PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DGRP.L vs. USDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRP.L vs. USDV.L

Last updated Jun 26, 2026

DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index while USDV.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, DGRP.L returned 12.52%/yr vs 7.81%/yr for USDV.L. Their correlation of 0.80 suggests significant overlap in exposure. DGRP.L charges 0.33%/yr vs 0.35%/yr for USDV.L.

Performance

DGRP.L vs. USDV.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 (USDV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DGRP.L is traded in GBp, while USDV.L is traded in GBP. To make them comparable, the USDV.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 USDV.L's 11.92% 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*
—

USDV.L

1D
0.33%
1M
4.00%
YTD
11.92%
6M
12.84%
1Y
19.94%
3Y*
9.34%
5Y*
7.81%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRP.L vs. USDV.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%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		11.92%1.15%9.34%-3.51%11.56%26.74%-2.72%18.93%1.52%5.36%

Correlation

The correlation between DGRP.L and USDV.L is 0.55, 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

0.55

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

0.65

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

0.74

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

0.80

Over the past year, the correlation between DGRP.L and USDV.L has dropped to 0.55 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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

Sectors
DGRP.L
USDV.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%
USDV.L
12.1%

Healthcare

DGRP.L
15.8%
USDV.L
7.5%

Industrials

DGRP.L
11.2%
USDV.L
17.3%

Financial Services

DGRP.L
10.4%
USDV.L
12.0%

Consumer Cyclical

DGRP.L
8.4%
USDV.L
5.1%

Consumer Defensive

DGRP.L
8.0%
USDV.L
16.3%

Communication Services

DGRP.L
8.0%
USDV.L
2.6%

Energy

DGRP.L
5.0%
USDV.L
3.1%

Basic Materials

DGRP.L
3.2%
USDV.L
5.4%

Utilities

DGRP.L
0.3%
USDV.L
14.2%

Real Estate

DGRP.L

-

USDV.L
4.5%

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

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

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. JGGI.L
Often compared with USDV.L:
USDV.L vs. SCHDUSDV.L vs. UDVD.LUSDV.L vs. SPYUSDV.L vs. VOOUSDV.L vs. XUHY.LUSDV.L vs. QDIVUSDV.L vs. VUAA.L

Return for Risk

DGRP.L vs. USDV.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
USDV.L
USDV.L Risk / Return Rank: 6969
Overall Rank
USDV.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 7171
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 5151
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. USDV.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 (USDV.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.LUSDV.LDifference
Sharpe ratioReturn per unit of total volatility
2.23
2.08

+0.15

Sortino ratioReturn per unit of downside risk
3.10
3.04

+0.05

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

3.29

3.01

+0.29

Martin ratioReturn relative to average drawdown

12.26

7.69

+4.57

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

The current DGRP.L Sharpe Ratio is 2.23, which is comparable to the USDV.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DGRP.L and USDV.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.

Loading charts...

Drawdowns

DGRP.L vs. USDV.L - Drawdown Comparison

The maximum DGRP.L drawdown since its inception was -22.56%, smaller than the maximum USDV.L drawdown of -37.29%. Use the drawdown chart below to compare losses from any high point for DGRP.L and USDV.L.

Loading charts...

Drawdown Indicators

DGRP.LUSDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-37.29%

+14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-6.60%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

-16.30%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-16.30%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.79%

—

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-3.90%

-7.45%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.59%

-0.96%

Volatility

DGRP.L vs. USDV.L - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) have volatilities of 2.38% and 2.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DGRP.LUSDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.34%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

7.13%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

9.61%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.58%

12.79%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

15.17%

+0.38%

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

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

Dividends

DGRP.L vs. USDV.L - Dividend Comparison

DGRP.L's dividend yield for the trailing twelve months is around 1.01%, less than USDV.L's 2.01% 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%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.01%2.20%1.99%2.28%2.11%2.13%2.57%2.07%2.19%1.85%1.65%2.00%

Frequently Asked Questions

DGRP.L and USDV.L have a correlation of 0.55, 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 USDV.L.

DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index, while USDV.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 USDV.L.

Portfolio Optimizer

Find the right allocation for DGRP.L and USDV.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer