2.01%2.27%1.78%1.83%2.06%

Frequently Asked Questions


DGRP.L and UDVD.L have a correlation of 0.54, 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 0.35% for UDVD.L.

DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.33% for DGRP.L and 0.35% for UDVD.L.

Portfolio Optimizer

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