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

DJEL.L vs. DGRP.L

Last updated Jun 5, 2026

DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds - DJEL.L tracks the Russell 1000 TR USD while DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, DJEL.L returned 10.83%/yr vs 12.90%/yr for DGRP.L. A 0.70 correlation means they provide meaningful diversification when combined. DJEL.L charges 0.50%/yr vs 0.33%/yr for DGRP.L.

Performance

DJEL.L vs. DGRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.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, DJEL.L achieves a 7.34% return, which is significantly higher than DGRP.L's 6.78% return.

DJEL.L

1D
1.30%
1M
6.01%
YTD
7.34%
6M
7.63%
1Y
23.69%
3Y*
13.92%
5Y*
10.83%
10Y*
13.70%

DGRP.L

1D
0.22%
1M
4.26%
YTD
6.78%
6M
6.28%
1Y
21.07%
3Y*
13.46%
5Y*
12.90%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
DJEL.L
Lyxor UCITS Dow Jones Industrial Average D-EUR		7.34%6.63%16.67%9.42%3.64%21.33%5.44%23.49%-1.44%14.87%
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%

Correlation

The correlation between DJEL.L and DGRP.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.81

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

0.80

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

0.70

The correlation between DJEL.L and DGRP.L shifts across timeframes, from 0.70 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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

Sectors
DJEL.L
DGRP.L

Financial Services

27.2%
10.3%

Industrials

18.4%
10.9%

Technology

17.1%
30.4%

Healthcare

13.1%
15.3%

Consumer Cyclical

11.6%
8.2%

Consumer Defensive

4.4%
8.0%

Basic Materials

4.0%
3.1%

Energy

2.4%
5.2%

Communication Services

1.9%
8.4%

Real Estate

-

-

Utilities

-

0.3%

Financial Services

DJEL.L
27.2%
DGRP.L
10.3%

Industrials

DJEL.L
18.4%
DGRP.L
10.9%

Technology

DJEL.L
17.1%
DGRP.L
30.4%

Healthcare

DJEL.L
13.1%
DGRP.L
15.3%

Consumer Cyclical

DJEL.L
11.6%
DGRP.L
8.2%

Consumer Defensive

DJEL.L
4.4%
DGRP.L
8.0%

Basic Materials

DJEL.L
4.0%
DGRP.L
3.1%

Energy

DJEL.L
2.4%
DGRP.L
5.2%

Communication Services

DJEL.L
1.9%
DGRP.L
8.4%

Real Estate

DJEL.L

-

DGRP.L

-

Utilities

DJEL.L

-

DGRP.L
0.3%

Compare stocks, funds, or ETFs

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Lyxor UCITS Dow Jones Industrial Average D-EUR

WisdomTree US Quality Dividend Growth UCITS ETF - USD

Often compared with DJEL.L:
DJEL.L vs. SCHDDJEL.L vs. HSUS.LDJEL.L vs. CSH2.LDJEL.L vs. 100D.LDJEL.L vs. FLXU.LDJEL.L vs. BBUS.LDJEL.L vs. ISDU.L
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

Return for Risk

DJEL.L vs. DGRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJEL.L
DJEL.L Risk / Return Rank: 6666
Overall Rank
DJEL.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DJEL.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
DJEL.L Omega Ratio Rank: 6565
Omega Ratio Rank
DJEL.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
DJEL.L Martin Ratio Rank: 6262
Martin Ratio Rank
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
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.

DJEL.L vs. DGRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.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.

DJEL.LDGRP.LDifference
Sharpe ratioReturn per unit of total volatility
2.16
2.36

-0.20

Sortino ratioReturn per unit of downside risk
3.11
3.30

-0.19

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

3.23

3.46

-0.23

Martin ratioReturn relative to average drawdown

10.89

12.96

-2.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DJEL.L Sharpe Ratio is 2.16, which is comparable to the DGRP.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of DJEL.L and DGRP.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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Sharpe Ratios by Period

DJEL.LDGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.36

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.03

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.94

+0.28

Drawdowns

DJEL.L vs. DGRP.L - Drawdown Comparison

The maximum DJEL.L drawdown since its inception was -28.44%, which is greater than DGRP.L's maximum drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for DJEL.L and DGRP.L.

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Drawdown Indicators

DJEL.LDGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.44%

-22.56%

-5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-6.06%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

-17.76%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-17.76%

-1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-28.44%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.80%

-2.97%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.62%

+0.56%

Volatility

DJEL.L vs. DGRP.L - Volatility Comparison

Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) has a higher volatility of 2.90% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 2.40%. This indicates that DJEL.L's price experiences larger fluctuations and is considered to be riskier than DGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DJEL.LDGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

2.40%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

6.17%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

8.88%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

12.55%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

14.35%

+4.13%

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

DJEL.L has a 0.50% expense ratio, which is higher than DGRP.L's 0.33% expense ratio.

Dividends

DJEL.L vs. DGRP.L - Dividend Comparison

DJEL.L's dividend yield for the trailing twelve months is around 0.74%, less than DGRP.L's 1.01% 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%
DJEL.L
Lyxor UCITS Dow Jones Industrial Average D-EUR		0.74%0.79%1.16%1.05%1.74%1.14%1.60%1.30%1.93%1.70%2.22%2.44%

Frequently Asked Questions

DJEL.L and DGRP.L have a correlation of 0.82, 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 0.50% for DJEL.L.

DJEL.L tracks Russell 1000 TR USD, while DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.50% for DJEL.L and 0.33% for DGRP.L.

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