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DGSD.L vs. DGRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGSD.L vs. DGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) (DGSD.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGSD.L achieves a 9.94% return, which is significantly higher than DGRA.L's 7.00% return. Over the past 10 years, DGSD.L has underperformed DGRA.L with an annualized return of 8.37%, while DGRA.L has yielded a comparatively higher 13.26% annualized return.


DGSD.L

1D
0.15%
1M
-3.93%
6M
6.06%
YTD
9.94%
1Y
14.79%
3Y*
12.72%
5Y*
6.57%
10Y*
8.37%

DGRA.L

1D
0.42%
1M
0.51%
6M
5.92%
YTD
7.00%
1Y
15.52%
3Y*
14.83%
5Y*
11.31%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGSD.L vs. DGRA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGSD.L
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist)
9.94%18.93%2.14%19.83%-11.18%12.82%5.94%15.75%-15.06%34.26%
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
7.00%13.09%18.23%18.70%-8.32%25.27%12.58%28.83%-6.57%26.93%

Correlation

The correlation between DGSD.L and DGRA.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

0.47

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

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

0.53

The correlation between DGSD.L and DGRA.L has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

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Return for Risk

DGSD.L vs. DGRA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGSD.L
DGSD.L Risk / Return Rank: 3535
Overall Rank
DGSD.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DGSD.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
DGSD.L Omega Ratio Rank: 3434
Omega Ratio Rank
DGSD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
DGSD.L Martin Ratio Rank: 3838
Martin Ratio Rank

DGRA.L
DGRA.L Risk / Return Rank: 5353
Overall Rank
DGRA.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DGRA.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
DGRA.L Omega Ratio Rank: 5151
Omega Ratio Rank
DGRA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
DGRA.L Martin Ratio Rank: 5757
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.

DGSD.L vs. DGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) (DGSD.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.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.


DGSD.LDGRA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratioReturn relative to maximum drawdown

1.60

2.05

-0.45

Martin ratioReturn relative to average drawdown

4.73

8.01

-3.27

DGSD.L vs. DGRA.L - Sharpe Ratio Comparison

The current DGSD.L Sharpe Ratio is 1.00, which is lower than the DGRA.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of DGSD.L and DGRA.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

DGSD.L vs. DGRA.L - Drawdown Comparison

The maximum DGSD.L drawdown since its inception was -43.76%, which is greater than DGRA.L's maximum drawdown of -31.66%. Use the drawdown chart below to compare losses from any high point for DGSD.L and DGRA.L.


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Drawdown Indicators


DGSD.LDGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.76%

-31.66%

-12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-7.54%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.87%

-16.18%

-3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.55%

-17.94%

-7.61%

Max Drawdown (10Y)

Largest decline over 10 years

-43.76%

-31.66%

-12.10%

Current Drawdown

Current decline from peak

-3.93%

0.00%

-3.93%

Average Drawdown

Average peak-to-trough decline

-9.35%

-3.49%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.93%

+1.22%

Volatility

DGSD.L vs. DGRA.L - Volatility Comparison

WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) (DGSD.L) has a higher volatility of 5.60% compared to WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) at 2.16%. This indicates that DGSD.L's price experiences larger fluctuations and is considered to be riskier than DGRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSD.LDGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.16%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

7.54%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

10.65%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

14.09%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

14.97%

+1.40%

DGSD.L vs. DGRA.L - Expense Ratio Comparison

DGSD.L has a 0.54% expense ratio, which is higher than DGRA.L's 0.33% expense ratio.


Dividends

DGSD.L vs. DGRA.L - Dividend Comparison

DGSD.L's dividend yield for the trailing twelve months is around 3.18%, while DGRA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGSD.L
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist)
3.18%2.90%4.95%3.38%4.16%2.95%2.77%3.15%3.18%1.18%1.52%3.39%

Frequently Asked Questions


DGSD.L and DGRA.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, DGRA.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRA.L is cheaper with a 0.33% expense ratio, compared with 0.54% for DGSD.L.

DGSD.L is categorized as Emerging Markets Equities, while DGRA.L is Large Cap Blend Equities. DGSD.L tracks WisdomTree Emerging Markets Smallcap Dividend UCITS Index, while DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. Their fees differ too: 0.54% for DGSD.L and 0.33% for DGRA.L.

Portfolio Optimizer

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