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DHSD.L vs. GGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHSD.L vs. GGRG.L - Performance Comparison

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

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Different Trading Currencies

DHSD.L is traded in USD, while GGRG.L is traded in GBp. To make them comparable, the GGRG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DHSD.L achieves a 12.22% return, which is significantly higher than GGRG.L's 6.63% return. Over the past 10 years, DHSD.L has underperformed GGRG.L with an annualized return of 8.41%, while GGRG.L has yielded a comparatively higher 11.79% annualized return.


DHSD.L

1D
-0.30%
1M
2.29%
6M
9.22%
YTD
12.22%
1Y
22.82%
3Y*
15.91%
5Y*
10.88%
10Y*
8.41%

GGRG.L

1D
0.81%
1M
1.01%
6M
5.38%
YTD
6.63%
1Y
16.10%
3Y*
12.29%
5Y*
8.08%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHSD.L vs. GGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
12.22%12.71%15.26%-0.25%7.25%23.90%-6.21%20.65%-8.19%11.28%
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
6.63%16.53%9.25%17.43%-13.72%19.80%15.98%35.02%-10.43%28.28%

Correlation

The correlation between DHSD.L and GGRG.L is 0.51, 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

0.51

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

0.53

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

0.61

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

0.60

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

0.60

The correlation between DHSD.L and GGRG.L has been stable across timeframes, ranging from 0.51 to 0.61 - a consistent structural relationship.

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Return for Risk

DHSD.L vs. GGRG.L — Risk / Return Rank

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

DHSD.L
DHSD.L Risk / Return Rank: 7575
Overall Rank
DHSD.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DHSD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
DHSD.L Omega Ratio Rank: 7676
Omega Ratio Rank
DHSD.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
DHSD.L Martin Ratio Rank: 6464
Martin Ratio Rank

GGRG.L
GGRG.L Risk / Return Rank: 4646
Overall Rank
GGRG.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4747
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
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.

DHSD.L vs. GGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.


DHSD.LGGRG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.36

1.24

+0.12

Calmar ratioReturn relative to maximum drawdown

2.80

1.54

+1.25

Martin ratioReturn relative to average drawdown

9.12

6.21

+2.91

DHSD.L vs. GGRG.L - Sharpe Ratio Comparison

The current DHSD.L Sharpe Ratio is 2.06, which is higher than the GGRG.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DHSD.L and GGRG.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

DHSD.L vs. GGRG.L - Drawdown Comparison

The maximum DHSD.L drawdown since its inception was -37.27%, roughly equal to the maximum GGRG.L drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for DHSD.L and GGRG.L.


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Drawdown Indicators


DHSD.LGGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-36.30%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-10.40%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

-19.00%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-25.27%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.27%

-30.46%

-6.81%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-4.36%

-9.13%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.59%

-0.06%

Volatility

DHSD.L vs. GGRG.L - Volatility Comparison

WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) has a higher volatility of 3.04% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.40%. This indicates that DHSD.L's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHSD.LGGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

2.40%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

9.31%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

12.05%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

19.85%

-4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

17.53%

-2.06%

DHSD.L vs. GGRG.L - Expense Ratio Comparison

DHSD.L has a 0.29% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.


Dividends

DHSD.L vs. GGRG.L - Dividend Comparison

DHSD.L's dividend yield for the trailing twelve months is around 2.61%, while GGRG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.61%2.82%3.00%3.37%2.91%2.92%3.49%3.03%3.21%2.57%2.81%2.53%
GGRG.L
WisdomTree Global 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%

Frequently Asked Questions


DHSD.L and GGRG.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHSD.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHSD.L is cheaper with a 0.29% expense ratio, compared with 0.38% for GGRG.L.

DHSD.L is categorized as Dividend, while GGRG.L is Global Equities. DHSD.L tracks WisdomTree US High Dividend UCITS Index, while GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.29% for DHSD.L and 0.38% for GGRG.L.

Portfolio Optimizer

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